Nonparametric analysis of financial time series by the Kernel methodology

Mohamed Chikhi and Claude Diebolt

Quality & Quantity: International Journal of Methodology, 2010, vol. 44, issue 5, 865-880

Keywords: Efficiency; Random walk process; Kernel methodology; Functional autoregressive process; Forecasting; Cliometrics (search for similar items in EconPapers)
Date: 2010
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Working Paper: Nonparametric Analysis of Financial Time Series by the Kernel Methodology (2006)
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DOI: 10.1007/s11135-009-9239-6

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