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~source:"econis"
~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
Estimation
11
Schätzung
11
Nonparametric statistics
9
Estimation theory
5
Schätztheorie
5
Volatility
5
Volatilität
5
Börsenkurs
4
Einkommenselastizität der Nachfrage
4
Forecasting model
4
Gesundheitskosten
4
Health care costs
4
Income elasticity of demand
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OECD countries
4
OECD-Staaten
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Prognoseverfahren
4
Share price
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Modellierung
3
Portfolio selection
3
Portfolio-Management
3
Scientific modelling
3
Theorie
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Theory
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Time series analysis
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Zeitreihenanalyse
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ARCH model
2
ARCH-Modell
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Capital income
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Derivat
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Derivative
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Health expenditure
2
Hedging
2
Income elasticity
2
Kapitaleinkommen
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Nonparametric kernel smoothing
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Option pricing theory
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English
9
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Casas, Isabel
9
Gao, Jiti
5
Aslanidis, Nektarios
2
Xie, Shangyu
2
Ferreira, Eva
1
Gijbels, Irène
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Orbe-Mandaluniz, Susan
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CREATES research paper
2
Journal of econometrics
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Econometric reviews
1
Journal of banking & finance
1
Journal of financial econometrics
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ECONIS (ZBW)
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1
Time-varying income elasticities of healthcare expenditure for the OECD and Eurozone
Casas, Isabel
;
Gao, Jiti
;
Peng, Bin
;
Xie, Shangyu
-
2019
Persistent link: https://www.econbiz.de/10012606723
Saved in:
2
Modelling time-varying income elasticities of health care expenditure for the OECD
Casas, Isabel
;
Gao, Jiti
;
Xie, Shangyu
-
2018
Persistent link: https://www.econbiz.de/10012583636
Saved in:
3
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:
4
Modelling asset correlations during the recent financial crisis : a semiparametric approach
Aslanidis, Nektarios
;
Casas, Isabel
-
2010
Persistent link: https://www.econbiz.de/10008688578
Saved in:
5
Unstable volatility functions : the break preserving local linear estimator
Casas, Isabel
;
Gijbels, Irène
-
2009
Persistent link: https://www.econbiz.de/10003892556
Saved in:
6
Nonparametric correlation models for portfolio allocation
Aslanidis, Nektarios
;
Casas, Isabel
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2268-2283
Persistent link: https://www.econbiz.de/10009760686
Saved in:
7
Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Saved in:
8
Specification testing in discretized diffusion models : theory and practice
Gao, Jiti
;
Casas, Isabel
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 131-140
Persistent link: https://www.econbiz.de/10003783793
Saved in:
9
Nonparametric methods in continuous time model specification
Casas, Isabel
;
Gao, Jiti
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 91-106
Persistent link: https://www.econbiz.de/10003509019
Saved in:
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