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~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
Theorie
12
Theory
12
Nonparametric statistics
8
Estimation
6
Estimation theory
6
Schätztheorie
6
Schätzung
6
Beta risk
4
Betafaktor
4
CAPM
4
EU countries
3
EU-Staaten
3
Option pricing theory
3
Optionspreistheorie
3
Portfolio selection
3
Portfolio-Management
3
Börsenkurs
2
Dauer
2
Duration
2
Firm performance
2
Insolvency
2
Insolvenz
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Markov chain
2
Markov-Kette
2
Regression analysis
2
Regressionsanalyse
2
Risikomanagement
2
Risk management
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Share price
2
Time series analysis
2
USA
2
United States
2
Unternehmenserfolg
2
Volatility
2
Volatilität
2
Yield curve
2
Zeitreihenanalyse
2
Zinsstruktur
2
1993-2002
1
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Article
7
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7
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1
Graue Literatur
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Non-commercial literature
1
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1
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English
8
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Ferreira, Eva
8
Orbe-Mandaluniz, Susan
6
Gil-Bazo, Javier
3
Ascorbebeitia, Jone
1
Casas, Isabel
1
Esteban, María Victoria
1
Gago, Mónica
1
Rodríguez Poo, Juan Manuel
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Rubio, Gonzalo
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Applied economics
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Biltoki : documentos de trabajo
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Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Spanish economic review : SER
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ECONIS (ZBW)
8
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1
Nonparametric methods for estimating and testing for constant betas in asset pricing models
Esteban, María Victoria
;
Ferreira, Eva
; …
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2577-2607
Persistent link: https://www.econbiz.de/10010519653
Saved in:
2
Conditional beta pricing models : a nonparametric approach
Ferreira, Eva
;
Gil-Bazo, Javier
;
Orbe-Mandaluniz, Susan
- In:
Journal of banking & finance
35
(
2011
)
12
,
pp. 3362-3382
Persistent link: https://www.econbiz.de/10009384179
Saved in:
3
Conditional beta pricing models : a nonparametric approach
Ferreira, Eva
;
Gil-Bazo, Javier
;
Orbe-Mandaluniz, Susan
-
2010
Persistent link: https://www.econbiz.de/10008934914
Saved in:
4
Nonparametric estimation of time varying parameters under shape restrictions
Orbe-Mandaluniz, Susan
;
Ferreira, Eva
;
Rodríguez Poo, …
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10002538630
Saved in:
5
Beyond single-factor affine term structure models
Ferreira, Eva
;
Gil-Bazo, Javier
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 565-591
Persistent link: https://www.econbiz.de/10002349845
Saved in:
6
A semiparametric estimation of liquidity effects on option pricing
Ferreira, Eva
;
Gago, Mónica
;
Rubio, Gonzalo
- In:
Spanish economic review : SER
5
(
2003
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001761022
Saved in:
7
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 707-745
Persistent link: https://www.econbiz.de/10012654990
Saved in:
8
The effect of dependence on European market risk : a nonparametric time varying approach
Ascorbebeitia, Jone
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 913-923
Persistent link: https://www.econbiz.de/10013534579
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