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2019 | OriginalPaper | Buchkapitel

15. Non-Parametric and Flexible Time Series Estimators

verfasst von : Jürgen Franke, Wolfgang Karl Härdle, Christian Matthias Hafner

Erschienen in: Statistics of Financial Markets

Verlag: Springer International Publishing

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Abstract

With the analysis of (financial) time series, one of the most important goals is to produce forecasts. Using past data one can argue about the future mean, the future volatility and so on; however, a flexible method of producing such estimates will be introduced in this chapter.

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Titel: Non-Parametric and Flexible Time Series Estimators
verfasst von: Jürgen Franke
Wolfgang Karl Härdle
Christian Matthias Hafner
Verlag: Springer International Publishing
Buch: Statistics of Financial Markets
Print ISBN: 978-3-030-13750-2

Electronic ISBN: 978-3-030-13751-9

Copyright-Jahr: 2019
DOI: https://doi.org/10.1007/978-3-030-13751-9_15