EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Index Model"
Narrow search

Narrow search

Year of publication
Subject
All
Schätztheorie 18 Estimation theory 17 Nichtparametrisches Verfahren 11 Nonparametric statistics 10 Single-index model 6 single index model 6 Estimation 5 Portfolio-Management 5 Regression analysis 5 Regressionsanalyse 5 Schätzung 5 Portfolio selection 4 Theorie 4 Agribusiness 3 Aktienmarkt 3 China 3 Correlation 3 Index Model 3 Index model 3 Korrelation 3 Model Adequacy 3 Multivariate Stable Distribution 3 Portfolio Optimization 3 Stock market 3 Time series analysis 3 Value-at-Risk 3 Vietnam 3 Zeitreihenanalyse 3 bootstrap 3 single-index model 3 Agricultural Finance 2 Asymptotic distribution 2 Bandwidth selection 2 Capital income 2 Co-moving predictors 2 Cointegration 2 Consumer/Household Economics 2 Demand and Price Analysis 2 Dimension reduction 2 Dual super-consistency rates 2
more ... less ...
Online availability
All
Free 59 CC license 2
Type of publication
All
Book / Working Paper 35 Article 23 Other 1
Type of publication (narrower categories)
All
Working Paper 16 Article in journal 13 Aufsatz in Zeitschrift 13 Arbeitspapier 10 Graue Literatur 10 Non-commercial literature 10 Article 2 Thesis 1
more ... less ...
Language
All
English 38 Undetermined 21
Author
All
Härdle, Wolfgang 5 Gao, Jiti 4 Doganoglu, Toker 3 Hartz, Christoph 3 Härdle, Wolfgang Karl 3 Mittnik, Stefan 3 Zhu, Lixing 3 Čížek, Pavel 3 Baker, Timothy G. 2 Cubadda, Gianluca 2 Cui, Xia 2 Eozenou, Patrick 2 Harris, David 2 Hubbs, Todd 2 Jiang, Yixiao 2 Kew, Hsein 2 Kuethe, Todd H. 2 Lee, Sokbae 2 Lu, Diqian 2 Lu, Xiaoguang 2 Mammen, Enno 2 Peng, Bin 2 Proença, Isabel 2 Sadikoğlu, Serhan 2 Stahl, Gerhard 2 Tu, Yundong 2 Xi, Yiran 2 Xia, Yingcun 2 Zhou, Weilun 2 Adi Kurniawan Yusup 1 An Mai 1 Bakhtavoryan, Rafael 1 Birke, Melanie 1 Cai, Zongwu 1 Carmen-Pilar Mart¨ª-Ballester 1 Castelar, Ivan 1 Chen, Le-Yu 1 Chen, Le-yu 1 Chen, Songxi 1 Devadoss, Stephen 1
more ... less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Center for Financial Studies 2 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign 1 Department of Economics, University of California-Riverside 1 Department of Economics, University of Warwick 1 Development and Policies Research Center (Depocen) 1 London School of Economics (LSE) 1 University of Toronto, Department of Economics 1
more ... less ...
Published in...
All
MPRA Paper 5 Working paper / Department of Econometrics and Business Statistics, Monash University 3 CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series 2 CFS Working Paper Series 2 SFB 373 Discussion Paper 2 SFB 373 Discussion Papers 2 SFB 649 Discussion Paper 2 SFB 649 Discussion Papers 2 2009 Conference, April 20-21, 2009, St. Louis, Missouri 1 Asian Agricultural Research 1 Asian journal of business and accounting : AJBA 1 Business Inform 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CFS Working Paper 1 CORE discussion papers : DP 1 Cambridge working papers in economics 1 Cambridge-INET working papers 1 Czech Journal of Economics and Finance (Finance a uver) 1 Discussion paper / Center for Economic Research, Tilburg University 1 Econometric reviews 1 Energy strategy reviews 1 European Transport \ Trasporti Europei 1 Journal of Asian finance, economics and business : JAFEB 1 Journal of Industrial Engineering and Management (JIEM) 1 Journal of Risk and Financial Management 1 Journal of agricultural and applied economics : JAEE 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of global information management 1 Journal of industrial engineering and management : JIEM 1 Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis 1 Journal of risk and financial management : JRFM 1 Journal of the Royal Statistical Society Series B 1 KEO discussion paper 1 LSE Research Online Documents on Economics 1 Nova Economia 1 Quantitative finance and economics 1 Review of Economics & Finance 1 The Warwick Economics Research Paper Series (TWERPS) 1 The econometrics journal 1 Working Papers / Department of Economics, University of California-Riverside 1
more ... less ...
Source
All
RePEc 26 ECONIS (ZBW) 23 EconStor 8 BASE 2
Showing 1 - 10 of 59
Cover Image
Nonseparable panel models with index structure and correlated random effects
Čížek, Pavel; Sadikoğlu, Serhan - In: Econometric reviews 44 (2025) 3, pp. 246-274
Persistent link: https://www.econbiz.de/10015196600
Saved in:
Cover Image
Systematic ESG risk and hedge fund
Jin, Ick - In: Quantitative finance and economics 8 (2024) 2, pp. 387-409
Persistent link: https://www.econbiz.de/10015133092
Saved in:
Cover Image
Are the systemic risk spillovers of good and bad volatility in oil and global equity markets alike?
Xie, Qichang; Qin, Jingrui; Li, Jianwei - In: Energy strategy reviews 49 (2023), pp. 1-15
This paper explores the asymmetric connectedness of systemic risk between the oil and global stock markets in both the time and frequency domains. To do so, we introduce time-varying parametric vector autoregressive (TVP-VAR) spillover index models and implied volatility indices to examine risk...
Persistent link: https://www.econbiz.de/10014548058
Saved in:
Cover Image
No-crossing single-index quantile regression curve estimation
Jiang, Rong; Yu, Keming - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 309-320
Persistent link: https://www.econbiz.de/10014448153
Saved in:
Cover Image
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca; Mazzali, Marco - 2023
Persistent link: https://www.econbiz.de/10014248988
Saved in:
Cover Image
A quasi synthetic control method for nonlinear models
Cai, Zongwu; Fang, Ying; Lin, Ming; Wu, Zixuan - 2023
Persistent link: https://www.econbiz.de/10014280802
Saved in:
Cover Image
Semi-parametric modelling of inefficiencies in stochastic frontier analysis
Forchini, Giovanni; Theler, Raoul - In: Journal of productivity analysis : an official journal … 59 (2023) 2, pp. 135-152
Persistent link: https://www.econbiz.de/10014259118
Saved in:
Cover Image
Estimation of semiparametric multi- index models using deep neural networks
Donga, Chaohua; Gao, Jiti; Peng, Bin; Yan, Yayi - 2023
Persistent link: https://www.econbiz.de/10014452599
Saved in:
Cover Image
Mean-variance and single-index model portfolio optimisation : case in the Indonesian stock market
Adi Kurniawan Yusup - In: Asian journal of business and accounting : AJBA 15 (2022) 2, pp. 79-109
Persistent link: https://www.econbiz.de/10013531172
Saved in:
Cover Image
Misclassification-robust semiparametric estimation of single-index binary-choice models
Čížek, Pavel; Sadıkoğlu, S. - In: The econometrics journal 25 (2022) 2, pp. 433-454
Persistent link: https://www.econbiz.de/10013253843
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...