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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...
All
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 71 - 80 of 138
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Local linear smoothers using asymmetric kernels
Chen, Song Xi - Sonderforschungsbereich 373, Quantifikation und … - 1999
This paper considers using asymmetric kernels in local linear smoothing to estimate a regression curve with bounded … support. The asymmetric kernels are either beta kernels if the curve has a compact support or gamma kernels if the curve is …
Persistent link: https://www.econbiz.de/10010956531
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A Reproducing Kernel Perspective of Smoothing Spline Estimators
Bianconcini, Silvia - Dipartimento di Scienze Statistiche "Paolo Fortunati", … - 2008
use of the reproducing kernel property of the Green's function to obtain an hierarchy of time-invariant spline kernels of … different order. The reproducing kernels give a good representation of smoothing splines for medium and long length filters …
Persistent link: https://www.econbiz.de/10011228032
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A Reproducing Kernel Perspective of Smoothing Spline Estimators
Bianconcini, Silvia - Dipartimento di Scienze Statistiche "Paolo Fortunati", … - 2008
use of the reproducing kernel property of the Green's function to obtain an hierarchy of time-invariant spline kernels of … different order. The reproducing kernels give a good representation of smoothing splines for medium and long length filters …
Persistent link: https://www.econbiz.de/10008474130
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Randomised Mixture Models for Pricing Kernels
Macrina, Andrea; Parbhoo, Priyanka - In: Asia-Pacific Financial Markets 21 (2014) 4, pp. 281-315
Numerous kinds of uncertainties may affect an economy, e.g. economic, political, and environmental ones. We model the aggregate impact by the uncertainties on an economy and its associated financial market by randomised mixtures of Lévy processes. We assume that market participants observe the...
Persistent link: https://www.econbiz.de/10010989072
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Approximating Markov chains and V-geometric ergodicity via weak perturbation theory
Hervé, Loïc; Ledoux, James - In: Stochastic Processes and their Applications 124 (2014) 1, pp. 613-638
the V-geometric ergodicity of P and that of finite-rank non-negative sub-Markov kernels P̂k approximating P. A special … truncation of discrete Markov kernels on X:=N. …
Persistent link: https://www.econbiz.de/10011064914
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Randomised mixture models for pricing kernels
Macrina, Andrea; Parbhoo, Priyanka A. - In: Asia-Pacific financial markets 21 (2014) 4, pp. 281-315
Persistent link: https://www.econbiz.de/10010511573
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Semiparametric multivariate density estimation for positive data using copulas
BOUEZMARNI, Taoufik; ROMBOUTS, Jeroen V.K. - Center for Operations Research and Econometrics (CORE), … - 2007
estimator combines gamma kernels or local linear kernels, also called boundary kernels, for the estimation of the marginal …
Persistent link: https://www.econbiz.de/10005043675
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Nonparametric Density Estimation for Multivariate Bounded Data
Bouezmarni, Taoufik; Rombouts, Jeroen V.K. - Centre Interuniversitaire sur le Risque, les Politiques … - 2007
proposing a nonparametric approach. By using a gamma, a beta, or a local linear kernel (also called boundary kernels), in a …
Persistent link: https://www.econbiz.de/10005015239
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Cover Image
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas
Bouezmarni, Taoufik; Rombouts, Jeroen V.K. - Centre Interuniversitaire sur le Risque, les Politiques … - 2007
estimator combines gamma kernels or local linear kernels, also called boundary kernels, for the estimation of the marginal …
Persistent link: https://www.econbiz.de/10005015255
Saved in:
Cover Image
Nonparametric density estimation for multivariate bounded data
BOUEZMARNI, Taoufik; ROMBOUTS, Jeroen V.K. - Center for Operations Research and Econometrics (CORE), … - 2007
proposing anonparametric approach. By using a gamma, a beta, or a local linear kernel (also called boundary kernels), in a …
Persistent link: https://www.econbiz.de/10005065413
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