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  • Search: subject:"Window size"
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Year of publication
Subject
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Aktienindex 4 Shiryaev-Zhou index 4 Stock index 4 Window size 4 Estimation 3 Immobilienfonds 3 Immobilienmarkt 3 Portfolio selection 3 Portfolio-Management 3 Real estate fund 3 Real estate market 3 Schätzung 3 Securitization 3 Theorie 3 Theory 3 Verbriefung 3 window size 3 Aktienmarkt 2 Börsenkurs 2 Calendar effect 2 Capital income 2 Forecasting model 2 Immobilien 2 Kalendereffekt 2 Kapitaleinkommen 2 Prognoseverfahren 2 Real estate 2 Share price 2 Stock market 2 moving-window size 2 trading strategy 2 "Buy-and-hold" 1 "buy-and-hold" 1 Adaptive procedure 1 Anlageverhalten 1 Asymptotic optimality 1 Bayes-Statistik 1 Bayesian inference 1 Behavioural finance 1 Bootstrap approach 1
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Online availability
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Undetermined 10
Type of publication
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Article 10
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7
Language
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English 7 Undetermined 3
Author
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Chan, Ka Kwan Kevin 4 Hui, Eddie C. M. 3 Aries, Myriam B.C. 1 Feng, Yuqing 1 Glaz, Joseph 1 Hensen, Jan L.M. 1 Huang, Chun-Kai 1 Hui, Eddie Chi Man 1 Loenen, Evert J. van 1 Ochoa, Carlos E. 1 Smith, Anri 1 Svendsen, Svend 1 Vanhoutteghem, Lies 1 Wu, Tung-Lung 1 Zhang, Xiaomeng 1 Zhang, Xinyu 1 Zhang, Yaojie 1
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Published in...
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International journal of strategic property management 3 Applied Energy 1 Computational Statistics & Data Analysis 1 Journal of econometrics 1 Journal of forecasting 1 Renewable Energy 1 The journal of real estate finance and economics 1 The journal of risk model validation 1
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Source
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ECONIS (ZBW) 7 RePEc 3
Showing 1 - 10 of 10
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Forecasting realized volatility : the choice of window size
Feng, Yuqing; Zhang, Yaojie - In: Journal of forecasting 44 (2025) 2, pp. 692-705
Persistent link: https://www.econbiz.de/10015374077
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Optimal model averaging based on forward-validation
Zhang, Xiaomeng; Zhang, Xinyu - In: Journal of econometrics 237 (2023) 2,3, pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
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A study on window-size selection for threshold and bootstrap value-at-risk models
Smith, Anri; Huang, Chun-Kai - In: The journal of risk model validation 13 (2019) 4, pp. 1-16
Persistent link: https://www.econbiz.de/10012373140
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Testing calendar effects of international equity and real estate markets
Hui, Eddie C. M.; Chan, Ka Kwan Kevin - In: The journal of real estate finance and economics 56 (2018) 1, pp. 140-158
Persistent link: https://www.econbiz.de/10011966500
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A new time-dependent trading strategy for securitized real estate and equity indices
Hui, Eddie C. M.; Chan, Ka Kwan Kevin - In: International journal of strategic property management 22 (2018) 1, pp. 64-79
Persistent link: https://www.econbiz.de/10011996718
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New tests of calendar effects on equity and securitized real estate markets
Hui, Eddie Chi Man; Chan, Ka Kwan Kevin - In: International journal of strategic property management 22 (2018) 4, pp. 314-336
Persistent link: https://www.econbiz.de/10011997900
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Optimal trading strategy during bull and bear markets for Hong Kong-listed stocks
Hui, Eddie C. M.; Chan, Ka Kwan Kevin - In: International journal of strategic property management 22 (2018) 5, pp. 381-402
Persistent link: https://www.econbiz.de/10011997930
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A new adaptive procedure for multiple window scan statistics
Wu, Tung-Lung; Glaz, Joseph - In: Computational Statistics & Data Analysis 82 (2015) C, pp. 164-172
practical interest on how to select the window size of a scan statistic. An adaptive procedure for multiple window scan … window size is chosen and the subsequent window sizes are then determined, depending on the value of the current scan …
Persistent link: https://www.econbiz.de/10011117705
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Modern insulation requirements change the rules of architectural design in low-energy homes
Vanhoutteghem, Lies; Svendsen, Svend - In: Renewable Energy 72 (2014) C, pp. 301-310
that the difference in space heating demand with optimal window size and with larger window sizes is small, so it is up to … better daylight level especially in north-oriented rooms. We also show that the optimal window size is influenced by thermal …
Persistent link: https://www.econbiz.de/10010930878
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Considerations on design optimization criteria for windows providing low energy consumption and high visual comfort
Ochoa, Carlos E.; Aries, Myriam B.C.; Loenen, Evert J. van - In: Applied Energy 95 (2012) C, pp. 238-245
Apparent window size contradictions arise when optimizing simultaneously for low energy (small sizes) and visual …
Persistent link: https://www.econbiz.de/10010571893
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