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Browsing by Author "Nielsen, Jens P."
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1998-12-16BuchEstimating Yield Curves by Kernel Smoothing Methods Linton, Oliver; Mammen, Enno; Nielsen, Jens P.; Tanggaard, C.
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1998-12-04BuchNonparametric 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 ...