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Concu, GB. - Centro Ricerche Nord Sud (CRENoS) - 2004

A Choice Modelling (CM) experiment is designed to analyze the relation between Non-Use Values (NUVs) and distance. This … specification of the distance covariates. Data are obtained from a geographically representative sample. We find that NUVs do not … depend on distance. Aggregation of NUVs is based on income and individuals’ environmental attitudes. …

Persistent link: https://www.econbiz.de/10005068619

A choice modelling approach to investigate biases in individual and aggregated benefit estimates due to omission of distance

Concu, GB. - Centro Ricerche Nord Sud (CRENoS) - 2004

This paper describes a Choice Modelling experiment set up to investigate the relationship between distance and … allows testing distance effects on parameters of environmental attributes that imply different trade-offs between use and non …-use values. The distance covariate enters the estimated utility function in a flexible form to accommodate for several possible …

Persistent link: https://www.econbiz.de/10005068620

Clustering Mutual Funds by Return and Risk Levels

Lisi, F.; Otranto, E. - Centro Ricerche Nord Sud (CRENoS) - 2008

Mutual funds classifications, often made by rating agencies, are very common and sometimes criticized. In this work, a three-step statistical procedure for mutual funds classification is proposed. In the first step time series funds are characterized in terms of returns. In the second step, a...

Persistent link: https://www.econbiz.de/10005049490

Identifying Financial Time Series with Similar Dynamic Conditional Correlation

Otranto, Edoardo - Centro Ricerche Nord Sud (CRENoS) - 2008

the idea of distance between dynamic conditional correlations, and the classical Wald test to compare the coefficients of …

Persistent link: https://www.econbiz.de/10005547996