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Sampling Spatial Units for Agricultural Surveys
Benedetti, Roberto - 2015
The research and its outcomes presented here focus on spatial sampling of agricultural resources. The authors introduce … sampling designs and methods for producing accurate estimates of crop production for harvests across different regions and …
Persistent link: https://www.econbiz.de/10012402062
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Telephone Surveys in Europe : Research and Practice
Häder, Sabine - 2012
-- Italy -- Portugal -- Part II Sampling for Telephone Surveys: Who can be contacted by phone? Lessons from Switzerland … -- Sampling Frames for Telephone Surveys in Europe -- Mobile- and Landline-Onlys in Dual-Frame-Approaches: Effects on Sample … addressed to all scientists and practitioners who deal with theory and application of telephone surveys - in academic and market …
Persistent link: https://www.econbiz.de/10013522965
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Kreditportfoliomodellierung : Abhängigkeiten zwischen Ausfallwahrscheinlichkeit, Verlustrate und Forderungshöhe
Eckert, Johanna - 2016 - 1. Aufl. 2016
Modellierung der Abhängigkeiten zwischen Ausfall, Verlustrate und Forderungshöhe bei Ausfall mit Faktoren und Copulae -- Multivariate Erweiterung des Heckman-Schätzers, um der Stichprobenselektion seitens der Verlustrate und der Forderungshöhe gerecht zu werden -- Empirische Befunde zur...
Persistent link: https://www.econbiz.de/10014018364
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Forecasting High-Frequency Volatility Shocks : An Analytical Real-Time Monitoring System
Kömm, Holger - 2016 - 1st ed. 2016
This thesis presents a new strategy that unites qualitative and quantitative mass data in form of text news and tick-by-tick asset prices to forecast the risk of upcoming volatility shocks. Holger Kömm embeds the proposed strategy in a monitoring system, using first, a sequence of competing...
Persistent link: https://www.econbiz.de/10014018810
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Effizienzanalyse im Marketing : Ein produktionstheoretisch fundierter Ansatz auf Basis von Frontier Functions
Hammerschmidt, Maik - 2006
Einführung -- Zunehmender Effizienzdruck im Marketing - Doing more with less -- Konzeptionelle und theoretische Grundlagen der Effizienzanalyse -- Begrifflich-konzeptionelle Grundlagen der Effizienzanalyse -- Allgemeine theoretische Fundierung der Effizienzanalyse -- Konzeptualisierung der...
Persistent link: https://www.econbiz.de/10014019373
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An Introduction to Efficiency and Productivity Analysis
Coelli, Tim; Prasada Rao, D. S.; O'Donnell, Christopher J. - 2005 - Second Edition
Softcover version of the second edition Hardcover.Incorporates a new author, Dr. Chris O'Donnell, who brings considerable expertise to the project in the area of performance measurement. Numerous topics are being added and more applications using real data, as well as exercises at the end of the...
Persistent link: https://www.econbiz.de/10013520409
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A Structural Framework for the Pricing of Corporate Securities : Economic and Empirical Issues
Genser, Michael (contributor) - 2006
advanced economic settings or to price derivatives on corporate securities. Numerical examples make the theory easily …
Persistent link: https://www.econbiz.de/10013520503
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Empirical Techniques in Finance
Bhar, Ramaprasad - 2005
Basic Probability Theory and Markov Chains -- Estimation Techniques -- Non-Parametric Method of Estimation -- Unit Root … Implementation, this book helps foc- ing on strategies for rigorously combing finance theory and modeling technology to extend extant … other related modeling topics that help more in-depth exploration of finance theory and putting it into practice. As seen in …
Persistent link: https://www.econbiz.de/10014014047
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The Basel II Risk Parameters : Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
Engelmann, Bernd - 2011
Statistical Methods to Develop Rating Models -- Estimation of a Rating Model for Corporate Exposures -- The Shadow Rating Approach - Experience from Banking Practice -- Estimating Probabilities of Default for Low Default Portfolios -- Transition Matrices: Properties and Estimation Methods -- A...
Persistent link: https://www.econbiz.de/10014015277
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Calibration and Parameterization Methods for the Libor Market Model
Hackl, Christoph - 2014
The Libor Market Model (LMM) is a mathematical model for pricing and risk management of interest rate derivatives and has been built on the framework of modelling forward rates. For the conceptual understanding of the model a strong background in the fields of mathematics, statistics, finance...
Persistent link: https://www.econbiz.de/10014277634