Nonparametric analysis of financial time series by the Kernel methodology
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- Mohamed Chikhi & Claude Diebolt, 2006. "Nonparametric Analysis of Financial Time Series by the Kernel Methodology," Working Papers 06-11, Association Française de Cliométrie (AFC).
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- CHIKHI, Mohamed, 2017.
"Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange
[Exogenous Shocks and nonlinearity in the stock exchange seri," MPRA Paper 76691, University Library of Munich, Germany, revised 2017.
- repec:trp:01jefa:jefa0020 is not listed on IDEAS
- I. Sánchez-Borrego & M. Rueda & J. Muñoz, 2012. "Nonparametric methods in sample surveys. Application to the estimation of cancer prevalence," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(2), pages 405-414, February.
More about this item
KeywordsEfficiency; Random walk process; Kernel methodology; Functional autoregressive process; Forecasting; Cliometrics;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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