Financial applications of sequential nonparametric curve estimation

zbMATH Open1082.62101MaRDI QIDQ3374145FDOQ3374145

Authors: Sam Efromovich 

Publication date: 9 March 2006

Recommendations

• Empirical likelihood based nonparametric testing for CAPM
• Some recent developments in nonparametric finance
• A nonparametric approach to measuring the sensitivity of an asset's return to the market
• Nonparametric Modeling in Financial Time Series
• Empirical analysis of the return rate of Shanghai stock market based on the nonparametric model method

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Sequential estimation (62L12)

Cited In (3)

• Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling
• Empirical likelihood based nonparametric testing for CAPM
• Testing for ellipsoidal symmetry: a comparison study

This page was built for publication: Financial applications of sequential nonparametric curve estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3374145)