Nonparametric analysis for risk management and market microstructure
This research develops and applies nonparametric estimation tools in two sectors of interest of financial econometrics: risk management and market microstructure. In the first part we address the problem of estimating conditional quantiles in financial and economic time series. Research in this fiel...
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| Format: | Others |
| Language: | en |
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Universite catholique de Louvain
2004
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| Online Access: | http://edoc.bib.ucl.ac.be:81/ETD-db/collection/available/BelnUcetd-12132004-153308/ |