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On the identification of the global reference set in data envelopment analysis
Mehdiloozad, Mahmood; Mirdehghan, S. Morteza; Sahoo, … - In: European journal of operational research : EJOR 245 (2015) 3, pp. 779-788
Persistent link: https://www.econbiz.de/10011312116
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Global sub-increasing and global sub-decreasing returns to scale in free disposal hull technologies : definition, characterization and calculation
Mostafaee, Amin; Soleimani-damaneh, Majid - In: European journal of operational research : EJOR 280 (2020) 1, pp. 230-241
Persistent link: https://www.econbiz.de/10012132384
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Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan; Wang, Yudong; Wu, Chongfeng; Yin, Libo - In: Journal of empirical finance 43 (2017), pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
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Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan; Luger, Richard - In: Journal of empirical finance 68 (2022), pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
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Factors influencing the composition of the urban transport system in the year 2030 : a panel analysis of experts' opinions
Gorter, Cees; Rienstra, Sytze A. - 1996
Persistent link: https://www.econbiz.de/10000952485
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Instability of return prediction models
Paye, Bradley S.; Timmermann, Allan - In: Journal of empirical finance 13 (2006) 3, pp. 274-315
Persistent link: https://www.econbiz.de/10003334583
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Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem; Schleicher, Christoph; Zaffaroni, Paolo - In: Journal of empirical finance 16 (2009) 2, pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
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Information flows around the globe : predicting opening gaps fom overnight foreign stock price patterns
Gooijer, Jan G. de; Diks, Cees G. H.; Gatarek, Lukasz T. - 2009
Persistent link: https://www.econbiz.de/10003934266
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A century of equity premium predictability and the consumption-wealth ratio : an international perspective
Della Corte, Pasquale; Sarno, Lucio; Valente, Giorgio - In: Journal of empirical finance 17 (2010) 3, pp. 313-331
Persistent link: https://www.econbiz.de/10009267297
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The information in systemic risk rankings
Nucera, Federico; Schwaab, Bernd; Koopman, Siem Jan; … - 2015
We propose to pool alternative systemic risk rankings for financial institutions using the method of principal components. The resulting overall ranking is less affected by estimation uncertainty and model risk. We apply our methodology to disentangle the common signal and the idiosyncratic...
Persistent link: https://www.econbiz.de/10010532581