Coupon bonds, Kernal Estimation, Hilbert Space, nonparametric regression, term structure estimation, yield curve, zero coupon
Speculative bubbles, price-dividend ratio, variance decomposition, bootstrap simulation, US stock market
Stock return, Taylor expansion, bubble, simulation, predictability
Comovement of stock returns, Variance decomposition, VAR model, Bias-correction, Bootstrap simulation
Return variance decomposition, news components, VAR model, information set, predictive variables, redundant models
International bond markets, VAR-model, return variance decomposition, small-sample bias, bootstrap simulation
Aalen's multiplicative model, additive bias correction, censoring, counting processes, exposure robustness, kernel density estimation, multiplicative bias correction, old age mortality