219 research outputs found
A Mortality Model for Multi-Populations: A Semi-Parametric Approach
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
Let's Get Lade: Robust Estimation of Semiparametric Multiplicative Volatility Models
- Author
- B Koo
- B Koo
- Bonsoo Koo
- C Ai
- C Francq
- C Hafner
- D Huang
- D Pollard
- D W K Andrews
- E Kong
- F Black
- F C Drost
- J Rodriguez-Poo
- L Peng
- M A Delgado
- M Carrasco
- M Giurcanu
- O Linton
- Oliver B. Linton
- P Doukhan
- P Doukhan
- P Doukhan
- P Hall
- P Hall
- P Robinson
- P Veronesi
- R Bikbov
- R Engle
- R Koenker
- S Jensen
- S Jensen
- S Lee
- S Mittnik
- S T Rachev
- S Van Bellegem
- T Bollerslev
- W H�rdle
- W H�rdle
- W Schwert
- W Zhang
- X Chen
- Z Zhou
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns
- Author
- A Ang
- A Ang
- A Goyal
- A Lo
- A Pakes
- B H Baltagi
- B R Haag
- B Rosenberg
- C A Bester
- C Hsiao
- C J Stone
- C S Jones
- Carhart
- D W K Andrews
- E F Fama
- E F Fama
- E F Fama
- E Mammen
- E Mammen
- E Mammen
- G Connor
- G Connor
- G Connor
- G Connor
- Gregory Connor
- H P C B R Phillips
- J Bai
- J Bai
- J Bai
- J Campbell
- J Fan
- J L Horowitz
- J L Horowitz
- J L Powell
- J Porter
- J Stock
- L Bauwens
- L H Hansen
- M Carrasco
- M H Pesaran
- M Rosenblatt
- M S Gibbbon
- Matthias Hagmann-von Arx
- N Jagadeesh
- O B Linton
- O B Linton
- O B Linton
- O B Linton
- O B Linton
- Oliver B. Linton
- P L Gozalo
- Q Li
- S Borak
- S Ross
- W H�rdle
- W H�rdle
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2007
- Field of study
Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments
- Author
- A C Harvey
- A Michaelides
- A Pakes
- A R Gallant
- A R Gallant
- A R Gallant
- A R Gallant
- A R Gallant
- A R Gallant
- A Smith
- A Weiss
- B J Christensen
- B M Bibby
- C Ai
- C Gouri�roux
- C Gouri�roux
- C Yang
- D Duffie
- D Kristensen
- D Kristensen
- D Kristensen
- D Kristensen
- D Kristensen
- D Kristensen
- D Mcfadden
- D W K Andrews
- Dennis Kristensen
- E Jacquier
- E Ruiz
- F Altissimo
- F J Ruge-Murcia
- F Windmeijer
- G Chacko
- G Fiorentini
- G Laroque
- G Sandman
- G Tauchen
- H A Karlsen
- H Bierens
- J Copic
- J Hahn
- J P Florens
- J Racine
- J.-D Fermanian
- L F Lee
- L Hansen
- L Hansen
- M A Dom�nguez
- M Carrasco
- M Creel
- M Creel
- M Creel
- M Creel
- M Jackson
- Michael Creel
- Monica Billio
- P Robinson
- Q Li
- R Bansal
- S Anatolyev
- S Anatolyev
- T Andersen
- V Chernozhukov
- V Hajivassiliou
- V Hajivassiliou
- W H�rdle
- W H�rdle
- W K Newey
- W L Goffe
- W Newey
- Y Kitamura
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2009
- Field of study
Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Estimation of Partial Differential Equations with Applications in Finance
- Author
- A Friedman
- A Friedman
- A Jeffrey
- A Lo
- A Lo
