70 citations · 96 across the 2 of their papers we have counts for
2 papers
math.ST2008★ 70 cited
Confidence bands in nonparametric time series regression
Zhibiao Zhao, Wei Biao Wu
We consider nonparametric estimation of mean regression and conditional variance (or volatility) functions in nonlinear stochastic regression models. Simultaneous confidence bands…
q-fin.ST2008★ 26 cited
Parametric and nonparametric models and methods in financial econometrics
Zhibiao Zhao
Financial econometrics has become an increasingly popular research field. In this paper we review a few parametric and nonparametric models and methods used in this area. After int…