Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics
These comments concentrate on two issues arising from Fan’s overview. The first concerns the importance of finite sample estimation bias relative to the specification and discretization biases that are emphasized in Fan’s discussion. Past research and simulations given here both reveal that finite s...
محفوظ في:
| المؤلفون الرئيسيون: | , |
|---|---|
| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
2005
|
| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/soe_research/371 https://ink.library.smu.edu.sg/context/soe_research/article/1370/viewcontent/YuSS.pdf |
| الوسوم: |
إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
|
| المؤسسة: | Singapore Management University |
| اللغة: | English |