Nichtparametrische Schätzung bedingter Quantile in Finanzmarktdaten
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- Abberger, Klaus, 1995. "Kreuzvalidierung in der nichtparametrischen Quantilsregression," Discussion Papers, Series II 254, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
- Jürgen Franke & Peter Mwita & Weining Wang, 2015.
"Nonparametric estimates for conditional quantiles of time series,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 99(1), pages 107-130, January.
- Franke, Jürgen & Mwita, Peter & Wang, Weining, 2014. "Nonparametric estimates for conditional quantiles of time series," SFB 649 Discussion Papers 2014-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Abberger, Klaus, 1995. "Volatility and conditional distribution in financial markets," Discussion Papers, Series II 252, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
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