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Search: subject:"Kernels"
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kernels
14
Schätztheorie
12
pricing kernels
12
Estimation theory
11
Kernels
11
Volatilität
11
microstructure noise
11
Option pricing theory
10
Optionspreistheorie
10
Nichtparametrisches Verfahren
9
Theorie
9
Volatility
9
Estimation
8
Schätzung
8
Zeitreihenanalyse
8
realized volatility measures
8
CAPM
7
Nonparametric statistics
7
Regression analysis
7
Regressionsanalyse
7
Equivalent kernels
6
Portfolio selection
6
Portfolio-Management
6
Realized kernels
6
Theory
6
Time series analysis
6
bandwidth selection
6
risk aversion
6
stochastic kernels
6
Börsenkurs
5
Diffusions
5
asymmetric kernels
5
integrated volatility
5
nonparametric regression
5
Rate of convergence
4
Stochastic Kernels
4
Stochastic process
4
Stochastischer Prozess
4
asymptotic properties
4
jumps
4
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Online availability
All
Free
70
Undetermined
42
Type of publication
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Book / Working Paper
69
Article
65
Type of publication (narrower categories)
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Article in journal
25
Aufsatz in Zeitschrift
25
Working Paper
20
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
6
Conference paper
2
Konferenzbeitrag
2
Article
1
Aufsatz im Buch
1
Book section
1
Conference Paper
1
Congress Report
1
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Undetermined
68
English
63
German
2
French
1
Author
All
Corradi, Valentina
8
Distaso, Walter
8
Swanson, Norman R.
6
Härdle, Wolfgang Karl
5
Macrina, Andrea
5
Bouezmarni, Taoufik
4
Rombouts, Jeroen V.K.
4
Feng, Yuanhua
3
Hughston, Lane P.
3
Krivobokova, Tatyana
3
Park, Byeong U.
3
Schwarz, Katsiaryna
3
Yang, Lijian
3
Aloosh, Arash
2
BOUEZMARNI, Taoufik
2
Barros Luís, Jorge
2
Bekaert, Geert
2
Bianconcini, Silvia
2
Brasili, Andrea
2
Cassola, Nuno
2
Chen, Song
2
Chen, Song Xi
2
Christofides, Tasos C.
2
Czekaj, Tomasz
2
Epifani, Paolo
2
Föllmer, Hans
2
Giacomini, Enzo
2
Handel, Michael
2
Helg, Rodolfo
2
Henningsen, Arne
2
Hirukawa, Masayuki
2
Härdle, Wolfgang
2
Ibañez, Vicente Rios
2
Parbhoo, Priyanka A.
2
Perch Nielsen, Jens
2
Pharo, Alastair
2
ROMBOUTS, Jeroen V.K.
2
Sakudo, Mari
2
Schluter, Christian
2
Sinclair, Stewart
2
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Institution
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Department of Economics, Rutgers University-New Brunswick
4
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Department of Economics, University of California-San Diego (UCSD)
2
Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna
2
EconWPA
2
Ehrvervøkonomisk Institut, Institut for Økonomi
2
Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales)
2
Institute of Economic Research, Kyoto University
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC)
1
Centre for Analysis of Social Exclusion, LSE
1
Courant Research Centre PEG
1
Department Volkswirtschaftslehre, Fachbereich für Wirtschaftswissenschaften
1
Department of Agricultural, Food and Resource Economics, Michigan State University
1
Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin"
1
Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
1
Département de Sciences Économiques, Université de Montréal
1
Econometric Society
1
European Central Bank
1
European Regional Science Association
1
HAL
1
Institut for Fødevare- og Ressourceøkonomi, Københavns Universitet
1
KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy
1
London School of Economics (LSE)
1
Tilburg University, Center for Economic Research
1
UNIVERSIDAD TECNOLÓGICA DE BOLÍVAR
1
Université Paris-Dauphine (Paris IX)
1
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Published in...
All
Annals of the Institute of Statistical Mathematics
5
Cahiers de recherche
5
Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick
4
SFB 649 Discussion Paper
4
Working Paper
4
CIE working paper series
3
Journal of econometrics
3
MPRA Paper
3
SFB 373 Discussion Paper
3
SFB 373 Discussion Papers
3
Stochastic Processes and their Applications
3
CORE Discussion Papers
2
Computational Management Science : CMS
2
Econometrics
2
Econometrics Journal
2
Economics Bulletin
2
Finance Working Papers
2
IFRO Working Paper
2
International journal of theoretical and applied finance
2
Journal of forecasting
2
KIER Working Papers
2
Quaderni di Dipartimento
2
Quantitative finance
2
SFB 649 Discussion Papers
2
Statistics & Probability Letters
2
University of California at San Diego, Economics Working Paper Series
2
54th Congress of the European Regional Science Association: "Regional development & globalisation: Best practices", 26-29 August 2014, St. Petersburg, Russia
1
Agricultural Economics Review
1
Application of operations research to financial markets
1
Applied mathematical finance
1
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
1
Brussels Economic Review
1
Brussels economic review
1
CASE Papers
1
CEPE Working paper series
1
Computational Economics
1
Computational Management Science
1
Computational Statistics
1
Courant Research Centre: Poverty, Equity and Growth - Discussion Papers
1
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Source
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RePEc
81
ECONIS (ZBW)
34
EconStor
16
Other ZBW resources
2
BASE
1
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1
Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns
Chen, Yuting
;
Potì, Valerio
- In:
Economics letters
235
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015071365
Saved in:
2
Arbitrage pricing theory for idiosyncratic variance factors
Renaut, Eric
;
Heijden, Thijs van der
;
Werker, Bas J. M.
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1403-1442
Persistent link: https://www.econbiz.de/10014444683
Saved in:
3
Convolutional regression for big spatial data
Matsuda, Yasumasa
;
Yuan, Xin
-
2022
Persistent link: https://www.econbiz.de/10013445687
Saved in:
4
Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential
kernels
Ang, Zi Qing
;
Lee, See Keong
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 54-63
Persistent link: https://www.econbiz.de/10013348919
Saved in:
5
Regulating stochastic clocks
Fei, Zhe
;
Xia, Weixuan
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 921-953
Persistent link: https://www.econbiz.de/10015050806
Saved in:
6
Boundary modification in local polynomial regression
Feng, Yuanhua
;
Schäfer, Bastian
-
2021
Persistent link: https://www.econbiz.de/10012628647
Saved in:
7
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
8
Forecasting global solar radiation using a robust regularization approach with mixture
kernels
Jiang, He
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1989-2010
Persistent link: https://www.econbiz.de/10014432828
Saved in:
9
A Bayesian nonparametric approach to option pricing
Qin, Zhang
;
Almeida, Caio
- In:
Revista Brasileira de Finanças : RBFin
18
(
2020
)
4
,
pp. 115-137
Persistent link: https://www.econbiz.de/10012437054
Saved in:
10
Forecasting carbon price using a multi-objective least squares support vector machine with mixture
kernels
Zhu, Bangzhu
;
Ye, Shunxin
;
Wang, Ping
;
Chevallier, Julien
; …
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 100-117
Persistent link: https://www.econbiz.de/10012796273
Saved in:
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