Jianxin Yin

Peking University - School of Mathematical Sciences

Peking

China

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Scholarly Papers (1)

1.

Nonparametric Covariance Model

Statistica Sinica, Forthcoming
Number of pages: 15 Posted: 02 Dec 2008
Jianxin Yin, Zhi Geng, Runze Li and Hansheng Wang
Peking University - School of Mathematical Sciences, Peking University, Pennsylvania State University and Peking University - Guanghua School of Management
Downloads 399 (161,059)

Abstract:

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Conditional variance, Heteroscedasticity, Kernel regression, Nonparametric covariance model, Volatility