Search Results

Composite Stock Price Index (IHSG) Macro Factor in Investment in Stock (Equity Funds),
Andi Desfiandi1, Alvin Desfiandi and Hapzi Ali, in International Journal of Economics and Financial Issues (2017)
Keywords: Performance, Mutual Funds, Risk Stock

Capital Market and Happiness in United States,
Murgea Aurora, in Ovidius University Annals, Economic Sciences Series (2015)
Keywords: happiness, capital market, return, volatility, behaviour.

A Predictive Model for Financial Crises: An Exploratory Public Policy Tool,
Yap Kok Wei and Yap Su Fei, in Institutions and Economies (formerly known as International Journal of Institutions and Economies) (2010)
Keywords: - financial crisis, economic modelling, policy modelling, monetary policy

The Effect of Macroprudential Policies on Financial Stability of Iran Economy: DSGE Approach (in Persian),
Hassan Dargahi and Mehdi Hadian, in Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی) (2018)

Türkiye’de nominal döviz kuru, faiz oranları ve döviz kuru risk primi ilişkilerinin regresyon ağaçları ile incelenmesi,
Ahmet Şengönül and Tevfik Aytemi̇z, in Iktisat Isletme ve Finans (2007)
Keywords: güvencesiz faiz oranı paritesi, nominal döviz kuru ve faiz oranları, döviz kuru risk primi, regresyon ağaçları

Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox = Market Calibration Problem and the Implied Structure of the Black-Cox Bond Model,
Nikolay Sukhomlin and Lisette Josefina Santana Jiménez, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2010)
Keywords: modelo de Black-Cox; volatilidad implícita; arbitraje; Black-Cox model; implied volatility; arbitrage

Bayesian Approach Of Decision Problems,
Dragoş Stuparu, Tomiţă Vasile and Cora-Ionela Dăniasă, in Annals of the University of Petrosani, Economics (2010)
Keywords: certitude, uncertainty, risk, decision, probability, Bayesian theory

Factores asociados al emprendimiento de migrantes colombianos retornados: una aproximación Bayesiana,
José Rafael Tovar Cuevas, Claudia Lorena Zúñiga Martínez and Luis Miguel Tovar Cuevas, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2022)
Keywords: emprendimiento; migración de retorno; inferencia Bayesiana; GEM; métodos empíricos de Bayes; entrepreneurship; return migration; Bayesian inference; Global Entrepreneurship Monitor (GEM); Empirical Bayes Methods

BAYESIAN APPROACH TO RISK ASSESSMENT IN KNOWLEDGE BASED AUTHENTICATION,
Dragos Palaghita and Bogdan Zurbagiu, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION (2009)
Keywords: risk assessment, knowledge

Tratamiento de clases desbalanceadas con el método del cubo en problemas de credit scoring a través de la minería de datos,
Mauricio Beltrán Pascual, Francisco Javier Martínez de Pisón Ascacíbar and uan Antonio Vicente Vírseda, in Cuadernos de Economía - Spanish Journal of Economics and Finance (2020)
Keywords: Método del cubo; Credit scoring; Minería de datos; Coste de clasificación

Redes bayesianas aplicadas a problemas de credit scoring. Una aplicación práctica,
Mauricio Beltrán Pascual, Azahara Muñoz Martínez and Ángel Muñoz Alamillos, in Cuadernos de Economía - Spanish Journal of Economics and Finance (2014)
Keywords: Redes bayesianas; Manto de Markov; Credit scoring; Curva ROC; Multiclasificadores

A Note on Compatible Prior Distributions in Univariate Finite Mixture and Markov-Switching Models,
Lukasz Kwiatkowski, in Central European Journal of Economic Modelling and Econometrics (2015)
Keywords: Bayesian inference, prior coherence, prior compatibility, exponential family

Rational Beliefs and Bayesian Learning: A Note,
Carsten Nielsen, in Rivista Internazionale di Scienze Sociali (2007)
Keywords: Rational beliefs, Bayesian learning

Bayesian analysis in the case of an estimated parameter following a stochastic process,
Lev Slutskin, in Applied Econometrics (2010)
Keywords: asymptotic covariance matrix; Bayes’ rule; Gaussian process; marginal posterior distribution

A new approach to construction of objective priors: Hellinger information,
Arkady Shemyakin, in Applied Econometrics (2012)
Keywords: non-informative priors; reference priors; Jeffreys’ rule; Hellinger distance; Hellinger information.

