Generalized Birnbaum–Saunders kernel density estimators and an analysis of financial data
Year
: 2013DOI: http://dx.doi.org/10.1016/j.csda.2013.01.013
Keyword(s): High frequency data,Kernel nonparametric method,Kurtosis,Monte Carlo method,R statistical computation language
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Generalized Birnbaum–Saunders kernel density estimators and an analysis of financial data
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| date accessioned | 2020-03-11T15:33:46Z | |
| date available | 2020-03-11T15:33:46Z | |
| date issued | 2013 | |
| identifier issn | 0167-9473 | |
| identifier other | 10.1016-j.csda.2013.01.013.pdf | |
| identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/578298?locale-attribute=en | |
| format | general | |
| language | English | |
| title | Generalized Birnbaum–Saunders kernel density estimators and an analysis of financial data | |
| type | Journal Paper | |
| contenttype | Metadata Only | |
| identifier padid | 4431450 | |
| subject keywords | High frequency data | |
| subject keywords | Kernel nonparametric method | |
| subject keywords | Kurtosis | |
| subject keywords | Monte Carlo method | |
| subject keywords | R statistical computation language | |
| identifier doi | http://dx.doi.org/10.1016/j.csda.2013.01.013 | |
| journal title | Computational Statistics and Data Analysis | |
| journal volume | 63 | |
| journal issue | 0 | |
| filesize | 1204589 | |
| citations | 0 | |
| contributor rawauthor | Marchant, Carolina - Bertin, Karine - Leiva, Víctor - Saulo, Helton |