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subject:"Volatilität"
subject:"Nichtparametrisches Verfahren"
~isPartOf:"European journal of operational research : EJOR"
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Volatilität
Nichtparametrisches Verfahren
Estimation theory
181
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Tsionas, Efthymios G.
6
Ruggiero, John
3
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Kumbhakar, Subal
2
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2
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European journal of operational research : EJOR
Journal of econometrics
409
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
143
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Econometric theory
114
Economics letters
103
Econometric reviews
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Journal of the American Statistical Association : JASA
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Discussion paper / Tinbergen Institute
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Discussion papers of interdisciplinary research project 373
47
Working paper / Department of Econometrics and Business Statistics, Monash University
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
SFB 649 discussion paper
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37
Cowles Foundation discussion paper
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CREATES research paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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International journal of forecasting
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Journal of risk and financial management : JRFM
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KBI
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Cambridge working papers in economics
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1
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
Generalized quantile and expectile properties for shape constrained nonparametric estimation
Dai, Sheng
;
Kuosmanen, Timo
;
Zhou, Xun
- In:
European journal of operational research : EJOR
310
(
2023
)
2
,
pp. 914-927
Persistent link: https://www.econbiz.de/10014340805
Saved in:
3
Joint production in stochastic non-parametric envelopment of data with firm-specific directions
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1336-1347
Persistent link: https://www.econbiz.de/10014282988
Saved in:
4
The hinging hyperplanes : an alternative nonparametric representation of a production function.
Olesen, Ole Bent
;
Ruggiero, John
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 254-266
Persistent link: https://www.econbiz.de/10012820160
Saved in:
5
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
6
Convex non-parametric least squares, causal structures and productivity
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
303
(
2022
)
1
,
pp. 370-387
Persistent link: https://www.econbiz.de/10013363921
Saved in:
7
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
8
A nonparametric framework to detect outliers in estimating production frontiers
Khezrimotlagh, Dariush
;
Cook, Wade D.
;
Zhu, Joe
- In:
European journal of operational research : EJOR
286
(
2020
)
1
,
pp. 375-388
Persistent link: https://www.econbiz.de/10012240242
Saved in:
9
Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity
Zhou, Jianhua
;
Parmeter, Christopher F.
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1142-1152
Persistent link: https://www.econbiz.de/10012291631
Saved in:
10
Estimating stochastic production frontiers : a one-stage multivariate semiparametric Bayesian concave regression method
Preciado Arreola, José Luis
;
Johnson, Andrew L.
;
Chen, …
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 699-711
Persistent link: https://www.econbiz.de/10012293942
Saved in:
11
On the estimation of total factor productivity : a novel Bayesian non-parametric approach
Tsionas, Efthymios G.
;
Polemis, Michael
- In:
European journal of operational research : EJOR
277
(
2019
)
3
,
pp. 886-902
Persistent link: https://www.econbiz.de/10012102208
Saved in:
12
A Bayesian semiparametric approach to stochastic frontiers and productivity
Tsionas, Efthymios G.
;
Mallick, Sushanta Kumar
- In:
European journal of operational research : EJOR
274
(
2019
)
1
,
pp. 391-402
Persistent link: https://www.econbiz.de/10011990080
Saved in:
13
An improved Afriat-Diewert-Parkan nonparametric production function estimator
Olesen, Ole Bent
;
Ruggiero, John
- In:
European journal of operational research : EJOR
264
(
2018
)
3
,
pp. 1172-1188
Persistent link: https://www.econbiz.de/10011802358
Saved in:
14
Segmented concave least squares : a nonparametric piecewise linear regression
Keshvari, Abolfazl
- In:
European journal of operational research : EJOR
266
(
2018
)
2
,
pp. 585-594
Persistent link: https://www.econbiz.de/10011811816
Saved in:
15
Dimension reduction in nonparametric models of production
Wilson, Paul W.
- In:
European journal of operational research : EJOR
267
(
2018
)
1
,
pp. 349-367
Persistent link: https://www.econbiz.de/10011812455
Saved in:
16
Smooth approximations to monotone concave functions in production analysis : an alternative to nonparametric concave least squares
Tsionas, Efthymios G.
