Avda. Lehendakari Aguirre 83
Bilbao, Vizcaya 48015
University of the Basque Country - Department of Applied Economics III (Econometrics and Statistics)
Multivariate Kernel and SNN Regressions, Volatility Smile, Option Pricing
Kernel estimation, Conditional asset pricing models, Fama-French three-factor model, Locally stationary processes
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bond risk premiums, Kolmogorov-Smirnov test, nonparametric estimation, single-factor term structure models
nonparametric estimation, term structure of interest rates
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