//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Nichtparametrisches Verfahren"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Semiparametric estimation of d...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Nichtparametrisches Verfahren
Portfolio-Management
51,994
Portfolio selection
51,648
Schätztheorie
40,706
Estimation theory
40,077
Theorie
37,198
Theory
36,455
Schätzung
11,969
Estimation
11,757
Kapitaleinkommen
10,563
Capital income
10,547
Anlageverhalten
9,012
Nonparametric statistics
8,976
Behavioural finance
8,911
Risiko
8,658
Risk
8,648
Risikomaß
8,430
Risk measure
8,346
Zeitreihenanalyse
8,288
Time series analysis
8,141
Risikomanagement
6,572
Risk management
6,270
Regressionsanalyse
6,189
Regression analysis
6,170
Volatilität
5,873
Volatility
5,807
Investmentfonds
5,585
CAPM
5,541
Investment Fund
5,523
USA
5,166
Börsenkurs
5,084
Prognoseverfahren
5,063
Share price
5,024
Forecasting model
5,002
United States
4,977
Kapitalanlage
4,891
Financial investment
4,655
Welt
4,643
World
4,568
Stochastischer Prozess
4,034
more ...
less ...
Online availability
All
Free
4,340
Undetermined
1,755
CC license
97
Type of publication
All
Book / Working Paper
5,099
Article
4,251
Type of publication (narrower categories)
All
Article in journal
3,959
Aufsatz in Zeitschrift
3,959
Working Paper
3,099
Graue Literatur
2,755
Non-commercial literature
2,755
Arbeitspapier
2,747
Aufsatz im Buch
234
Book section
234
Hochschulschrift
174
Thesis
135
Collection of articles written by one author
46
Sammlung
46
Conference paper
42
Konferenzbeitrag
42
Collection of articles of several authors
30
Sammelwerk
30
Forschungsbericht
22
Lehrbuch
20
Textbook
20
Konferenzschrift
14
Aufsatzsammlung
12
Systematic review
9
Übersichtsarbeit
9
Bibliografie enthalten
8
Bibliography included
8
Case study
7
Fallstudie
7
Amtsdruckschrift
6
Government document
6
Article
5
Festschrift
5
Rezension
5
Dissertation u.a. Prüfungsschriften
4
Handbook
4
Handbuch
4
Mikroform
4
Bibliografie
3
Conference proceedings
3
Nachschlagewerk
3
Reference book
3
more ...
less ...
Language
All
English
9,266
German
68
French
8
Undetermined
5
Italian
1
Polish
1
Portuguese
1
Spanish
1
more ...
less ...
Author
All
Linton, Oliver
231
Gao, Jiti
158
Härdle, Wolfgang
137
Chen, Xiaohong
128
Cherchye, Laurens
86
Simar, Léopold
83
Phillips, Peter C. B.
75
Rock, Bram de
74
Li, Qi
69
Newey, Whitney K.
69
Lewbel, Arthur
67
Mammen, Enno
67
Hoderlein, Stefan
66
Li, Degui
65
Racine, Jeffrey
65
Hu, Yingyao
62
Florens, Jean-Pierre
61
Henderson, Daniel J.
60
Dette, Holger
59
Feng, Yuanhua
59
Horowitz, Joel
57
Su, Liangjun
57
Scaillet, Olivier
55
Frölich, Markus
54
Otsu, Taisuke
54
Cai, Zongwu
52
Robinson, Peter M.
52
Chernozhukov, Victor
51
Beran, Jan
50
Lee, Sokbae
47
Vermeulen, Frederic
47
Parmeter, Christopher F.
46
Crawford, Ian
45
Sperlich, Stefan
45
Haile, Philip A.
43
Chen, Jia
41
Kristensen, Dennis
41
Van Keilegom, Ingrid
41
Heckman, James J.