Definition of a prior distribution in Bayesian analysis by minimizing Kullback–Leibler divergence under data availability,
Lev Slutskin, in Applied Econometrics (2015)
Keywords: prior probability distributions; Bayesian methodology; Kullback–Leibler divergence; regression analysis

Using Bayesian networks to model the operational risk to information technology infrastructure in financial institutions,
Martin Neil and Norman Fenton, in Journal of Financial Transformation (2008)
Keywords: Bayesian networks; operational risk

Statistical Analysis of Location Parameter of Inverse Gaussian Distribution Under Noninformative Priors,
Nida Khan and Muhammad Aslam, in Journal of Quantitative Methods (2019)
Keywords: Bayesian estimation; noninformative prior; Jeffreys prior; loss function; Bayes estimator; Bayes risk; simulation study

Conceptos basicos de probabilidad,
Ignacio Velez-Pareja, from Master Consultores (2009)
Keywords: Probability rules, induction, deduction, random variable, independence

Statistics as a tool for the development of speech recognition automatic systems,
José Luciano Maldonado, in Economía (1998)
Keywords: Sistemass reconocedores del habla, tecnología del habla,modelos ocultos del Markov

Approximate Bayesian Computation for Partially Identified Models,
Luis Antonio Alvarez, from University Library of Munich, Germany (2023)
Keywords: Approximate Bayesian Computation; Partial Identification; Tuning parameter selection

Preprocessing Technologies Of Retrospective Information As Forecasting Basis For Economic Processes,
Oksana Snytuk and Lesia Berezhna, in Business & Management Compass (2010)

Earthquake parametric insurance with Bayesian spatial quantile regression,
Jeffrey Pai, Yunxian Li, Aijun Yang and Chenxu Li, in Insurance: Mathematics and Economics (2022)
Keywords: Earthquake risk; Parametric insurance; Quantile regression; Spatial correlation; Bayesian approaches;

Baysian Flexible Mixture Distribution Modelling of Dichotomous Choice Contingent Valuation with Heterogeneity,
Jorge Araña and Carmelo J. Leon, from Econometric Society (2004)
Keywords: Bayesian Econometrics; Mixture of Normals; Choice Experiments

Lifting, superadditivity, mixed integer rounding and single node flow sets revisited,
Quentin Louveaux and Laurence Wolsey, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2003)
Keywords: lifting, mixed integer rounding, single node flow sets

Baysian seasonal analysis with robust priors,
Rolando Gonzales, in Investigación & Desarrollo (2012)
Keywords: Seasonal analysis, Bayesian inference

Intercambio educativo virtual: Una clase virtual compartida Norte-Sud sobre desarrollo sostenible,
Augusta Abrahamse, Carla Quiroga, Mathew Johnson and Ruth Scipione, in Investigación & Desarrollo (2012)
Keywords: Educación Internacional, Aprendizaje Virtual, Colaboración Intercultural, Competencias Globales, Aprendizaje Activo

Some Remarks on Consistency and Strong Inconsistency of Bayesian Inference,
Andrzej Kocięcki, from University Library of Munich, Germany (2011)
Keywords: invariant models; coherence; strong inconsistency; groups

Choosing Prior Hyperparameters: With Applications To Time-Varying Parameter Models,
Mu-Chun Wang, from Verein für Socialpolitik / German Economic Association (2018)
Keywords: Bayesian inference, Bayesian VAR, Time variation

A Bayesian MCMC Algorithm for Markov Switching GARCH models,
Dhiman Das and Byoung Hark Yoo, from Econometric Society (2004)
Keywords: Markov Switching, GARCH, Bayesian

Likelihood-based estimation of latent generalised ARCH structures,
Gabriele Fiorentini, Enrique Sentana and Neil Shephard, from London School of Economics and Political Science, LSE Library (2003)
Keywords: Bayesian inference; dynamic heteroskedasticity; factor models; Markov chain Monte Carlo; simulated EM algorithm; volatility

