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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 21 - 30 of 138
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Optimal hedging in incomplete markets
Bouzianis, George; Hughston, Lane P. - In: Applied mathematical finance 27 (2020) 4, pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
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An iterative plug-in algorithm for realized kernels
Feng, Yuanhua; Zhou, Chen - Department Volkswirtschaftslehre, Fachbereich für … - 2015
Realized kernels introduced by Barndorff-Nielsen et al. (2008) are consistent estimators of the daily integrated … volatility in the presence of microstructure noise. A crucial problem by applying realized kernels is the selection of the … within a period of several years. Further analysis of the obtained realized kernels using a most recently proposed …
Persistent link: https://www.econbiz.de/10011122525
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Wealth effects of rare earth prices and China’s rare earth elements policy
Müller, Maximilian Phillipp; Schweizer, Denis; Seiler, … - 2015
Persistent link: https://www.econbiz.de/10010484908
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An iterative plug-in algorithm for realized kernels
Feng, Yuanhua; Chen Zhou - 2015
Persistent link: https://www.econbiz.de/10010484911
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Currency factors
Aloosh, Arash; Bekaert, Geert - 2019
Persistent link: https://www.econbiz.de/10012051714
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Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru; Cui, Zhenyu; Ortega, Juan-Pablo - In: Application of operations research to financial markets, (pp. 27-57). 2019
Persistent link: https://www.econbiz.de/10012157341
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What drives regional unemployment rate disparities in European regions?
Ibañez, Vicente Rios - 2014
kernels are used to analyze the e_x000B_ect of the various factors in the shape of the whole distribution of unemployment rate …
Persistent link: https://www.econbiz.de/10011400107
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What drives regional unemployment convergence?
Ibañez, Vicente Rios - European Regional Science Association - 2014
kernels are used to analyze the e_x000B_ect of the various factors in the shape of the whole distribution of unemployment rate …
Persistent link: https://www.econbiz.de/10011132181
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Differences in monetary policies between two hypothetical closed economies:one which is concerned with avoiding a large negative output gap and the other which is not
Gunaratna, Thakshila - Volkswirtschaftliche Fakultät, … - 2014
inflation is considered to be this sort of satisficing policy problem. The viability theory is used to form viability kernels … K given some restricted controls, [see Krawczyk and Kim(2009)]. Using VIKAASA one can build such kernels for various …
Persistent link: https://www.econbiz.de/10011156969
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Représentations discrètes de l'ensemble des points non dominés pour des problèmes d'optimisation multi-objectifs
Jamain, Florian - Université Paris-Dauphine (Paris IX) - 2014
-Pareto sets, called (ε, ε′)-kernels, which satisfy a property of stability related to ε′. We give some general results on (ε, ε′)-kernels … and propose some polynomial time algorithms that produce small (ε, ε′)-kernels for the bicriteria case and we give some …
Persistent link: https://www.econbiz.de/10011074634
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