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  • Search: subject:"Conditional-density"
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Year of publication
Subject
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Statistical distribution 12 Statistische Verteilung 12 Conditional density 9 Conditional density estimation 9 Estimation theory 8 Schätztheorie 8 Estimation 7 Schätzung 7 conditional density estimation 7 ARCH model 6 ARCH-Modell 6 Bayesian conditional density estimation 5 Nichtparametrisches Verfahren 5 Nonparametric statistics 5 Theorie 5 Theory 5 Volatility 5 Volatilität 5 conditional density 5 Börsenkurs 4 China 4 Option pricing theory 4 Optionspreistheorie 4 Regression analysis 4 Regressionsanalyse 4 Share price 4 autoregressive conditional density 4 posterior consistency 4 Bayesian nonparametrics 3 Capital income 3 Conditional Density 3 Fed Funds futures contracts 3 Forecasting model 3 Kapitaleinkommen 3 Prognoseverfahren 3 Subjective distribution 3 generalized hyperbolic distribution 3 Asymptotic normality 2 Bandwidth selection 2 Bayes-Statistik 2
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Online availability
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Undetermined 35 Free 24 CC license 1
Type of publication
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Article 41 Book / Working Paper 21
Type of publication (narrower categories)
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Article in journal 19 Aufsatz in Zeitschrift 19 Working Paper 5 Graue Literatur 4 Non-commercial literature 4 Arbeitspapier 3 Article 1 Hochschulschrift 1
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Language
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Undetermined 32 English 29 French 1
Author
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Pelenis, Justinas 8 Norets, Andriy 4 Ielpo, Florian 3 Nikolova, Silviya 3 Sinko, Arthur 3 Sutton, Matt 3 Basile, Roberto 2 Chen, Xiaohong 2 Chiappini, Raphaël 2 Guegan, Dominique 2 Jiang, Cuixia 2 Laksaci, Ali 2 Linton, Oliver 2 Xu, Qifa 2 Abdali, Abdel 1 Ahmadi, J. 1 Alfreedi, Ajab A. 1 Almeida, Rui Jorge 1 Andrews, Martyn J. 1 Balaev, Alexey 1 Balaev, Balaev , Alexey 1 Balakrishnan, N. 1 Basturk, Basturk, N. 1 Baulch, Bob 1 Bengio, Yoshua 1 Bleher, Johannes 1 Bouri, Elie 1 Cao, Ricardo 1 Cao, Shubo 1 Carreau, Julie 1 Carvalho, Alexandre 1 Chan, Felix 1 Clark, Ephraim 1 Costa Climent, Ricardo 1 Costa Sousa, Costa Sousa, J.M. 1 Das, Sonali 1 Demongeot, Jacques 1 Dinh, Khoan 1 Doostparast, M. 1 Elamin, Obbey 1
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Institution
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Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 2 HAL 2 Istituto Nazionale di Statistica (ISTAT) 2 Academic Unit of Health Economics, Leeds Institute of Health Sciences 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Related Studies, University of York 1 Eberhard Karls Universität Tübingen 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 London School of Economics (LSE) 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Journal of Multivariate Analysis 4 Journal of econometrics 3 Annals of the Institute of Statistical Mathematics 2 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 2 ISAE Working Papers 2 Journal of Econometrics 2 Metrika 2 Post-Print / HAL 2 Reihe Ökonomie / Economics Series 2 Applied Econometrics 1 Applied economics letters 1 CIRANO Working Papers 1 Computational Statistics & Data Analysis 1 Department of Economics working paper series / McMaster University, Department of Economics 1 Discussion paper 1 Documents de travail du Centre d'Economie de la Sorbonne 1 ERIM Report Series Research in Management 1 East Asian economic review 1 Econometric Reviews 1 Economic systems 1 Economics letters 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Health, Econometrics and Data Group (HEDG) Working Papers 1 International journal of production research 1 International review of financial analysis 1 Journal of Banking & Finance 1 Journal of Evolutionary Economics 1 Journal of Health Economics 1 Journal of Productivity Analysis 1 Journal of Statistical and Econometric Methods 1 Journal of banking & finance 1 Journal of business research : JBR 1 Journal of economic surveys 1 Journal of evolutionary economics : JEE 1 Journal of health economics 1 Journal of mathematical finance 1 Journal of risk management in financial institutions 1 LSE Research Online Documents on Economics 1 MPRA Paper 1 Management Science 1
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Source
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RePEc 36 ECONIS (ZBW) 23 EconStor 3
Showing 1 - 10 of 62
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Option-implied physical distributions
McGee, Richard; Post, Thierry; Potì, Valerio - 2024
Persistent link: https://www.econbiz.de/10015197980
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Analysis of ASEAN's stock returns and/or volatility distribution under the impact of the Chinese EPU : evidence based on conditional kernel density approach
Rahman, Mohib Ur; Zeb, Aurang; Ullah, Irfan - In: East Asian economic review 27 (2023) 1, pp. 33-60
Persistent link: https://www.econbiz.de/10015046119
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A new approach to monitoring farmer prices : method and an application to Malawi
Baulch, Bob; Kok, Seng Kiong; Jolex, Aubrey - In: The journal of development studies 60 (2024) 6, pp. 874-894
Persistent link: https://www.econbiz.de/10014548343
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Essays on the statistics of financial markets
Bleher, Johannes - 2021
Persistent link: https://www.econbiz.de/10013264905
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Modeling time-varying higher-order conditional moments : a survey
Soltyk, Sylvia J.; Chan, Felix - In: Journal of economic surveys 37 (2023) 1, pp. 33-57
Persistent link: https://www.econbiz.de/10014287767
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Deep embedding kernel mixture networks for conditional anomaly detection in high-dimensional data
Kim, Hyojoong; Kim, Heeyoung - In: International journal of production research 61 (2023) 4, pp. 1101-1113
Persistent link: https://www.econbiz.de/10014226944
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Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie; Jalkh, Naji - In: International review of financial analysis 90 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
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Mixed-frequency Growth-at-Risk with the MIDAS-QR method : evidence from China
Xu, Qifa; Xu, Mengnan; Jiang, Cuixia; Fu, Weizhong - In: Economic systems 47 (2023) 4, pp. 1-12
Persistent link: https://www.econbiz.de/10014483068
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Insights from kernel conditional-probability estimates into female labour force participation decision in the UK
Elamin, Obbey; Gill, Len; Andrews, Martyn J. - In: Empirical economics : a journal of the Institute for … 58 (2020) 6, pp. 2981-3006
Persistent link: https://www.econbiz.de/10012257766
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Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy; Pelenis, Justinas - In: Journal of econometrics 230 (2022) 1, pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
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