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  • Search: subject:"kernels"
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Year of publication
Subject
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kernels 16 Schätztheorie 15 Theorie 15 Estimation theory 14 Theory 12 Volatilität 12 pricing kernels 12 Kernels 11 microstructure noise 11 Option pricing theory 10 Optionspreistheorie 10 Volatility 10 Nichtparametrisches Verfahren 9 Stochastic process 9 Stochastischer Prozess 9 Zeitreihenanalyse 8 realized volatility measures 8 CAPM 7 Estimation 7 Nonparametric statistics 7 Regression analysis 7 Regressionsanalyse 7 Schätzung 7 Börsenkurs 6 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 Diffusions 5 asymmetric kernels 5 integrated volatility 5 nonparametric regression 5 Bayes-Statistik 4 Bayesian inference 4 Capital income 4 Kapitaleinkommen 4
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Online availability
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Free 73 Undetermined 43 CC license 2
Type of publication
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Article 69 Book / Working Paper 69
Type of publication (narrower categories)
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Article in journal 29 Aufsatz in Zeitschrift 29 Working Paper 20 Graue Literatur 7 Non-commercial literature 7 Arbeitspapier 6 Conference paper 2 Konferenzbeitrag 2 Article 1 Aufsatz im Buch 1 Book section 1 Conference Paper 1 Congress Report 1
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Language
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Undetermined 68 English 67 German 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 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 Parbhoo, Priyanka A. 2 Perch Nielsen, Jens 2 Pharo, Alastair 2 ROMBOUTS, Jeroen V.K. 2 Sakudo, Mari 2 Schluter, Christian 2 Sinclair, Stewart 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 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 Computational Statistics 1
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Source
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RePEc 81 ECONIS (ZBW) 38 EconStor 16 Other ZBW resources 2 BASE 1
Showing 11 - 20 of 138
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A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej; Badescu, Alexandru; Bégin, … - In: Journal of econometrics 232 (2023) 2, pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
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Forecasting global solar radiation using a robust regularization approach with mixture kernels
Jiang, He - In: Journal of forecasting 42 (2023) 8, pp. 1989-2010
Persistent link: https://www.econbiz.de/10014432828
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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
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A factor-based estimation of integrated covariance matrix with noisy high-frequency data
Sun, Yucheng; Xu, Wen - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 770-784
Persistent link: https://www.econbiz.de/10013534498
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Forecasting carbon price using a multi-objective least squares support vector machine with mixture kernels
Zhu, Bangzhu; Ye, Shunxin; Wang, Ping; Chevallier, Julien; … - In: Journal of forecasting 41 (2022) 1, pp. 100-117
Persistent link: https://www.econbiz.de/10012796273
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Currency factors
Aloosh, Arash; Bekaert, Geert - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4042-4064
Persistent link: https://www.econbiz.de/10013369016
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Shrinkage for categorical regressors
Heiler, Phillip; Mareckova, Jana - In: Journal of econometrics 223 (2021) 1, pp. 161-189
Persistent link: https://www.econbiz.de/10012619964
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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
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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
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/10011506402
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Cover Image
Histogram of Oriented Directional Features for Robust Face Recognition
Essa, Almabrok; Asari, Vijayan K. - In: International Journal of Monitoring and Surveillance … 4 (2016) 3, pp. 35-51
using different directional masks for detecting the edge responses on face recognition accuracy, such as Prewitt kernels …, Kirsch masks, Sobel kernels, and Gaussian derivative masks. The performance evaluation of the proposed HODF algorithm is …
Persistent link: https://www.econbiz.de/10012046681
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