Parametric And Non-parametric Methods In Non-linear Time Series Analysis: A Critical Evaluation (original) (raw)

Parametric And Non-parametric Methods In Non-linear Time Series Analysis: A Critical Evaluation

Abstract

this paper is to evaluate the performance of the two different approaches when future volatility is of interest in addition to the conditional mean. In particular, we propose a method to deal with the non-parametric estimation of the functions f() and g().

Cira Perna hasn't uploaded this paper.

Let Cira know you want this paper to be uploaded.

Ask for this paper to be uploaded.