Similar Search Results

Efficient perturbation methods for solving regime-switching DSGE models

Maih, Junior - 2015

Persistent link: https://www.econbiz.de/10010507823

Human vs. machine: disposition effect among algorithmic and human day traders

Liaudinskas, Karolis - 2022

This paper studies whether and why algorithmic traders exhibit one of the most broadlydocumented behavioral puzzles - the disposition effect. We use trade data from the NASDAQ Copenhagen Stock Exchange merged with the weather data. We find that on average, the disposition effect for human...

Persistent link: https://www.econbiz.de/10013207355

State space models with endogenous regime switching

Chang, Yoosoon; Maih, Junior; Tan, Fei - 2018

Persistent link: https://www.econbiz.de/10011950857

The R package MitISEM : efficient and robust simulation procedures for Bayesian inference

Basturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; … - 2017

Persistent link: https://www.econbiz.de/10011708508

Identification of interbank loans and interest rates from interbank payments : a reliability assessment

Akram, Qaisar Farooq; Fevolden, Mats B.; Smith, Lyndsie - 2018

Persistent link: https://www.econbiz.de/10011869789