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  • Search: subject:"Kernels"
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Year of publication
Subject
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kernels 19 Schätztheorie 15 Theorie 15 Estimation theory 14 Theory 12 Volatilität 12 pricing kernels 12 Kernels 11 Option pricing theory 11 Optionspreistheorie 11 microstructure noise 11 Volatility 10 Nichtparametrisches Verfahren 9 Stochastic process 9 Stochastischer Prozess 9 Estimation 8 Schätzung 8 Zeitreihenanalyse 8 realized volatility measures 8 Börsenkurs 7 CAPM 7 Nonparametric statistics 7 Regression analysis 7 Regressionsanalyse 7 Equivalent kernels 6 Portfolio selection 6 Portfolio-Management 6 Realized kernels 6 Time series analysis 6 bandwidth selection 6 risk aversion 6 stochastic kernels 6 Capital income 5 Diffusions 5 Kapitaleinkommen 5 asymmetric kernels 5 integrated volatility 5 nonparametric regression 5 Bayes-Statistik 4 Bayesian inference 4
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Online availability
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Free 76 Undetermined 44 CC license 4
Type of publication
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Article 74 Book / Working Paper 69
Type of publication (narrower categories)
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Article in journal 32 Aufsatz in Zeitschrift 32 Working Paper 20 Graue Literatur 7 Non-commercial literature 7 Arbeitspapier 6 Article 3 Conference paper 2 Konferenzbeitrag 2 Aufsatz im Buch 1 Book section 1 Conference Paper 1 Congress Report 1
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Language
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English 70 Undetermined 68 German 2 Croatian 2 French 1
Author
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Corradi, Valentina 8 Distaso, Walter 8 Swanson, Norman R. 6 Härdle, Wolfgang Karl 5 Macrina, Andrea 5 Bouezmarni, Taoufik 4 Rombouts, Jeroen V.K. 4 Feng, Yuanhua 3 Hughston, Lane P. 3 Krivobokova, Tatyana 3 Park, Byeong U. 3 Schwarz, Katsiaryna 3 Vannucci, Stefano 3 Yang, Lijian 3 Aloosh, Arash 2 BOUEZMARNI, Taoufik 2 Barros Luís, Jorge 2 Bekaert, Geert 2 Bianconcini, Silvia 2 Brasili, Andrea 2 Cassola, Nuno 2 Chen, Song 2 Chen, Song Xi 2 Christofides, Tasos C. 2 Czekaj, Tomasz 2 Epifani, Paolo 2 Föllmer, Hans 2 Giacomini, Enzo 2 Handel, Michael 2 Helg, Rodolfo 2 Henningsen, Arne 2 Hirukawa, Masayuki 2 Härdle, Wolfgang 2 Ibañez, Vicente Rios 2 Kurtanjek, Želimir 2 Parbhoo, Priyanka A. 2 Perch Nielsen, Jens 2 Pharo, Alastair 2 ROMBOUTS, Jeroen V.K. 2 Sakudo, Mari 2
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Institution
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Department of Economics, Rutgers University-New Brunswick 4 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 2 Department of Economics, University of California-San Diego (UCSD) 2 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 EconWPA 2 Ehrvervøkonomisk Institut, Institut for Økonomi 2 Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales) 2 Institute of Economic Research, Kyoto University 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC) 1 Centre for Analysis of Social Exclusion, LSE 1 Courant Research Centre PEG 1 Department Volkswirtschaftslehre, Fachbereich für Wirtschaftswissenschaften 1 Department of Agricultural, Food and Resource Economics, Michigan State University 1 Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin" 1 Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 1 Département de Sciences Économiques, Université de Montréal 1 Econometric Society 1 European Central Bank 1 European Regional Science Association 1 HAL 1 Institut for Fødevare- og Ressourceøkonomi, Københavns Universitet 1 KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy 1 London School of Economics (LSE) 1 Tilburg University, Center for Economic Research 1 UNIVERSIDAD TECNOLÓGICA DE BOLÍVAR 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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Annals of the Institute of Statistical Mathematics 5 Cahiers de recherche 5 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 4 SFB 649 Discussion Paper 4 Working Paper 4 CIE working paper series 3 Journal of econometrics 3 MPRA Paper 3 SFB 373 Discussion Paper 3 SFB 373 Discussion Papers 3 Stochastic Processes and their Applications 3 CORE Discussion Papers 2 Computational Management Science : CMS 2 Econometrics 2 Econometrics Journal 2 Economics Bulletin 2 Finance Working Papers 2 Games 2 IFRO Working Paper 2 International journal of theoretical and applied finance 2 Journal of forecasting 2 KIER Working Papers 2 Mathematics of operations research 2 Quaderni di Dipartimento 2 Quantitative finance 2 SFB 649 Discussion Papers 2 Statistics & Probability Letters 2 University of California at San Diego, Economics Working Paper Series 2 54th Congress of the European Regional Science Association: "Regional development & globalisation: Best practices", 26-29 August 2014, St. Petersburg, Russia 1 Agricultural Economics Review 1 Application of operations research to financial markets 1 Applied mathematical finance 1 Asia-Pacific Financial Markets 1 Asia-Pacific financial markets 1 Brussels Economic Review 1 Brussels economic review 1 CASE Papers 1 CEPE Working paper series 1 Computational Economics 1 Computational Management Science 1
