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estimation on semivarying coefficient models with different degrees of smoothness
Riquan ZhangDepartment of Statistics;East China Normal University;Shanghai 200241;China;Department of Mathematics;Shanxi Datong University;Datong 037009;China. Jingyan FengDepartment of Mathematics;Shanxi Datong University;Datong 037009;China. Kaichun WenDagang No.1 Middle School of Tianjin;Tianjin 300270;China. Jianhua DingDepartment of Mathematics;Shanxi Datong University;Datong 037009;China.
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skewness of return distribution and coefficient of risk premium
Fenghua WENSchool of Economics and Management;Changsha University of Science and Technology;Changsha 410076China.Xiaoguang YANGSchool of Economics and Management;Changsha University of Science and Technology;Changsha 410076China;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;Beijing 100190;China.
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