Honorary Lecture on S. James Press and Bayesian Analysis,
Arnold Zellner, in Review of Economic Analysis (2009)
Keywords: S. James Press, Bayesian analysis, statistical inference, optimal learning models, Bayes' theorem

A Finer Point in Forensic Identification,
Halvor Mehlum, from Oslo University, Department of Economics (2003)
Keywords: Bayesian analysis; Forensic statistics

Nested Designs with AR Errors via MCMC,
Mahdi Alkhamisi, from Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics (2007)
Keywords: Bayesian statistics; Metropolis-Hastings algorithm; Markov chain Monte Carlo methods; repeated measurements; autoregressive process; Gibbs sampling

Bayesian analysis of verbal autopsy data using factor models with age- and sex-dependent associations between symptoms,
Tsuyoshi Kunihama, Zehang Richard Li, Samuel J. Clark and Tyler H. McCormick, from School of Economics, Kwansei Gakuin University (2024)
Keywords: Bayesian factor models, Causes of death distribution, Multivariate data, Verbal autopsies, Survey data

BAYESIAN ANALYSIS OF THE COMPOUND COLLECTIVE MODEL: THE NET PREMIUM PRINCIPLE WITH EXPONENTIAL POISSON AND GAMMA–GAMMA DISTRIBUTIONS,
A. Hernández-Bastida, J.m Pérez–Sánchez and E. Gómez-Deniz, from Faculty of Economics and Business (University of Granada) (2007)
Keywords: Compound collective model; Bayesian analysis; Robustness analysis.

Welfare Reform and Children's Health,
Badi Baltagi and Yin-Fang Yen, from Center for Policy Research, Maxwell School, Syracuse University (2014)
Keywords: Maternal Employment, Children's Health, Welfare, Fixed Effects

Bayesian inference of a smooth transition dynamic almost ideal model of food demand in the US,
Kelvin Balcombe and Alastair Bailey, from University Library of Munich, Germany (2006)
Keywords: Consumption Bayesian

Bayesian methods,
Luc Bauwens and Dimitris Korobilis, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011)
Keywords: Bayesian inference, dynamic regression model, prior distributions, MCMC methods

Fractional bayes factors for the analysis of autoregressive models with possible unit roots,
Maria Maddalena Barbieri and Caterina Conigliani, from Department of Economics - University Roma Tre (2000)
Keywords: Autoregressive model, fractional Bayes factor, model selection, time series, unit root

An alternative bayes factor for testing for unit autoregressive roots,
Caterina Conigliani and F. Spezzaferri, from Department of Economics - University Roma Tre (2002)
Keywords: Autoregressive model, bayes factor, model selection, noninformative prior distributions time series, unit root

Semi-parametric modelling for costs of helt care technologies,
Caterina Conigliani and Andrea Tancredi, from Department of Economics - University Roma Tre (2003)
Keywords: Healthcare cost data, semiparametric modelling, mixture models, generalised Pareto distribution.

A bayesian semi-parametric approach for cost-effectiveness analysis in health economics,
Caterina Conigliani and Andrea Tancredi, from Department of Economics - University Roma Tre (2005)
Keywords: Healthcare cost data, cost-effectiveness analysis, mixture models, semiparametric modelling.

Comparing parametric and semi-parametric approaches for bayesian cost-effectiveness analyses in health economics,
Caterina Conigliani and Andrea Tancredi, from Department of Economics - University Roma Tre (2006)
Keywords: Healthcare cost data, cost-effectiveness analysis, mixture models, Bayesian model averaging

Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors,
Daniel Friesner, Ron Mittelhammer and Robert Rosenman, from School of Economic Sciences, Washington State University (2006)
Keywords: Data Envelopment Analysis, latent inefficiency, Bayesian inference,Beta priors, posterior incidence of inefficiency

Inferring the Latent Incidence of Inefficiency from DEA Estimates and Bayesian Priors,
Daniel Friesner, Ron Mittelhammer and Robert Rosenman, from School of Economic Sciences, Washington State University (2006)
Keywords: repeated auction; Data Envelopment Analysis, latent inefficiency, Bayesian inference,Beta priors, posterior incidence of inefficiency

Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables,
John Chao and Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (1998)
Keywords: Cauchy tails, exact finite sample distributions, Jeffreys prior, just identification, limited information, posterior density, simultaneous equations model

Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?,
Yuan Liao and Anna Simoni, from Rutgers University, Department of Economics (2016)
Keywords: partial identication, Bayesian credible sets, support function, moment inequality models, Bernstein-von Mises theorem

Bayesian Estimation of Atkinson Inequality Measures,
Duangkamon Chotikapanich and John Creedy, from The University of Melbourne (2000)
Keywords: DISTRIBUTION ; INCOME ; INFORMATION

Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression,
Brian Hanlon and Catherine Forbes, from Monash University, Department of Econometrics and Business Statistics (2002)
Keywords: Complexity theory; segmentation; break points; change points; model selection; model choice.

Manipulation Robustness of Collaborative Filtering Systems,
Benjamin Van Roy and Xiang Yan, from NET Institute (2009)
Keywords: recommendation system, collaborative filtering, manipulation, information theory, statistics

Sticking It Out: Entrepreneurial Survival and Liquidity Constraints,
Douglas Holtz-Eakin, David Joulfaian and Harvey Rosen, from Princeton University, Department of Economics, Industrial Relations Section. (1993)
Keywords: entrepreneurship, liquidity constraints

IPO Performance in Short Run and Long Run: A Case of Karachi Stock Exchange Listed Firms in Pakistan,
Waseemullah and Adnan Sohail, in International Journal of Economics and Empirical Research (IJEER) (2015)
Keywords: KSE, IPO Performance

PERCEPTION OF CAPITAL, PROFIT AND DIVIDENDS AFFECT THE STOCK PURCHASE INTENTION IN INDONESIA PUBLIC COMPANY,
Iskandar Muda, in Junior Scientific Researcher (2017)
Keywords: Capital, Earnings, Dividend, Share Purchase Intention and Indonesian companies.

Основы регулирования рынка платежных карт. The Basis of the market regulation of payment cards,
Хетагуров Г.В., in Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки (2017)
Keywords: Ключевые слова: платежная карта, пластиковая карта, карточная платежная система, рынок платежных карт, Visa, MasterCard, American Express, JCB, Discover Card, Центральный Банк, кредитные организации, расчетные центры, клиринговые центры, эмитент, эквайер, EMV, ISO, BIN, PCI DSS, debit card, plastic card, card payment system, the payment card market, Visa, MasterCard, American Express, JCB, Discover Card, Central Bank, credit organizations, settlement centers, clearing centers, Issuer, acquirer,

Kapital zewnetrzny szansa i niebezpieczenstwem dla dzialalnosci przedsiebiorstw,
Marta Postula, in Problemy Zarzadzania (2017)
Keywords: capital, company, interest rate, effectives, cost optimization

Effects of Capital Structure and Profitability on Corporate Value with Company Size as the Moderating Variable of Manufacturing Companies Listed on Indonesia Stock Exchange,
Ela Mahdaleta, Iskandar Muda and Gusnardi Muhammad Nasir, in Academic Journal of Economic Studies (2016)
Keywords: Capital structure, profitability, company size and corporate value

The Analysis of Factors Affecting Price Earnings Ratio on the Company Shares Registered in Jakarta Islamic Index,
Muslich Lutfi and Jessi Arsitha, in Academic Journal of Economic Studies (2016)
Keywords: Total assets, debt to equity, dividend payout ratio, price earning ratio, Jakarta Islamic Index

Role of Dividend of Power to Buy Shares in Companies in Indonesia Stock Exchange,
Iskandar Muda, in Academic Journal of Economic Studies (2017)
Keywords: Dividend, stock purchasing power, purchasing power shares

The Effect of Leverage and Financial Distress on Earnings Management with Good Corporate Governance as the Moderating Variable,
Anugerah Iman Hrp, Isfenti Sadalia and Khaira Amalia Fachrudin, in Academic Journal of Economic Studies (2017)
Keywords: Leverage, financial distress, profit management, good corporate governance

