搜索结果: 1-5 共查到“世界经济学 Nonparametric”相关记录5条 . 查询时间(0.132 秒)
In many economic models, objects of interest are functions which satisfy conditional moment restrictions. Economics does not restrict the functional form of these models, motivating nonparametric meth...
Nonparametric estimation of conditional VaR and expected shortfall
Boundary effects, Empirical likelihood, Expected shortfall, Local linear estimation,Nonparametric smoothing, Value-at-risk, Weighted double kernel
2011/4/2
This paper considers a new nonparametric estimation of conditional value-at-risk and expected shortfall functions. Conditional value-at-risk is estimated by inverting the weighted double kernel local ...
Nonparametric Risk Management and Implied Risk Aversion
Nonparametric Risk Management Implied Risk Aversion
2014/3/13
Nonparametric Risk Management and Implied Risk Aversion.
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices
Nonparametric Estimation State-Price Densities Implicit Financial Asset Prices
2014/3/13
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices.
Nonparametric Pricing of Interest Rate Derivative Securities
Nonparametric Pricing Interest Rate Derivative Securities
2014/3/13
Nonparametric Pricing of Interest Rate Derivative Securities.