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An intensive and still growing body of research focuses on estimating a portfolio’s Value-at-Risk. Depending on both the degree of non-linearity of the instruments comprised in the portfolio and the willingness to make restrictive assumptions on the underlying statistical distributions, a...
Persistent link: https://www.econbiz.de/10005144576
domain by maximising the spectral likelihood function. The time dependent spectrum is specified as a semi-parametric …
Persistent link: https://www.econbiz.de/10005137378
, merger activity arose. This paper develops a tailored nonparametric model to dissect and distinguish the effects on …
Persistent link: https://www.econbiz.de/10005504883
estimated from window censored event-history data. An implementation of the method is presented based on nonparametric …
Persistent link: https://www.econbiz.de/10005450790
from this basic requirement by presenting an algorithm for nonparametric estimation of conditional quantiles when both the …
Persistent link: https://www.econbiz.de/10008838604
Harmful algal bIoom species are the cause of important damages to marine living resources and human beings. These marine species are primarily introduced in North-European waters through ballast water, i.e. water trans-ported across the oceans so as to keep a vessel in balance. Port authorities...
Persistent link: https://www.econbiz.de/10005144440
In this paper I determine the importance of adjustment costs in employers hiring decisions. Temporary work arrangements offer potential ways to avoid adjustment costs. I estimate employers willingness to pay for the characteristics of these work arrangements. I distinguish regular contracts,...
Persistent link: https://www.econbiz.de/10005137210
In this paper, we use quantile regression decomposition methods to analyze the gender gap between men and women who work full time in the Nether- lands. Because the fraction of women working full time in the Netherlands is quite low, sample selection is a serious issue. In addition to shedding...
Persistent link: https://www.econbiz.de/10005137387
Published in: Luigino Bruni and Pierluigi Porta (eds.), 'Economics and Happiness. Framing the Analysis', Oxford University Press, 2005.
Persistent link: https://www.econbiz.de/10005450744
dataset over a period of 13 years. We employ semiparametric panel data techniques allowing for anticipation effects of station …
Persistent link: https://www.econbiz.de/10008642565