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Academic ranking scales in economics : prediction and imputation

Zharova, Alona; Mihoci, Andrija; Härdle, Wolfgang - 2016

Publications are a vital element of any scientist’s career. It is not only the number of media outlets but aslo the quality of published research that enters decisions on jobs, salary, tenure, etc. Academic ranking scales in economics and other disciplines are, therefore, widely used in...

Persistent link: https://www.econbiz.de/10011459002

Calibration design of implied volatility surfaces

Detlefsen, Kai (contributor); Härdle, Wolfgang (contributor) - 2006

The calibration of option pricing models leads to the minimization of an error functional. We show that its usual specification as a root mean squared error implies fluctuating exotics prices and possibly wrong prices. We propose a simple and natural method to overcome these problems, illustrate...

Persistent link: https://www.econbiz.de/10003324186

Computational statistics and data visualization

Unwin, Antony (contributor); Chen, Chun-houh (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003633608

Gruppenvergleiche bei hypothetischen Konstrukten : die Prüfung der Übereinstimmung von Messmodellen mit der Strukturgleichungsmethodik

Temme, Dirk (contributor); Hildebrandt, Lutz (contributor) - 2008

Comparing groups with respect to hypothetical constructs requires that the measurement models are equal across groups. Otherwise conclusions drawn from the observed indicators regarding differences at the latent level (mean differences, differences in the structural relations) might be severly...

Persistent link: https://www.econbiz.de/10003727528

Customer reactions in Out-of-Stock situations : do promotion-induced phantom positions alleviate the similarity substitution hypothsis?

Diels, Jana Luisa; Wiebach, Nicole - 2011

Out-of-Stock (OOS) is a prevalent problem customers face at the POS. In this paper, we demonstrate both theoretically and empirically how OOS-induced substitution patterns can be explained and predicted by means of context and phantom theory. We further analyze the relevance of promotions, for...

Persistent link: https://www.econbiz.de/10008989876

An indicator for national systems of innovation : methodology and application to 17 industrialized countries

Belitz, Heike; Clemens, Marius; Hirschhausen, Christian … - 2011

We develop a composite indicator measuring the performance of national innovation systems. The indicator takes into account both "hard" factors that are quantifiable (such as R&D spending, number of patents) and "soft" factors like the assessment of preconditions for innovation by managers. We...

Persistent link: https://www.econbiz.de/10009156479

The impact of context and promotion on consumer responses and preferences in out-of-stock situations

Wiebach, Nicole; Diels, Jana L. - 2011

In general, consumer preferences depend on the context of a decision situation. This paper highlights the context-dependence of substitution behavior in out-of-stock (OOS) situations and provides evidence for the relevance of promotion as essential driver of customers' OOS reactions. We...

Persistent link: https://www.econbiz.de/10009266902

Bayesian Networks and sex-related homicides

Stahlschmidt, Stephan; Tausendteufel, Helmut; Härdle, … - 2011

We present a statistical investigation on the domain of sex-related homicides. As general sociological and psychological theory on this specific type of crime is incomplete or even lacking, a data-driven approach is implemented. In detail, graphical modelling is applied to learn the dependency...

Persistent link: https://www.econbiz.de/10009267044

Distillation of news flow into analysis of stock reactions

Zhang, Junni L.; Härdle, Wolfgang; Chen, Cathy Y.; … - 2015

News carry information of market moves. The gargantuan plethora of opinions, facts and tweets on financial business offers the opportunity to test and analyze the influence of such text sources on future directions of stocks. It also creates though the necessity to distill via statistical...

Persistent link: https://www.econbiz.de/10010471736

Telling the truth may not pay off : an empirical study of centralised university admissions in Germany

Braun, Sebastian (contributor); Dwenger, Nadja (contributor) - 2007

We investigate the matching algorithm used by the German central clearinghouse for university admissions (ZVS) in … criteria applied for admission they all make use of priority matching. In priority matching schemes, it is not a dominant … applicants, we are able to detect some amount of strategic behaviour which can lead to inefficient matching. Alternative ways to …

Persistent link: https://www.econbiz.de/10003635151

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