Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan
Our comments on Fan’s paper will concentrate on two issues that relate in important ways to the paper’s focus on misspecification and discretization bias and the role of nonparametric methods in empirical finance.
|Date of creation:||Apr 2005|
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|Publication status:||Published in SMU Economics and Statistics Working Paper Series|
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