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1 - 4 of 4 search results for watson |u:www.cerf.cam.ac.uk

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  2. Supporting Partners: The organisers are grateful for the support ...

    https://www.cerf.cam.ac.uk/system/files/documents/CambridgeExpertDialogueFinalAgenda.pdf
     David Pitt-Watson, Steering Committee Co-chair, United Nations Environment Programme Finance Initiative (UNEP FI). ... Joint Chairs for the day: Dr Jake Reynolds, CISL and David Pitt-Watson, UNEP FI.

  3. Nonparametric State-Price Density Estimation using High Frequency Data

    https://www.cerf.cam.ac.uk/system/files/documents/SlidesResearchProposal.pdf
    Research Proposal May 8, 2014 4 / 8. Nadaraya-Watson kernel smoother:.

  4. Electronic copy available at: http://ssrn.com/abstract=2169880…

    https://www.cerf.cam.ac.uk/system/files/documents/activistfunds.pdf
    credit downgrades (Byrd, Hambly, and Watson (2007), Aslan and Maraachlian (2009), and.

  5. Nonparametric State-Price Density Estimation using High Frequency…

    https://www.cerf.cam.ac.uk/system/files/documents/Nonparametric-State-Price-Density-Dalderop-Updated-2016.pdf
    A natural estimator for m() at the design point (t,x) is the Nadaraya-Watson (or locally constant).

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