Nonparametric volatility prediction
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Cites work
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- scientific article; zbMATH DE number 5960587 (Why is no real title available?)
- scientific article; zbMATH DE number 1227086 (Why is no real title available?)
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- Nonparametric finance
- NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES
- Nonparametric Multistep-Ahead Prediction in Time Series Analysis
- Nonparametric Risk Management With Generalized Hyperbolic Distributions
- Nonparametric vector autoregression
- Predicting the equity premium with dividend ratios
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- The Model Confidence Set
- Tree-structured generalized autoregressive conditional heteroscedastic models
- Understanding Exponential Smoothing Via Kernel Regression
- Variance estimation in nonparametric regression via the difference sequence method
- Varying Coefficient GARCH Models
- Volatility forecast comparison using imperfect volatility proxies
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