Proceedings of the 2016 2nd International Conference on Education, Social Science, Management and Sports (ICESSMS 2016)

Nonparametric model research on price fluctuation of financial assets

Authors
BaiLing Xu
Corresponding Author
BaiLing Xu
Available Online February 2017.
DOI
10.2991/icessms-16.2017.85How to use a DOI?
Keywords
Financial assets; volatility; price fluctuation; nonparametric model
Abstract

From the perspective of non-parametric wave model, we focus on the nonparametric model and its application research. From nonparametric regression model, nonparametric autoregressive model, nonparametric VAR model family, nonparametric panel time series model. The above model estimation methods the development of nonparametric time series analysis is reviewed. This paper focuses on the nonparametric estimation techniques of nonlinear models, that is, the functional coefficient model, the nonparametric GARCH model family, and the predictions, tests and generalized impulse response functions. Finally, the characteristics of non-parametric time series analysis and the future development trend are pointed out. In this paper, the basic economic statistical theory and econometric methods will be adopted to study the development and application of nonparametric time series analysis. The author tries to use the relevant economic statistics theory to explain the real economic problems, and uses relevant econometric methods to describe. Verify economic theory on the interpretation of real problems, and then for the relevant departments of policy-making and risk early warning to provide a useful reference.

Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2016 2nd International Conference on Education, Social Science, Management and Sports (ICESSMS 2016)
Series
Advances in Social Science, Education and Humanities Research
Publication Date
February 2017
ISBN
10.2991/icessms-16.2017.85
ISSN
2352-5398
DOI
10.2991/icessms-16.2017.85How to use a DOI?
Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - BaiLing Xu
PY  - 2017/02
DA  - 2017/02
TI  - Nonparametric model research on price fluctuation of financial assets
BT  - Proceedings of the 2016 2nd International Conference on Education, Social Science, Management and Sports (ICESSMS 2016)
PB  - Atlantis Press
SP  - 408
EP  - 412
SN  - 2352-5398
UR  - https://doi.org/10.2991/icessms-16.2017.85
DO  - 10.2991/icessms-16.2017.85
ID  - Xu2017/02
ER  -