- A R Pedersen
- A Vanhems
- B Bibby
- B W Silverman
- D &
- D Bosq
- D C Heath
- D Duffie
- D K J Duffie
- D Kristensen
- D Kristensen
- D W K Andrews
- Dennis Kristensen
- E Gysels
- E Masry
- E Parzen
- F &
- F M P C B Bandi
- F M P C B Bandi
- F M. &
- G &
- G &
- G Jiang
- G R Duffee
- H J Bierens
- I S E Karatzas
- J &
- J C A D Hull
- J C Hull
- J Horowitz
- J L T M Powell
- K Singleton
- L Broze
- L C Evans
- M Carrasco
- M Freidlin
- M Ncube
- O Elerian
- O Vasicek
- P E E Kloeden
- P Hall
- P Hall
- P M. &
- P P Boyle
- P.-L Chow
- R C Merton
- R Garcia
- R Stanton
- S H M Karlin
- S L Heston
- S M Sundaresan
- S P R L Meyn
- T Bj�rk
- T M Stoker
- T S Y Ho
- W F Ames
- W H�rdle
- W H�rdle
- W K K D Newey
- W K Newey
- W K Newey
- W K Newey
- X Chen
- X Chen
- Y &
- Y A�t-Sahalia
- Y A�t-Sahalia
- Y A�t-Sahalia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2004
- Field of study
Simultaneous Confidence Bands for Penalized Spline Estimators
- Author
- A Brezger
- B A Brumback
- C Crainiceanu
- C Loader
- D Cox
- D Freedman
- D Naiman
- D Ruppert
- F O&apos
- G Claeskens
- G Claeskens
- G Kauermann
- G Knafl
- G Wahba
- Gerda Claeskens
- H Hotelling
- H Weyl
- J Besag
- J Faraway
- J Sun
- J Sun
- J Sun
- J Sun
- L Fahrmeir
- L Held
- M Durban
- M H Neumann
- P Chaudhuri
- P H C Eilers
- P Hall
- P Hall
- P Hall
- P J Bickel
- R L Eubank
- S Johansen
- S Zhou
- T. Kneib
- Tatyana Krivobokova
- W H�rdle
- Y Li
- Y Xia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2009
- Field of study
Trend Filtering Methods for Momentum Strategies
- Author
- A Antoniadis
- A C Harvey
- A C Harvey
- A D&apos
- A Doucet
- A Grossmann
- A N Kolmogorov
- A Savitzky
- A V Oppenheim
- B E Boser
- B W Silverman
- Benjamin Bruder
- C C Holt
- C Cortes
- C W Groetsch
- D L Donoho
- D L Donoho
- D L Donoho
- D Pe�a
- D S Broomhead
- D S G Pollock
- D S G Pollock
- E Fama
- E T Whittaker
- Elton E J Gruber
- F E H Tay
- F Macaulay
- G Wahba
- H B Mann
- H Hong
- H W Sorenson
- I Daubechies
- I Daubechies
- I Zurbenko
- J Cochrane
- J F Ehlers
- J F Muth
- J Gonzalo
- J H Stock
- Jean-Charles Richard
- L K C Chan
- M Fliess
- M Fuentes
- M G Kendall
- M Grinblatt
- M M Carhart
- N Barberis
- N Burch
- N Golyandina
- N Wiener
- O Chapelle
- P Flandrin
- P J Brockwell
- P R Winters
- R E Kalman
- R F Engle
- R Gen�ay
- R Henderson
- R J Hodrick
- R Kalaba
- R Tibshirani
- R Vautard
- S Beveridge
- S Boyd
- S G Mallat
- S J Brown
- S Johansen
- S Johansen
- S T Rao
- S Yue
- S-J Kim
- T Alexandrov
- T Hastie
- T Roncalli
- T V Gestel
- Thierry Roncalli
- Tung-Lam Dao
- V Vapnik
- V Vapnik
- W H�rdle
- W Martin
- W P Cleveland
- W S Cleveland
- W S Cleveland
- Y Chang
- Y Wang
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
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