Similar Search Results

What Makes Markets Efficient? A Statistical Approach.

Gode, D.K.; Sunder, S. - Carnegie Mellon University, Tepper School of Business - 1995

Persistent link: https://www.econbiz.de/10004968787

Biased Heuristic Traders and Attainment of Bayesian Equilibria in Double Auctions.

Jamal, K.; Sunder, S. - Carnegie Mellon University, Tepper School of Business - 1995

Persistent link: https://www.econbiz.de/10005027551

On Cone-LP's and Semi-Definite Programs: Facial Structure, Basic Solutions and the Simplex Method.

Pataki, G. - Carnegie Mellon University, Tepper School of Business - 1995

Persistent link: https://www.econbiz.de/10005027579

A Capacited Production-Inventory Model with Periodic Demand.

Kapuscinski, R.; Tayur, S. - Carnegie Mellon University, Tepper School of Business - 1995

Persistent link: https://www.econbiz.de/10005027593

A Strongly Polynomial Out-of-Kilter Algorithm.

Serafini, P. - Carnegie Mellon University, Tepper School of Business - 1995

Persistent link: https://www.econbiz.de/10005027601

Acceptable Likelihood and Bayesian Inference with Retrospection.

Faynzilberg, P.S. - Carnegie Mellon University, Tepper School of Business - 1995

Persistent link: https://www.econbiz.de/10005102250

Scanning Procedures for Tabu Search and Beam Search in Large-Scale Dynamic One-Machine Scheduling Problems.

Tran, T.; Morton, T.E.; Ramnath, P. - Carnegie Mellon University, Tepper School of Business - 1995

Persistent link: https://www.econbiz.de/10005073564

Accurate Value-at-Risk forecast with the (good old) normal-GARCH model

Hartz, Christoph; Mittnik, Stefan; Paolella, Marc S. - Center for Financial Studies - 2006

) forecasting ability of the normal-GARCH model. Compared to the use of more sophisticated GARCH models, the new method is fast …

Persistent link: https://www.econbiz.de/10010958670

Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model

Hartz, Christoph; Mittnik, Stefan; Paolella, Marc S. - Center for Financial Studies - 2006

) forecasting ability of the normal-GARCH model. Compared to the use of more sophisticated GARCH models, the new method is fast …

Persistent link: https://www.econbiz.de/10005120776

Mixed normal conditional heteroskedasticity

Haas, Markus; Mittnik, Stefan; Paolella, Marc S. - Center for Financial Studies - 2002

Both unconditional mixed-normal distributions and GARCH models with fat-tailed conditional distributions have been … employed for modeling financial return data. We consider a mixed-normal distribution coupled with a GARCH-type structure which …

Persistent link: https://www.econbiz.de/10010958539