Search Results - subject:"Kernel estimation"

Khraibani, Hussein; Nehme, Bilal; Strauss, Olivier - In: Econometrics : open access journal 6 (2018) 4, pp. 1-30

nonparametric approach called maxitive kernel estimation of the VaR. This estimation is based on a coherent extension of the kernel …

Persistent link: https://www.econbiz.de/10011945779

Sopitpongstorn, Nithi; Silvapulle, Paramsothy; Gao, Jiti; … - In: Journal of banking & finance 126 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012820172

Yao, Haixiang; Huang, Jinbo; Li, Yong; Humphrey, … - In: Journal of banking & finance 129 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012822108

Wang, Hanchao; Peng, Bin; Li, Degui; Leng, Chenlei - In: Journal of econometrics 223 (2021) 1, pp. 53-72

Persistent link: https://www.econbiz.de/10012619958

Jiao, Yuhan; Liu, Qiang; Guo, Shuxin - In: Journal of banking & finance 123 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012662415

Berg, Gerard J. van den; Janys, Lena; Mammen, Enno; … - In: Journal of econometrics 221 (2021) 1, pp. 43-67

Persistent link: https://www.econbiz.de/10012618795

Zhang, Ruohao; Kumbhakar, Subal; Lai, Hung-pin - In: Econometric reviews 40 (2021) 4, pp. 415-432

Persistent link: https://www.econbiz.de/10012515607

Ledoit, Olivier; Wolf, Michael - 2017

of direct kernel estimation are: (1) it is much easier to comprehend because it is analogous to kernel density estimation …

Persistent link: https://www.econbiz.de/10011784298

Gao, Jiti; Linton, Oliver; Peng, Bin - 2017

Persistent link: https://www.econbiz.de/10011782105

Sopitpongstorn, Nithi; Silvapulle, Paramsothy; Gao, Jiti - 2017

Persistent link: https://www.econbiz.de/10011782259

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