ARTICLE
|
doi:10.20944/preprints201905.0311.v1
Subject:
Business, Economics And Management,
Econometrics And Statistics
Keywords:
Mallows criterion; Model averaging; Model selection; Shrinkage; Tuning parameter choice.
Online: 27 May 2019 (10:28:22 CEST)
ARTICLE
|
doi:10.20944/preprints201807.0318.v1
Subject:
Business, Economics And Management,
Econometrics And Statistics
Keywords:
difference kernel estimator; integrated difference kernel estimator; M-estimation; Monte Carlo; nonparametric threshold regression
Online: 18 July 2018 (08:24:47 CEST)
ARTICLE
|
doi:10.20944/preprints201804.0076.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
conditional dependence index; Kendall's Tau; leverage effect; nonparametric copula; tail dependence index; volatility feedback effect
Online: 6 April 2018 (11:17:36 CEST)