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subject:"Portfolio-Management"
subject:"United States"
~language:"afr"
~language:"eng"
~person:"Bouveret, Antoine"
~person:"Boyd, Roy"
~person:"Casella, George"
~person:"Connaughton, Kent P."
~person:"Lieberman, Offer"
~person:"Mas, André"
~subject:"Contagion effect"
~subject:"Theory"
~subject:"Wahrscheinlichkeitsrechnung"
~subject:"securities lending"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
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Portfolio-Management
United States
Contagion effect
Theory
Wahrscheinlichkeitsrechnung
securities lending
Theorie
59
Estimation theory
12
Schätztheorie
12
USA
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Bouveret, Antoine
Boyd, Roy
Casella, George
Connaughton, Kent P.
Lieberman, Offer
Mas, André
Beladi, Hamid
163
Güth, Werner
144
Pestieau, Pierre
144
Creedy, John
143
Phillips, Peter C. B.
143
Lai, Ching-chong
140
Nijkamp, Peter
128
Turnovsky, Stephen J.
125
Marjit, Sugata
120
Mukherjee, Arijit
118
Thisse, Jacques-François
118
Färe, Rolf
116
Tirole, Jean
116
Cremer, Helmuth
114
Long, Ngo Van
112
Acemoglu, Daron
111
Lambertini, Luca
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Laporte, Gilbert
110
Jarrow, Robert A.
106
Cheng, T. C. E.
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Gouriéroux, Christian
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Tsionas, Efthymios G.
102
Devereux, Michael B.
100
Miceli, Thomas J.
100
Kumbhakar, Subal
99
Gersbach, Hans
97
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97
Broll, Udo
96
Quiggin, John C.
96
Stiglitz, Joseph E.
96
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94
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93
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93
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93
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
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92
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91
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90
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89
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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8
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ECONIS (ZBW)
59
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1
Spatial autoregressions with an extended parameter space and similarity-based weights
Rossi, Francesca
;
Lieberman, Offer
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1770-1798
Persistent link: https://www.econbiz.de/10014471427
Saved in:
2
Leverage and derivatives : the case of Archegos
Bouveret, Antoine
;
Haferkorn, Martin
- In:
Journal of securities operations & custody
15
(
2023
)
3
,
pp. 238-250
Persistent link: https://www.econbiz.de/10014320166
Saved in:
3
Inference in a similarity-based spatial autoregressive model
Lieberman, Offer
;
Rossi, Francesca
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 471-486
Persistent link: https://www.econbiz.de/10014305560
Saved in:
4
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
5
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
6
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
7
A similarity-based approach to prediction
Gilboa, Itzhak
;
Lieberman, Offer
;
Schmeidler, David
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 124-131
Persistent link: https://www.econbiz.de/10009270688
Saved in:
8
Assessing robustness of intrinsic tests of independence in two-way contingency tables
Casella, George
;
Moreno, Elías
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1261-1271
Persistent link: https://www.econbiz.de/10003902868
Saved in:
9
The Bayesian lasso
Park, Trevor
;
Casella, George
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
482
,
pp. 681-686
Persistent link: https://www.econbiz.de/10003752054
Saved in:
10
A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 99-103
Persistent link: https://www.econbiz.de/10003783788
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