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Year of publication
Subject
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Schätztheorie 34 Estimation theory 33 Single-index model 26 Nichtparametrisches Verfahren 20 Nonparametric statistics 19 Theorie 17 Portfolio-Management 16 Portfolio selection 15 Theory 15 Estimation 10 Schätzung 10 Regression analysis 9 Regressionsanalyse 9 single-index model 9 Risiko 8 Risk 8 Single index model 8 single index model 8 Index model 7 Aktienindex 6 Capital income 6 Kapitaleinkommen 6 Stock index 6 Single Index Model 5 Time series analysis 5 Zeitreihenanalyse 5 Aktienmarkt 4 CAPM 4 China 4 Dimension reduction 4 Empirical likelihood 4 Panel 4 Panel study 4 Portfolio optimization 4 Stock market 4 Value-at-Risk 4 Volatility 4 Volatilität 4 dimension reduction 4 index model 4
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Online availability
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Undetermined 65 Free 59 CC license 2
Type of publication
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Article 100 Book / Working Paper 41 Other 1
Type of publication (narrower categories)
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Article in journal 54 Aufsatz in Zeitschrift 54 Working Paper 16 Arbeitspapier 10 Graue Literatur 10 Non-commercial literature 10 Article 2 Aufsatz im Buch 2 Book section 2 Conference paper 1 Konferenzbeitrag 1 Thesis 1
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Language
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English 80 Undetermined 61 German 1
Author
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Härdle, Wolfgang 6 Zhu, Lixing 6 Gao, Jiti 5 Huang, Zhensheng 5 Doganoglu, Toker 4 Hartz, Christoph 4 Mittnik, Stefan 4 Pang, Zhen 4 Cubadda, Gianluca 3 Gouvea Neto, Raúl de 3 Härdle, Wolfgang Karl 3 Jiang, Rong 3 Lai, Peng 3 Lee, Sokbae 3 Stahl, Gerhard 3 Tu, Yundong 3 Ullah, Aman 3 Vora, Gautam 3 Čížek, Pavel 3 Baker, Timothy G. 2 Bakhtavoryan, Rafael 2 Cai, Zongwu 2 Caporin, Massimiliano 2 Chan, Daniel P. 2 Chen, Le-Yu 2 Cui, Xia 2 Eozenou, Patrick 2 Fang, Ying 2 Guo, Xu 2 Harris, David 2 Hlávka, Zdeněk 2 Huang, Xiaoxia 2 Hubbs, Todd 2 Jiang, Yixiao 2 Kew, Hsein 2 Kuethe, Todd H. 2 Lee, Tae-hwy 2 Li, Gaorong 2 Li, Xiaofeng 2 Lian, Heng 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Center for Financial Studies 2 Department of Economics, Tippie College of Business 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 EconWPA 1 Institute for Economic Research, Division of Economics 1 London School of Economics (LSE) 1 Society for Computational Economics - SCE 1 University of Toronto, Department of Economics 1
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Published in...
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Journal of Multivariate Analysis 9 Computational Statistics & Data Analysis 6 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 5 MPRA Paper 5 Metrika 4 Statistics & Probability Letters 4 Computers & operations research : and their applications to problems of world concern ; an international journal 3 Econometric reviews 3 Modern economy 3 The econometrics journal 3 Working paper / Department of Econometrics and Business Statistics, Monash University 3 Annals of the Institute of Statistical Mathematics 2 Asian economies 2 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 Working Papers / Department of Economics, Tippie College of Business 2 2009 Conference, April 20-21, 2009, St. Louis, Missouri 1 AStA Advances in Statistical Analysis 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 Computational Economics 1 Computational Statistics 1 Computing in Economics and Finance 2001 1 Czech Journal of Economics and Finance (Finance a uver) 1 Discussion paper / Center for Economic Research, Tilburg University 1 Econometrics 1 Economic modelling 1 Economics Letters 1 Economics letters 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1
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Source
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ECONIS (ZBW) 66 RePEc 66 EconStor 8 BASE 2
Showing 1 - 10 of 142
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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
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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
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Single-index model, multiple-index model, and portfolio selection
Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015049991
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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
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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
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The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca; Mazzali, Marco - 2023
Persistent link: https://www.econbiz.de/10014248988
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A quasi synthetic control method for nonlinear models
Cai, Zongwu; Fang, Ying; Lin, Ming; Wu, Zixuan - 2023
Persistent link: https://www.econbiz.de/10014280802
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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
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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
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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
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