Search Results - subject:"kernels"

The implications of non-synchronous trading in G-7 financial markets

Dimitriou, Dimitrios; Kenourgios, Dimitris; Simos, Theodore - 2025

Persistent link: https://www.econbiz.de/10015337909

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

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

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

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

Convolutional regression for big spatial data

Matsuda, Yasumasa; Yuan, Xin - 2022

Persistent link: https://www.econbiz.de/10013445687

Boundary modification in local polynomial regression

Feng, Yuanhua; Schäfer, Bastian - 2021

Persistent link: https://www.econbiz.de/10012628647

A Bayesian nonparametric approach to option pricing

Qin, Zhang; Almeida, Caio - In: Revista Brasileira de Finanças : RBFin 18 (2020) 4, pp. 115-137

Persistent link: https://www.econbiz.de/10012437054

Testing symmetry of unknown densities via smoothing with the generalized gamma kernels

Hirukawa, Masayuki; Sakudo, Mari - In: Econometrics 4 (2016) 2, pp. 1-27

This paper improves a kernel-smoothed test of symmetry through combining it with a new class of asymmetric kernels … called the generalized gamma kernels. It is demonstrated that the improved test statistic has a normal limit under the null …

Persistent link: https://www.econbiz.de/10011755333

Testing symmetry of unknown densities via smoothing with the generalized gamma kernels

Hirukawa, Masayuki; Sakudo, Mari - In: Econometrics : open access journal 4 (2016) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10011506402

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