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Uncertainty aversion and dynamic consistency

Eichberger, Jürgen; Kelsey, David - 1994

Persistent link: https://www.econbiz.de/10000884593

Non-additive beliefs and game theory

Eichberger, Jürgen; Kelsey, David - 1994

Persistent link: https://www.econbiz.de/10000884597

Induced preferences and decision-making under risk and uncertainty

Kelsey, David; Milne, Frank - 1994

Persistent link: https://www.econbiz.de/10000141696

A more general measure of risk aversion when utility is state-dependent

Kelsey, David - 1989

Persistent link: https://www.econbiz.de/10000020684

Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?

Gupta, Rangan; Hammoudeh, Shawkat; Modise, Mampho P.; … - In: Journal of international financial markets, … 33 (2014), pp. 367-378

Persistent link: https://www.econbiz.de/10011299816

Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model

Nasr, Adnen Ben; Ajmi, Ahdi Noomen; Gupta, Rangan - In: Applied financial economics 24 (2014) 13/15, pp. 993-1004

Persistent link: https://www.econbiz.de/10010415355

Differentiating ambiguity : a comment

Eichberger, Jürgen (contributor); Grant, Simon (contributor) - 2006

Persistent link: https://www.econbiz.de/10003652996

Modeling and forecasting carbon dioxide emission allowance spot price volatility : multifractal vs. GARCH-type volatility models

Segnon, Mawuli; Lux, Thomas; Gupta, Rangan - 2015

This paper applies Markov-switching multifractal (MSM) processes to model and forecast carbon dioxide (CO2) emission price volatility, and compares their forecasting performance to the standard GARCH, fractionally integrated GARCH (FIGARCH) and the two-state Markov-switching GARCH (MS-GARCH)...

Persistent link: https://www.econbiz.de/10011296114

Ambiguity in partnerships

Kelsey, David; Spanjers, Willy - In: The economic journal : the journal of the Royal … 114 (2004) 497, pp. 528-546

Persistent link: https://www.econbiz.de/10002138781

Uncertainty aversion and preference for randomisation

Eichberger, Jürgen - In: Journal of economic theory 71 (1996) 1, pp. 31-43

Persistent link: https://www.econbiz.de/10001209442