An Empirical Analysis of Trading Volume and Return Volatility Relationship in The Turkish Stock Market,
Hasan Baklaci and Adnan Kasman, in Ege Academic Review (2006)

Bariery fiskalne rozwoju przedsiêbiorczoœci w Polsce,
Adam Samborski, in Problemy Zarzadzania (2017)
Keywords: capital, company, interest rate, effectives, cost optimization

Limited Stock Market Participation in Ghana: A Behavioral Explanation,
Kannyiri Banyen and Joseph Kofi Nkuah, in International Journal of Economics and Empirical Research (IJEER) (2015)
Keywords: Stock markets, Determinants, Participation

Validity of EMH; A Case Study of KSE-100 Index,
Salma Naz, Seema Razaque, Hyder Ali Khuwaja and Niaz Ahmed, in Sukkur IBA Journal of Management and Business (2014)
Keywords: KSE-100; shares; index; Random; Walk; Hypothesis; Informationally; weak

Nonlinear support vector machines can systematically identify stocks with high and low future returns,
Ramon Huerta, Fernando Corbacho and Charles Elkan, in Algorithmic Finance (2013)
Keywords: Support vector machines; sector neutral portfolios; long-short portfolios; technical analysis; fundamental analysis

Determinantes y pronostico de la actividad bursátil del mercado accionario colombiano,
David Agudelo, Diego Agudelo and Julián Peláez, in Journal of Economics, Finance and Administrative Science (2018)
Keywords: Actividad bursátil; Mercados accionarios; Modelos ARMA y GARCH; Valor transado

Modeling and forecasting abnormal stock returns using the nonlinear Grey Bernoulli model,
Bahar Doryab and Mahdi Salehi, in Journal of Economics, Finance and Administrative Science (2018)
Keywords: Abnormal returns; Gray theory; Nash nonlinear gray Bernoulli model; Nonlinear gray Bernoulli model

Lehman – A Case of Strategic Risk,
Patrick McConnell, in Journal of Financial Transformation (2012)
Keywords: Lehman Bankruptcy; Corporate Governance; Strategy; Strategic Risk Management;

Risk, Data and the Barcodes of Finance,
Allan Grody, in Journal of Financial Transformation (2017)
Keywords: Barcodes; Data Management; Risk Management; Enterprise Risk; Systemic Risk; Financial Crisis; Standards; LEI; UTI; UPI

Existence of Equilibrium in Financial Markets: Hart´s Securities Exchange Model with Consumption in the First Period,
Jean Bonaldi, from Universidad de los Andes, Facultad de Economía, CEDE (2008)
Keywords: General Equilibrium, financial markets, securities model

Empirical Similarities and Differences Between the Global Financial Crisis and the Asian Crisis,
Ji-Woo Park and Kim Jeong, in EconStor Open Access Articles and Book Chapters (2018)
Keywords: Financial crisis

Day-of-the-Week Effect on the Bursa (Bourse) Malaysia: Further Evidence from Robust Estimations,
Shahida Nadia Zainal Abidin and Wan Mansor Mahmood, from University Library of Munich, Germany (2007)
Keywords: Keywords: Bursa Malaysia, day of the week, robustness, OLS

Erception of capital, profit and dividends affect the stock purchase intention in Indonesia public company,
Iskandar Muda, from University Library of Munich, Germany (2017)
Keywords: Capital; Earnings; Dividend; Share Purchase Intention and Indonesian companies

Perception of capital, profit and dividends affect the stock purchase intention in Indonesia public company,
Iskandar Muda, from University Library of Munich, Germany (2017)
Keywords: Capital; Earnings; Dividend; Share Purchase Intention and Indonesian companies

European Sovereign Debt Crisis and its Impact on Financial Markets and Institutions,
Afzal Ahmad, in American Journal of Trade and Policy (2015)
Keywords: Debt Crisis; Financial Markets; Financial Institutions; Europe

ANALYZING OF STOCK EXCHANGE INDEX MOVEMENTS IN A REGION WITH THE OBJECTIVE OF EXTRACTSOVER-AVERAGE YIELD,
Milos Grujic and Perica Rajcevic, in Economic Science, education and the real economy: Development and interactions in the digital age (2020)
Keywords: Blue Monday, Halloween Effect, Stock trading

