Similar Search Results

A characterization of conjugate priors in exponential families with application to inverse regression

Luo, Wei; Altman, Naomi S. - In: Statistics & Probability Letters 83 (2013) 2, pp. 650-654

It is often convenient to assume that X and X|Y are in the same exponential family. By considering X as the “parameter” and Y as the “data”, the problem becomes determining which exponential families X|Y have conjugate priors. We develop a necessary condition for conjugacy....

Persistent link: https://www.econbiz.de/10011039944

Martingale effect of conventional vs. Islamic stock indices : evidence from the UAE

Marashdeh, Hazem; Ashraf, Sania - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 3, pp. 279-290

Persistent link: https://www.econbiz.de/10013326345

Infinite portfolio strategies

LeRoy, Stephen F. - In: Contemporary economics 6 (2012) 4, pp. 54-60

In continuous-time stochastic calculus a limit in probability is used to extend the definition of the stochastic integral to the case where the integrand is not square-integrable at the endpoint of the time interval under consideration. When the extension is applied to portfolio strategies,...

Persistent link: https://www.econbiz.de/10009768154

A new class of discrete-time stochastic volatility model with correlated errors

Mukhoti, Sujay; Ranjan, Pritam - In: Applied economics 51 (2019) 3, pp. 259-277

Persistent link: https://www.econbiz.de/10012160495

Distributionally robust inventory control when demand is a martingale

Xin, Linwei; Goldberg, David Alan - In: Mathematics of operations research 47 (2022) 3, pp. 2387-2414

Persistent link: https://www.econbiz.de/10013375068

Forbidden transactions and black markets

Gu, Chenlin; Roth, Alvin E.; Wu, Qingyun - In: Mathematics of operations research 47 (2022) 4, pp. 3084-3109

Persistent link: https://www.econbiz.de/10014311399

Strategic forum selection and compliance in interstate dispute resolution

Lefler, Vanessa A. - In: Conflict Management and Peace Science 32 (2015) 1, pp. 76-98

This paper investigates strategic forum selection approaches and compliance with interstate dispute resolution … compliance, (b) states strategically select among bilateral and third-party fora, and (c) anticipated settlement outcomes and … forum selection and compliance. Statistical analysis finds that states strategically select management approaches in two …

Persistent link: https://www.econbiz.de/10011165862

Predictability of stock markets with disequilibrium trading. A commentary paper

Miłobędzki, Pawel - In: The European Journal of Finance 10 (2004) 5, pp. 345-352

The paper focuses on the problem of predictability of stock market returns with disequilibrium trading. It is shown that the predictability of returns may be the consequence of quantity constraints appearing in the markets due to the imposition of administrative restrictions on trade. A relevant...

Persistent link: https://www.econbiz.de/10005438090

Competitive prices for a stochastic input–output model with infinite time horizon

Clark, Stephen - In: Economic Theory 35 (2008) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10005370652

Asymptotically optimal nonparametric one- and two-way analysis of variance tests for the log linear model under censoring

Terpstra, T. - In: Metrika 36 (1989) 1, pp. 63-90

Persistent link: https://www.econbiz.de/10005375976