Search Results - subject:"Density Estimation"

Analysis of ASEAN's Stock Returns and/or Volatility Distribution under the Impact of the Chinese EPU: Evidence Based on Conditional Kernel Density Approach

Mohib, Rahman; Ullah, Irfan; Zeb, Aurang - In: East Asian Economic Review (EAER) 27 (2023) 1, pp. 33-60

-parametric conditional density estimation approach. The results indicate that CHI_EPU diminishes stock returns and augments volatility in …

Persistent link: https://www.econbiz.de/10015398029

Explicit solutions for the asymptotically-optimal bandwidth in cross validation

Abadir, Karim Maher; Lubrano, Michel - 2023

Persistent link: https://www.econbiz.de/10014444402

Bayesian modeling via discrete nonparametric priors

Catalano, Marta; Lijoi, Antonio; Prünster, Igor; … - 2023

Persistent link: https://www.econbiz.de/10014321841

Road sensor traffic flow density estimation using neural networks

Peerlings, Dewi; Brakel, Jan A. van den; Baştürk, Nalan - 2023

Persistent link: https://www.econbiz.de/10013540345

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

A generalized entropy approach to portfolio selection under a hidden markov model

MacLean, Leonard C.; Yu, Lijun; Zhao, Yonggan - In: Journal of Risk and Financial Management 15 (2022) 8, pp. 1-25

This paper develops a dynamic portfolio selection model incorporating economic uncertainty for business cycles. It is assumed that the financial market at each point in time is defined by a hidden Markov model, which is characterized by the overall equity market returns and volatility. The risk...

Persistent link: https://www.econbiz.de/10014332538

Estimating regional income indicators under transformations and access to limited population auxiliary information

Würz, Nora; Schmid, Timo; Tzavidis, Nikos - In: Journal of the Royal Statistical Society: Series A … 185 (2022) 4, pp. 1679-1706

approach we propose in this paper, aggregate statistics (means and covariances) and kernel density estimation are used to …

Persistent link: https://www.econbiz.de/10014504535

New measurement of sovereign ESG index

Jiang, Ping-Chuan; Feng, Gen-Fu; Yang, Hao-Chang - In: Innovation and green development 1 (2022) 2, pp. 1-10

In view of the progressive development of the ESG concept, this paper measures the sovereign ESG index of 171 countries worldwide over the period 1990-2020 by employing the entropy weight method based on relevant indicators from the World Bank's Sovereign ESG Database. The graphical analysis of...

Persistent link: https://www.econbiz.de/10014433834

Conflict prediction using kernel density estimation

Tapsoba, Augustin - 2022

Persistent link: https://www.econbiz.de/10012813801

A generalized entropy approach to portfolio selection under a hidden markov model

MacLean, Leonard C.; Yu, Lijun; Zhao, Yonggan - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-25

Persistent link: https://www.econbiz.de/10013375264