Empirical analysis of the return rate of Shanghai stock market based on the nonparametric model method

DOI10.3969/J.ISSN.1672-8513.2010.03.002zbMATH Open1240.91188MaRDI QIDQ3170360FDOQ3170360

Authors: Shuhong He, Hao Chen 

Publication date: 29 September 2011

Recommendations

• scientific article; zbMATH DE number 2165826
• scientific article; zbMATH DE number 7109291
• scientific article
• A nonparametric approach to measuring the sensitivity of an asset's return to the market
• An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach

zbMATH Keywords

local linear regressionbootstrap methodShanghai stock market

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Cited In (4)

• Financial applications of sequential nonparametric curve estimation
• A non-parametric regression model for consumption of urban residents and foreign exchange reserve
• Title not available (Why is that?)
• A nonparametric threshold model with application to zero returns

This page was built for publication: Empirical analysis of the return rate of Shanghai stock market based on the nonparametric model method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3170360)