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Some Monte Carlo results on nonparametric changepoint tests
Bryden, Edward J. - 1995
Persistent link: https://www.econbiz.de/10013446271
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The Forecasting Performance of German Stock Option Densities
Keller, Joachim; Glatzer, Ernst; Craig, Ben R.; … - 2003
In this paper we will be estimating risk-neutral densities (RND) for the largest euro area stock market (the index of which is the German DAX), reporting their statistical properties, and evaluating their forecasting performance. We have applied an innovative test procedure to a new, rich, and...
Persistent link: https://www.econbiz.de/10010295765
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The forecasting performance of German stock option densities
Craig, Ben R.; Glatzer, Ernst; Keller, Joachim; … - 2003
In this paper we will be estimating risk-neutral densities (RND) for the largest euro area stock market (the index of which is the German DAX), reporting their statistical properties, and evaluating their forecasting performance. We have applied an innovative test procedure to a new, rich, and...
Persistent link: https://www.econbiz.de/10011432259
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The Forecasting Performance of German Stock Option Densities
Craig, Ben R. - 2016
Persistent link: https://www.econbiz.de/10012991227
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The Forecasting Performance of German Stock Option Densities
Keller, Joachim; Glatzer, Ernst; Craig, Ben R.; … - Deutsche Bundesbank - 2003
In this paper we will be estimating risk-neutral densities (RND) for the largest euro area stock market (the index of which is the German DAX), reporting their statistical properties, and evaluating their forecasting performance. We have applied an innovative test procedure to a new, rich, and...
Persistent link: https://www.econbiz.de/10005083099
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Inflation and welfare : a search approach
Craig, Ben R.; Rocheteau, Guillaume - In: Journal of money, credit and banking : JMCB 40 (2008) 1, pp. 89-119
Persistent link: https://www.econbiz.de/10003636050
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State-dependent pricing, inflation, and welfare in search economies
Craig, Ben R.; Rocheteau, Guillaume - In: European economic review : EER 52 (2008) 3, pp. 441-468
Persistent link: https://www.econbiz.de/10003726320
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Crime and the labor market : a search model with optimum contracts
Rupert, Peter (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003727384
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Positive and normative effects of a minimum wage
Rocheteau, Guillaume (contributor); Tasci, Murat (contributor) - 2008
Persistent link: https://www.econbiz.de/10003727505
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Money and competing assets under private information
Rocheteau, Guillaume (contributor) - 2008
Persistent link: https://www.econbiz.de/10003727513