The subroutines glkern.f and lokern.f use an efficient and fast algorithm for automatically adaptive nonparametric regression estimation with a kernel method. Roughly speaking, the method performs a local averaging of the observations when es

studies the nonparametric connection between realized and implied volatilities. No-arbitrage identities and comparison inequalities are found. Formulate the multi-factor trading system on the volatility scale

Gaussian的小波去噪工具箱，基于matlab-Gaussian Wavelet Denoising Matlab Toolbox Various wavelet shrinkage and wavelet thresholding estimators, appeared in the nonparametric regression literature, are implemented in MATLAB§. These estimators arise from a wide