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  • Search: subject:"local polynomial smoothing"
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Year of publication
Subject
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local polynomial smoothing 3 Correlation 2 Estimation theory 2 Korrelation 2 Mehrebenenanalyse 2 Multi-level analysis 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Panel 2 Panel study 2 Schätztheorie 2 multiple-index model 2 nonlinear panel data 2 outer product of gradients 2 310 Statistik 1 COVID-19 1 Coronavirus 1 Correlated random effects 1 EGC 070 1 Funktionaler Varianzprozess 1 Hauptkomponentenanalyse 1 Implied volatility 1 Implizite Volatilität 1 Implizite Volatilitätsfläche 1 Index futures 1 Index-Futures 1 Local polynomial smoothing 1 Mathematics and Natural Science 1 No-arbitrage conditions 1 Option pricing theory 1 Optionspreistheorie 1 State price density 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 correlated random effects 1 functional variance process 1 implied volatility 1 implied volatility surface 1
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Online availability
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Free 4
Type of publication
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Article 2 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Thesis 1 Working Paper 1
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Language
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English 4
Author
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Sadikoğlu, Serhan 2 Čížek, Pavel 2 Giana, Gabriele 1 Kopa, Miloš 1 Schnellen, Marina 1 Vitali, Sebastiano 1
Published in...
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Computational management science 1 Discussion paper / Center for Economic Research, Tilburg University 1 Econometric reviews 1
Source
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ECONIS (ZBW) 3 BASE 1
Showing 1 - 4 of 4
Cover Image
Nonseparable panel models with index structure and correlated random effects
Čížek, Pavel; Sadikoğlu, Serhan - In: Econometric reviews 44 (2025) 3, pp. 246-274
Persistent link: https://www.econbiz.de/10015196600
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Implied volatility smoothing at COVID-19 times
Vitali, Sebastiano; Kopa, Miloš; Giana, Gabriele - In: Computational management science 20 (2023) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10014393376
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Cover Image
Nonseparable panel models with index structure and correlated random effects
Čížek, Pavel; Sadikoğlu, Serhan - 2022
Persistent link: https://www.econbiz.de/10013171368
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Cover Image
Analysis of Implied Volatility Surfaces ; Analyse von Impliziten Volatilitätsflächen
Schnellen, Marina - 2007
Persistent link: https://www.econbiz.de/10010353194
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