40
Ullah, Aman
39
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
77
National Bureau of Economic Research
66
Centre for Microdata Methods and Practice <London>
17
Center for Economic Research <Tilburg>
9
London School of Economics and Political Science
8
Forschungsinstitut zur Zukunft der Arbeit
7
Boston College / Department of Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
3
Centre for Analytical Finance <Århus>
3
Econometrisch Instituut <Rotterdam>
3
International Center for Financial Asset Management and Engineering
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Suntory-Toyota International Centre for Economics and Related Disciplines
3
University of Cambridge / Department of Applied Economics
3
University of Cambridge / Faculty of Economics
3
Columbia University / Department of Economics
2
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
European Central Bank
2
Federal Reserve Bank of St. Louis
2
Queen Mary College / Department of Economics
2
School of Economics, Mathematics and Statistics <London>
2
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
2
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of California, San Diego / Department of Economics
2
University of Essex / Department of Economics
2
University of Western Ontario / Department of Economics
2
Wirtschaftswissenschaftliche Fakultät, Universität Regensburg
2
Zentrum für Europäische Wirtschaftsforschung
2
Agricultural Land Markets - Efficiency and Regulation
1
Australian National University / Faculty of Economics and Commerce
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Brown University / Department of Economics
1
Business Information Centre <Toronto>
1
Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
1
Deutsche Forschungsgemeinschaft
1
Ekonomiska forskningsinstitutet <Stockholm>
1
more ...
less ...
Published in...
All
Journal of econometrics
593
CEMMAP working papers / Centre for Microdata Methods and Practice
264
Econometric theory
193
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
190
Econometric reviews
153
Economics letters
146
Journal of the American Statistical Association : JASA
120
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
99
The econometrics journal
94
Discussion paper series / IZA
89
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
89
Working paper / Department of Econometrics and Business Statistics, Monash University
89
Cowles Foundation discussion paper
84
Discussion paper / Tinbergen Institute
80
Discussion papers of interdisciplinary research project 373
77
SFB 649 discussion paper
77
cemmap working paper
76
Quantitative economics : QE ; journal of the Econometric Society
74
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
72
European journal of operational research : EJOR
70
Cowles Foundation Discussion Paper
63
Journal of applied econometrics
60
IZA Discussion Paper
58
Applied economics
55
NBER Working Paper
55
Discussion paper / Center for Economic Research, Tilburg University
54
NBER working paper series
52
Econometrics papers
50
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
49
Journal of productivity analysis
49
Applied economics letters
47
Energy economics
47
Economic modelling
45
Série des documents de travail / Centre de Recherche en Économie et Statistique
45
Working paper
45
IZA Discussion Papers
44
LSE STICERD Research Paper
44
Boston College working papers in economics
41
SFB 649 Discussion Paper
40
Insurance / Mathematics & economics
39
more ...
less ...
Source
All
ECONIS (ZBW)
8,972
EconStor
358
USB Cologne (EcoSocSci)
12
USB Cologne (business full texts)
6
RePEc
2
Showing
1
-
10
of
9,350
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Weighted Nadaraya-Watson estimation of conditional expected shortfall
Kato, Kengo
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 265-291
Persistent link: https://www.econbiz.de/10009540545
Saved in:
2
Index tracking model, downside risk and non-parametric kernel estimation
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 103-128
Persistent link: https://www.econbiz.de/10011974395
Saved in:
3
Mean-variance and mean-semivariance portfolio selection : a multivariate nonparametric approach
Ben Salah, Hanene
;
Gooijer, Jan G. de
- In:
Financial markets and portfolio management
32
(
2018
)
4
,
pp. 419-436
Persistent link: https://www.econbiz.de/10011952005
Saved in:
4
Kernel smoothing for nested estimation with application to portfolio risk measurement
Hong, L. Jeff
;
Juneja, Sandeep
;
Liu, Guangwu
- In:
Operations research
65
(
2017
)
3
,
pp. 657-673
Persistent link: https://www.econbiz.de/10011691391
Saved in:
5
Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng
;
Zhao, Zhibiao
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
Saved in:
6
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
7
Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi
;
Wang, Xing
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
Saved in:
8
Nonparametric versus parametric expected shortfall
Martin, R. Douglas
;
Zhang, Shengyu
- In:
Journal of risk
21
(
2018/2019
)
6
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012117478
Saved in:
9
A new approach in non-parametric estimation of returns in mean-downside risk portfolio frontier
Ben Salah, Hanene
;
Gannoun, Ali
;
Ribatet, Mathieu
- In:
International journal of portfolio analysis and …
2
(
2018
)
2
,
pp. 169-197
Persistent link: https://www.econbiz.de/10012253633
Saved in:
10
Increasing the risk management effectiveness from higher accuracy : a novel non-parametric method
Huang, Jinbo
;
Ding, Ashley
;
Li, Yong
;
Lu, Dong
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012491732
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->