CEO Skills in Preventing Tax Avoidance Activities and Reducing the Risk of Stock Price Crashes in Indonesia,
Mustika Winedar and Iman Harymawan, in Journal of Tax Reform (2023)
Keywords: capital market, stock market, quantitative finance, corporate financial management, tax avoidance

Shocks, Crashes and Bubbles in Financial Markets,
Anders Johansen and Didier Sornette, in Brussels Economic Review (2010)
Keywords: Financial bubbles; Crashes; Super-exponential growth; Positive feedback; Power law; Log-periodicity; Prediction

VAR-Prognose-Pooling: ein Ansatz zur Verbesserung der Informationsgrundlage der ifo Dresden Konjunkturprognosen,
Gerit Vogt, in ifo Dresden berichtet (2010)
Keywords: Regionale Entwicklung, Prognoseverfahren, Konjunkturindikator, VAR-Modell, Sachsen, Neue Bundesländer

The Effects of Asset Management and Profitability on Stock Returns: A Comparative Study between Conventional and Islamic Stock Markets in Indonesia,
Shelly Midesia, Hasan Basri and M. Shabri Abd. Majid, in Academic Journal of Economic Studies (2016)
Keywords: Asset management, profitability, stock return, Islamic Stock Market

Risk and return relationship in stock market and commodity prices: a comprehensive study of Pakistani markets,
Ahmed Hunjra, Muhammad Azam, Ghulam Shabbir Khan Niazi, Babar Zaheer Butt, Kashif-Ur- Rehman and Rauf i Azam, from University Library of Munich, Germany (2010)
Keywords: Risk and return relationship, commodities, stock market prices, univariate modeling approach

Analyzing swings in Bitcoin returns: a comparative study of the LPPL and sentiment-informed random forest models,
José Parra-Moyano, Daniel Partida, Moritz Gessl and Somnath Mazumdar, in Digital Finance (2024)
Keywords: Bitcoin, Cryptocurrencies, LPPL, Machine learning, Sentiment analysis

Comment on “Collateral premia and risk sharing under limited commitment” [Econ. Theory 46, 475–501 (2011)],
Michael Zierhut, in Economic Theory Bulletin (2014)
Keywords: Collateralized contracts, Limited commitment

The G-Spread Suggests Federal Reserve Restored Calm to Treasury Markets,
Karlye Dilts Stedman, in Economic Bulletin (2020)
Keywords: Federal Reserve interventions; Treasury markets; COVID-19; Treasury securities; Financial markets; Pandemic

An Empirical Study of Dispute Resolution Under an Arbitration System: The Case of British Columbia's Teachers,
Janet Neelin, from Princeton University, Department of Economics, Industrial Relations Section. (1987)
Keywords: arbitration, narcotic effect, arbitrator behavior

Wavelet Smoothed Empirical Copula Estimators,
Pedro Alberto Morettin, Clélia Maria de Castro Toloi, Chang Chiann and José Carlos Simon de Miranda, in Brazilian Review of Finance (2010)
Keywords: copula, empirical copula, time series, wavelet, , copula, empirical copula, time series, wavelet

Interval and Band Estimation for Curves with Jumps,
I Gijbels, P Hall and A Kneip, from Catholique de Louvain - Institut de statistique (1996)
Keywords: STATISTICS

What is Missing Sometimes to Enable Statistical Methods to Increase Their Cognitive Capacity?,
Nicolay Stoenchev, in Economic Alternatives (2010)
Keywords: statistical methods, statistical analysis, subjective errors

A review of non-parametric curve estimation methods with application to Econometrics,
Ronaldo Dias, in Economia (2002)
Keywords: Kernel estimation, cross-validation, orthogonal series, B-splines

COMBINING PARAMETRIC AND NON-PARAMETRIC METHODS TO COMPUTE VALUE-AT-RISK,
Ramon Alemany, Catalina Bolancé, Montserrat Guillén and Alemar E. Padilla-Barreto, in ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH (2016)
Keywords: quantile, nonparametric, loss models, extremes, risk evaluation