Semiparametric Volatility Estimation Professors in Global

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Marcia Schafgans
London School of Economics United Kingdom
semiparametric estimation
nonparametric estimation
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Marcia Schafgans
London School of Economics and Political Science United Kingdom
semiparametric estimation
nonparametric estimation
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Chunming Zhang
University of Wisconsin–Madison United States of America
semi-parametric estimation
non-parametric estimation
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John Ormerod
University of Sydney Australia
semiparametric regression
variational approximations
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Frederi Viens
Michigan State University United States of America
stochastic volatility
parameter estimation
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Spiridon Penev
University of New South Wales Australia
inference of semiparametric models
non-parametric curve estimation
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David Frazier
Monash University Australia
semiparametric econometric modeling
nonparametric econometric modeling
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Raymond Wong
Texas A&M University United States of America
semi-parametric modeling
nonparametric modeling
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Yi Ding
University of Southampton United Kingdom
forecasting financial market volatility
realised volatility
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Hyonho Chun
Purdue University United States of America
nonparametric function estimation
covariance estimation
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Kim Christensen
Aarhus University Denmark
market volatility
nonparametric inference
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Ashis Gangopadhyay
Boston University United States of America
semiparametric volatility estimation
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Bing Li
Pennsylvania State University United States of America
semiparametric estimation
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Vanessa Mcnealis
University of Glasgow United Kingdom
semi-parametric estimation
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Olaf Posch
University of Hamburg Germany
estimation of volatility
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Jesper Sørensen
University of Copenhagen Denmark
semiparametric high-dimensional estimation
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Yuwei Jiang
Umeå University Sweden
semiparametric regression
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David Ruppert
Cornell University Netherlands
semiparametric regression
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Per Arnqvist
Umeå University Sweden
semiparametric regression
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Nethal Jajo
University of Sydney Australia
semi-parametric regression
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Lu Tian
Stanford University United States of America
semiparametric modeling
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