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Source
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RePEc 81 ECONIS (ZBW) 41 EconStor 18 Other ZBW resources 2 BASE 1
Showing 1 - 10 of 143
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Kauzalna analiza u ekonometriji primjenom Hilbertovog prostora reproducirajućih jezgri
Kurtanjek, Želimir - In: Croatian Review of Economic, Business and Social … 11 (2025) 1, pp. 67-80
A procedure for determining nonlinear causal relationships between two variables is proposed by mapping them into a reproducing kernel Hilbert space (RKHS). The analysis of bivariate dependencies is a component of developing causal models in artificial intelligence for the purpose of managing...
Persistent link: https://www.econbiz.de/10015437237
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Kauzalna analiza u ekonometriji primjenom Hilbertovog prostora reproducirajućih jezgri
Kurtanjek, Želimir - In: Croatian review of economic, business and social … 11 (2025) 1, pp. 67-80
A procedure for determining nonlinear causal relationships between two variables is proposed by mapping them into a reproducing kernel Hilbert space (RKHS). The analysis of bivariate dependencies is a component of developing causal models in artificial intelligence for the purpose of managing...
Persistent link: https://www.econbiz.de/10015423987
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The implications of non-synchronous trading in G-7 financial markets
Dimitriou, Dimitrios; Kenourgios, Dimitris; Simos, Theodore - In: International journal of finance & economics : IJFE 30 (2025) 1, pp. 689-709
Persistent link: https://www.econbiz.de/10015337909
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Von Neumann-Morgenstern hypergraphs
Vannucci, Stefano - In: Games 16 (2025) 2, pp. 1-6
A simple hypergraph H with vertex set X and edge set 𝐄 is representable by Von Neumann-Morgenstern (VNM)-stable sets - or VNM - if there exists an irreflexive simple digraph D with vertex set X such that each edge of H is a VNM-stable set of D. It is shown that a simple hypergraph H is VNM if...
Persistent link: https://www.econbiz.de/10015408242
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Von Neumann-Morgenstern hypergraphs
Vannucci, Stefano - In: Games 16 (2025) 2, pp. 1-6
A simple hypergraph H with vertex set X and edge set 𝐄 is representable by Von Neumann-Morgenstern (VNM)-stable sets - or VNM - if there exists an irreflexive simple digraph D with vertex set X such that each edge of H is a VNM-stable set of D. It is shown that a simple hypergraph H is VNM if...
Persistent link: https://www.econbiz.de/10015471942
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Determination of the influence of the number of profile holes on the efficiency indicators of hemp seed crusher impellers
Sheichenko, Viktor; Petrachenko, Dmytro; Lytvynenko, … - In: Technology audit and production reserves 1 (2025) 1/81, pp. 21-28
Persistent link: https://www.econbiz.de/10015548897
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Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns
Chen, Yuting; Potì, Valerio - In: Economics letters 235 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015071365
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Arbitrage pricing theory for idiosyncratic variance factors
Renaut, Eric; Heijden, Thijs van der; Werker, Bas J. M. - In: Journal of financial econometrics 21 (2023) 5, pp. 1403-1442
Persistent link: https://www.econbiz.de/10014444683
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A study of a survival data using kernel estimates of hazard rate and aging intensity functions
Szymkowiak, Magdalena; Roychowdhury, Anasuya; Misra, … - In: Statistics in transition : an international journal of … 24 (2023) 5, pp. 109-127
of a given data. In our study, we primarily focus on AI and HR functions estimated using four different kernels. We apply …
Persistent link: https://www.econbiz.de/10015121013
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Exact characterization of the jointly optimal restocking and auditing policy in inventory systems with record inaccuracy
Chehrazi, Naveed - In: Mathematics of operations research 50 (2025) 1, pp. 656-710
Persistent link: https://www.econbiz.de/10015211759
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