Kernel-based nonlinear canonical analysis and time reversibility

Journal of Econometrics

Volumn 119, Issue 2, 2004, Pages 323-353

  Darolles, Serge ^a   Florens, Jean Pierre ^b   Gouriéroux, Christian ^a  

^a CREST   (France)

^b Toulouse School of Economics   (France)

Author keywords

Diffusion equations; High frequency data; Kernel estimators; Nonlinear canonical analysis; Reversibility hypothesis

Indexed keywords

CORRELATION METHODS; DIFFERENTIAL EQUATIONS; FINANCE; FUNCTIONS; NONLINEAR SYSTEMS; NORMAL DISTRIBUTION; TIME SERIES ANALYSIS; VECTORS;

DIFFUSION EQUATIONS; HIGH-FREQUENCY DATA; KERNEL ESTIMATORS; NONLINEAR CANONICAL ANALYSIS; REVERSIBILITY HYPOTHESIS;

ECONOMIC AND SOCIAL EFFECTS;

EID: 1642309374     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00199-4     Document Type: Conference Paper

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