Browsing by Author "Nielsen, Jens P."

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1998-12-16Buch

Estimating Yield Curves by Kernel Smoothing Methods

Linton, Oliver; Mammen, Enno; Nielsen, Jens P.; Tanggaard, C.
1998-12-04Buch

Nonparametric Autoregression with Multiplicative Volatility and Additive Mean

Yang, Lijian; Härdle, Wolfgang Karl; Nielsen, Jens P.

For over a decade, nonparametric modelling has been successfully applied to study nonlinear structures in financial time series. It is well known that the usual nonparametric models often have less than satisfactory ...