Kernel m-estimators : non parametric diagnostics for structural models
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Bibliographic InfoPaper provided by CEPREMAP in its series CEPREMAP Working Papers (Couverture Orange) with number 9405.
Length: 43 pages
Date of creation: 1994
Date of revision:
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- Bossaerts, P. & Hillion, P., 1995.
"Local Parametric Analysis of Hedging in Discrete Time,"
Discussion Paper, Tilburg University, Center for Economic Research
1995-23, Tilburg University, Center for Economic Research.
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Cahiers de recherche, Centre interuniversitaire de recherche en Ã©conomie quantitative, CIREQ
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- René Garcia & Eric Renault, 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," Working Papers, Centre de Recherche en Economie et Statistique 98-10, Centre de Recherche en Economie et Statistique.
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- Garcia, Rene & Gencay, Ramazan, 2000.
"Pricing and hedging derivative securities with neural networks and a homogeneity hint,"
Journal of Econometrics, Elsevier,
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- René Garcia & Ramazan Gençay, 1998. "Pricing and Hedging Derivative Securities with Neural Networks and a Homogeneity Hint," CIRANO Working Papers, CIRANO 98s-35, CIRANO.
- Eric Ghysels & Valentin Patilea & Éric Renault & Olivier Torrès, 1997.
"Nonparametric Methods and Option Pricing,"
CIRANO Working Papers, CIRANO
- GHYSELS, Eric & PATILEA, Valentin & RENAULT, Eric & TORRES, Olivier, 1997. "Nonparametric methods and option pricing," CORE Discussion Papers, UniversitÃ© catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1997075, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Eric Ghysels & Christian Gouriéroux & Joanna Jasiak, 1996. "Kernel Autocorrelogram for Time Deformed Processes," CIRANO Working Papers, CIRANO 96s-19, CIRANO.
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