;
Izzeldin, Marwan
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 797-807
Persistent link: https://www.econbiz.de/10011903217
Saved in:
17
Semiparametric stochastic frontier models : a generalized additive model approach
Ferrara, Giancarlo
;
Vidoli, Francesco
- In:
European journal of operational research : EJOR
258
(
2017
)
2
,
pp. 761-777
Persistent link: https://www.econbiz.de/10011644467
Saved in:
18
Zero-inefficiency stochastic frontier models with varying mixing proportion : a semiparametric approach
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
249
(
2016
)
3
,
pp. 1113-1123
Persistent link: https://www.econbiz.de/10011439315
Saved in:
19
Non-parametric efficiency estimation using Richardson-Lucy blind deconvolution
Dai, Xiaofeng
- In:
European journal of operational research : EJOR
248
(
2016
)
2
,
pp. 731-739
Persistent link: https://www.econbiz.de/10011409779
Saved in:
20
Fusion of hard and soft information in nonparametric density estimation
Royset, Johannes O.
;
Wets, Roger J.-B.
- In:
European journal of operational research : EJOR
247
(
2015
)
2
,
pp. 532-547
Persistent link: https://www.econbiz.de/10011375775
Saved in:
21
Productivity and efficiency estimation : a semiparametric stochastic cost frontier approach
Sun, Kai
;
Kumbhakar, Subal
;
Tveterås, Ragnar
- In:
European journal of operational research : EJOR
245
(
2015
)
1
,
pp. 194-202
Persistent link: https://www.econbiz.de/10011290698
Saved in:
22
Non-Gaussian GARCH option pricing models and their diffusion limits
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
European journal of operational research : EJOR
247
(
2015
)
3
,
pp. 820-830
Persistent link: https://www.econbiz.de/10011386309
Saved in:
23
Nonparametric quantile frontier estimation under shape restriction
Wang, Yongqiao
;
Wang, Shouyang
;
Dang, Chuangyin
;
Ge, Wenxiu
- In:
European journal of operational research : EJOR
232
(
2014
)
3
,
pp. 671-678
Persistent link: https://www.econbiz.de/10010224949
Saved in:
24
A semi-parametric approach for estimating critical fractiles under autocorrelated demand
Lee, Yun Shin
- In:
European journal of operational research : EJOR
234
(
2014
)
1
,
pp. 163-173
Persistent link: https://www.econbiz.de/10010247342
Saved in:
25
Shadow pricing of undesirable outputs in nonparametric analysis
Leleu, Hervé
- In:
European journal of operational research : EJOR
231
(
2013
)
2
,
pp. 474-480
Persistent link: https://www.econbiz.de/10009785478
Saved in:
26
Estimating technical and allocative efficiency in the public sector : a nonparametric analysis of Dutch schools
Haelermans, Carla
;
Ruggiero, John
- In:
European journal of operational research : EJOR
227
(
2013
)
1
,
pp. 174-181
Persistent link: https://www.econbiz.de/10009723391
Saved in:
27
A more efficient algorithm for Convex Nonparametric Least Squares
Lee, Chia-yen
;
Johnson, Andrew L.
;
Moreno-Centeno, Erick
; …
- In:
European journal of operational research : EJOR
227
(
2013
)
2
,
pp. 391-400
Persistent link: https://www.econbiz.de/10009725603
Saved in:
28
Improved estimation of duality gap in binary quadratic programming using a weighted distance measure
Xia, Yong
;
Sheu, Ruey-lin
;
Sun, Xiaoling
;
Li, Duan
- In:
European journal of operational research : EJOR
218
(
2012
)
2
,
pp. 351-357
Persistent link: https://www.econbiz.de/10009505414
Saved in:
29
Volatility estimation for stochastic project value models
Brandão, Luiz Eduardo Teixeira
;
Dyer, James S.
;
Hahn, …
- In:
European journal of operational research : EJOR
220
(
2012
)
3
,
pp. 642-648
Persistent link: https://www.econbiz.de/10009550564
Saved in:
30
Evaluating the water sector in Italy through a two stage method using the conditional robust nonparametric frontier and multivariate adaptive regression splines
Vidoli, Francesco
- In:
European journal of operational research : EJOR
212
(
2011
)
3
,
pp. 583-595
Persistent link: https://www.econbiz.de/10009127118
Saved in:
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