Similar Search Results

From Fault Tree to Credit Risk Assessment: A Case Study

GATFAOUI, Hayette - EconWPA - 2005

Reliability has been largely applied to industrial systems in order to study the various possibilities of systems … minimal paths leading to any system’s fault allows for a better control of systems’ safety. To this end, reliability is … theory to credit risk assessment. The author explains that fault tree is one alternative approach of reliability, which …

Persistent link: https://www.econbiz.de/10005407916

Rule-Based and Case-Based Reasoning in Housing Prices

Gayer, Gabrielle - 2004

People reason about real-estate prices both in terms of general rules and in terms of analogies to similar cases. We propose to empirically test which mode of reasoning fits the data better. To this end, we develop the statistical techniques required for the estimation of the case-based model....

Persistent link: https://www.econbiz.de/10012785355

Information Asymmetry and the Market Reaction to Equity Carve-Outs

Fu, Huijing - 2003

In this paper, I test whether, following an equity carve-out, there is a reduction in information asymmetry among investors of the parent firm, and whether this reduction is value-enhancing. I measure information asymmetry by estimating the probability of information-based trading (PIN) using a...

Persistent link: https://www.econbiz.de/10012740213

Regulation Fair Disclosure and Information Asymmetry

Straser, Vesna - 2002

With the institution of Regulation Fair Disclosure (FD) on October 23, 2000, the Securities and Exchange Commission (SEC) imposed higher transparency requirements on the voluntary disclosure practices of public companies. This paper investigates whether the regulation induced companies to commit...

Persistent link: https://www.econbiz.de/10012741140

Indonesia Capital Market : Pure Chaotic, Pure Stochastic, or Combined Stochastic-Chaotic Process?

Bakara, Minarnita Yanti Verawati - 2018

In this research paper we search the evidence of our suspection on the existence of a combined process of chaotic and stochastic process. First, we test for normal and IID. Second, we test for nonlinearity. Then we applied best fit stochastic model. We test chaotic process in the residual of...

Persistent link: https://www.econbiz.de/10012746653

“Luce problem” and discontinuity of Prelec’s function at p = 1

Harin, Alexander - Volkswirtschaftliche Fakultät, … - 2015

This short paper is devoted to two items: 1) An analysis of Prelec’s weighting function at the probability p = 1 is highlighted (this analysis was performed by R. Duncan Luce in two articles with Ragnar Steingrimsson and János Aczél and here is referred to as the “Luce problem”). 2) The...

Persistent link: https://www.econbiz.de/10011259321

The ruptures in the probability scale and some problems of modelling.

Harin, Alexander - In: Economics Bulletin 30 (2010) 2, pp. 18-18

The report, that has been presented on the Third International Conference on Mathematical Modelling of Social and Economical Dynamics MMSED-2010, is devoted to applications of the modern achievements of probability theory to economics. The "four-fold-pattern" paradox is used as an example of...

Persistent link: https://www.econbiz.de/10010835965

Arrangement infringement possibility approach: some economic features of large-scale events

Harin, Alexander - In: Economics Bulletin 28 (2004) 11, pp. 0-0

The definition of an arrangement infringement has been given. Several characteristics of hurricanes as large-scale events and the objectives for the first stages of an insurance data analysis have been sketched out. Scale hypotheses, insurance and investment problems have been formulated. The...

Persistent link: https://www.econbiz.de/10010836071

Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events

Harin, Alexander - EconWPA - 2004

The definition of arrangement infringement has been given. Several characteristics of hurricanes as large-scale events and objectives for the first stages of insurance data analysis have been sketched out. Scale hypotheses, insurance and investment problems have been formulated.

Persistent link: https://www.econbiz.de/10005124993

Editorial Policy and Editorial, to appear at the front of the first issue of the new Cambridge University Press journal, Macroeconomic Dynamics.

Barnett, William A. - EconWPA - 1997

This statement outlines the objectives and policies of the new journal, Macroeconomic Dynamics, which is dedicated to the advancement of macroeconomics as a science. This Editorial is to appear at the front of the first issue of that journal and is copyright by Cambridge University Press.

Persistent link: https://www.econbiz.de/10005126416

1
2
3
4
5
6
7
8
9
10
Next
Last