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Minimum Disparity Estimator in Continuous Time Stochastic Volatility Model
Li, Ziliang - 2010
In the study of finance, likelihood based or moment based methods are frequently used to estimate parameters for various kinds of models given the sampled return data. While the former method is not robust, the latter one suffers from loss of efficiency and high noise-to-signal ratio in the...
Persistent link: https://www.econbiz.de/10009450777
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Two statistical problems related to credit scoring / Tanja de la Rey.
De la Rey, Tanja - 2007
This thesis focuses on two statistical problems related to credit scoring. In credit scoring of individuals, two classes are distinguished, namely low and high risk individuals (the so-called "good" and "bad" risk classes). Firstly, we suggest a measure which may be used to study the nature of a...
Persistent link: https://www.econbiz.de/10009455950
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Parameter Estimation for the Lognormal Distribution
Ginos, Brenda Faith 1986- - 2009
The lognormal distribution is useful in modeling continuous random variables which are greater than or equal to zero. Example scenarios in which the lognormal distribution is used include, among many others: in medicine, latent periods of infectious diseases; in environmental science, the...
Persistent link: https://www.econbiz.de/10009457140
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Parameter Estimation for the Beta Distribution
Owen,Claire Elayne Bangerter 1984- - 2008
The beta distribution is useful in modeling continuous random variables that lie between 0 and 1, such as proportions and percentages. The beta distribution takes on many different shapes and may be described by two shape parameters, alpha and beta, that can be difficult to estimate. Maximum...
Persistent link: https://www.econbiz.de/10009457237
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Measuring Nonstationary Cycles: a Time-Deformation Approach
Movchan, Oleksandr Victorovich - 2009
This dissertation consists of three essays on modeling and parameter estimation for covariance non-stationary processes. The first essay considers the non-linear deformation of time scale for G(lambda)-stationary processes developed by Jiang, Gray and Woodward [2006]. After the appropriate...
Persistent link: https://www.econbiz.de/10009431199
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The analysis of influence of leaving examination on the result of admission test to faculty of management
Bartošová, Jitka - 2012
All applicants that want to study at the University of economics, the Faculty of Management in Jindřichův Hradec have to be successfully graduated from high school. The preparation for leaving examination in certain subject at high school is at the same time the preparation for admission test....
Persistent link: https://www.econbiz.de/10011315963
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Panel studies of new venture creation: a methods-focused review and suggestions for future research
Davidsson, Per; Gordon, Scott R. - 2011
Longitudinal panel studies of large, random samples of business start-ups captured at the pre-operational stage allow …
Persistent link: https://www.econbiz.de/10009438227
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Linking public issues with private troubles : panel studies in developing countries
Harpham, Trudy; Huttly, Sharon; WIlson, Ian; de Wet, Thea - 2002
In the developed world the importance of evidence-based policy is increasingly recognised. Panel studies – a long … gather information about the same people or communities over a number of years. Panel studies distinguish between transitory … starting panel studies. This paper identifies challenges that arise in panel studies and shows possible ways to address them …
Persistent link: https://www.econbiz.de/10009441485
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Dynamics of Small Business Internationalisation. A European Panel study
Havnes, Per-Anders - 2000
first where longitudinal data is available for studying the process of internationalisation. The data comes from a panel …-95. Around 47% of the enterprises in the panel exhibit development of their export quotas which can be explained by an …
Persistent link: https://www.econbiz.de/10009465925
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Innovation in Business Groups
Belenzon, Sharon - 2010
Using novel data on European firms, this paper investigates the relationship between business groups and innovation. Controlling for various firm characteristics, we find that group affiliates are more innovative than standalones. We examine several hypotheses to explain this finding, focusing...
Persistent link: https://www.econbiz.de/10009475397