An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach

ISSN： 1360-0532

Source： Journal of Applied Statistics, Vol.38, Iss.7, 2011-07, pp. : 1381-1394

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

A non-parametric index of tracking

By Koziol J. A.

Journal of Applied Statistics, Vol. 25, Iss. 2, 1998-04 ,pp. : 181-191

Taylor & Francis Ltd

Access to resources Recommend Favorite

Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns

By Salazar Yuri Ng Wing Lon

Communications in Statistics: Simulation and Computation, Vol. 42, Iss. 3, 2013-03 ,pp. : 613-635

Taylor & Francis Ltd

Access to resources Recommend Favorite

A non-parametric regression approach to repeated measures analysis in cancer experiments

By Carme M. Villa R.D. Salome M. Cabral E. Escriche E.E. Solanas M.

Journal of Applied Statistics, Vol. 26, Iss. 5, 1999-07 ,pp. : 601-611

Taylor & Francis Ltd

Access to resources Recommend Favorite

A BAYESIAN APPROACH TO HYBRID SPLINES NON-PARAMETRIC REGRESSION

By RONALDO DIAS

Journal of Statistical Computation and Simulation, Vol. 72, Iss. 4, 2002-01 ,pp. : 285-297

Taylor & Francis Ltd

Access to resources Recommend Favorite

Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications

By Xu Ke-Li

Journal of Business & Economic Statistics, Vol. 29, Iss. 4, 2011-10 ,pp. : 518-528

Taylor & Francis Ltd

Access to resources Recommend Favorite