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A Survey on Nonparametric Time Series Analysis


  • Siegfried Heiler

    (Center of Finance and Econometrics)


No abstract is available for this item.

Suggested Citation

  • Siegfried Heiler, 1999. "A Survey on Nonparametric Time Series Analysis," Finance 9904005, EconWPA.
  • Handle: RePEc:wpa:wuwpfi:9904005
    Note: 49 pages

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    References listed on IDEAS

    1. L. YANG & Wolfgang HÄRDLE, 1996. "Nonparametric Autoregression with Multiplicative Volatility and Additive Mean," SFB 373 Discussion Papers 1996,62, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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    Cited by:

    1. Norberto Rodríguez N. & Patricia Siado C., 2003. "Un Pronóstico no Paramétrico de la Inflación Colombiana," Borradores de Economia 248, Banco de la Republica de Colombia.

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    JEL classification:

    • G - Financial Economics


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