Author:
Franke Jürgen,Härdle Wolfgang Karl,Hafner Christian Matthias
Publisher
Springer Berlin Heidelberg
Reference23 articles.
1. Abberger, K. (1997). Quantile smoothing in financial time series. Statistical Papers, 38, 125–148.
2. Anders, U. (1997). Statistische neuronale Netze. München: Vahlen.
3. Bol, G., Nakhaeizadeh, G., & Vollmer, K.-H. (1996). Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren. Heidelberg: Physica.
4. Fan, J., & Yao, Q. (1998). Efficient estimation of conditional variance functions in stochastic regression. Biometrika, 85, 645–660.
5. Franke, J. (1999). Nonlinear and nonparametric methods for analyzing financial time series. In P. Kall & H.-J. Luethi (Eds.), Operation research proceedings 98. Heidelberg: Springer.