Common functional component modelling

6533b7cffe1ef96bd1258abe

RESEARCH PRODUCT

Common functional component modelling

subject

nonparametric risk management generalized hyperbolic distribution functional data analysis jel:G19 jel:C13

description

Functional data analysis (FDA) has become a popular technique in applied statistics. In particular, this methodology has received considerable attention in recent studies in empirical finance. In this talk we discuss selected topics of functional principal components analysis that are motivated by financial data.

year	journal	country	edition	language
2005-03-01

http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2005-016.pdf

PEPhysical Sciences and Engineering
- PE2Fundamental Constituents of Matter
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LSLife Sciences
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- LS2Integrative Biology: from Genes and Genomes to Systems
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SHSocial Sciences and Humanities
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