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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Energy economics"
~subject:"Volatility"
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Search: subject_exact:"Nichtparametrische Statistik"
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Nichtparametrisches Verfahren
129
Nonparametric statistics
129
Theorie
66
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66
Estimation theory
58
Schätztheorie
58
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36
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CREATES research paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Energy economics
Journal of econometrics
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
SFB 649 discussion paper
12
Econometric reviews
11
Discussion paper / Tinbergen Institute
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Economics letters
7
Journal of empirical finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Econometric theory
6
Economic modelling
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Econometrics : open access journal
5
International journal of forecasting
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
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4
Cambridge working papers in economics
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Journal of risk and financial management : JRFM
4
Tinbergen Institute research series
4
Working papers / Rutgers University, Department of Economics
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic Research Initiatives at Duke (ERID) Working Paper
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Heterogeneous effects of oil price fluctuations : evidence from a nonparametric panel data model in Canada
Moghaddam, Mohsen Bakhshi
;
Lloyd-Ellis, Huw
- In:
Energy economics
110
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013349894
Saved in:
2
Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis
Xie, Qichang
;
Wu, Haifeng
;
Ma, Yu
- In:
Energy economics
102
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013162433
Saved in:
3
Is the diurnal pattern sufficient to explain the intraday variation in volatility? : a nonparametric assessment
Christensen, Kimberly
;
Hounyo, Ulrich
;
Podolskij, Mark
-
2017
Persistent link: https://www.econbiz.de/10011721051
Saved in:
4
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
5
Using nonparametric copulas to measure crude oil price co-movements
Ho, Anson T. Y.
;
Huynh, Kim P.
;
Jacho-Chávez, David Tomás
- In:
Energy economics
82
(
2019
),
pp. 211-223
Persistent link: https://www.econbiz.de/10012173921
Saved in:
6
How to effectively stabilize China's commodity price fluctuations?
Lin, Boqiang
;
Xu, Bin
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183307
Saved in:
7
Time-varying rare disaster risks, oil returns and volatility
Demirer, Rıza
;
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, …
- In:
Energy economics
75
(
2018
),
pp. 239-248
Persistent link: https://www.econbiz.de/10011974013
Saved in:
8
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
9
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
10
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
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