Author:
Chen Ying,Härdle Wolfgang,Schultz Rainer
Reference16 articles.
1. Brandt, M.W. und Diebold, F.X., A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations, erscheint im Journal of Business 78 (2005) 4.
2. Cleveland, W.S., Robust locally weighted regression and smoothing scatterplots, Journal of the American Statistical Association 74 (1979), S. 829 ff.
3. Cleveland, W.S. und Devlin, S.J., Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting, Journal of the American Statistical Association 83 (1988), S. 596 ff.
4. Diebold, F.X. und Nason, J.A., Nonparametric Exchange Rate Prediction?, Journal of International Economics 28 (1990), S. 315 ff.
5. Fan, J. und Gijbels, I., Local Polynomial Modeling and its Applications. London 1996.