Title :
Nonparametric analysis for risk management and market microstructure
Author :
Van Bellegem Sebastien استاد مشاور , von Sachs Rainer استاد مشاور , Gencay Ramazan استاد راهنما
University :
UCL )Les Bibliotheques de L,Universite Catholique de Louvain(
Major :
ECON 3 - Doctorat en sciences -conomiques
Keyword :
Financial durations , Shape preserving estimation , Non orthogonal wavelets , nonparametric statistics , Time series , Conditional quantiles
