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Folded Variance Estimators for Stationary Time Series
Antonini, Claudia - 2005
This thesis is concerned with simulation output analysis. In particular, we are inter-ested in estimating the variance parameter of a steady-state output process. The estimationof the variance parameter has immediate applications in problems involving (i) the precisionof the sample mean as a...
Persistent link: https://www.econbiz.de/10009476105
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Network effects, compatibility, and adoption of standards
Grajek, Michał - 2005
standard and international trade. The estimation results allow us to formulate some interesting policy conclusions. …
Persistent link: https://www.econbiz.de/10009467122
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Asymmetrische Effekte der Geldpolitik auf die Industrie in der Bundesrepublik Deutschland - eine Untersuchung auf Branchenebene
Hock, Thorsten - 2003
Die Arbeit setzt sich mit Unterschieden des geldpolitischen Transmissionsprozesses im Verarbeitenden Gewerbe der Bundesrepublik Deutschland auseinander. Dazu wird der Sektor nach der Systematik der BACH-Datenbank der europäischen Kommission in 10 Branchen eingeteilt. An eine kurze Betrachtung...
Persistent link: https://www.econbiz.de/10009433722
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The interdependence of financial markets - econometric modeling and estimation
Baur, Dirk - 2003
the first part where a new bivariate correlation estimator is introduced. This estimator is shown to be more flexible than … interdependencies (spillovers) and proposes a classification. An adequate estimation framework to investigate spillovers conditional on … the first part where a new bivariate correlation estimator is introduced. This estimator is shown to be more flexible than …
Persistent link: https://www.econbiz.de/10009475336
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Kreditportfoliomanagement - Die Bedeutung von Korrelationen für die Bewertung von Kreditausfallrisiken
Lipponer, Alexander - 2000
default correlations is implemented. A Monte-Carlosimulation tool is used to examine how this 'correlation effect' varieswith …
Persistent link: https://www.econbiz.de/10009476196
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Analytical and approximate variance of total project cost
Skitmore, Martin; Ng, S. Thomas - 2002
The statistical variance of total project cost is usually estimated by means of Monte Carlo simulation on the assumption that exact analytic approaches are too difficult. This paper tests that assumption and shows that, contrary to expectations, the analytic solution is relatively...
Persistent link: https://www.econbiz.de/10009437452
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An Insurance Approach to Risk Management in the Ethanol Industry
Paulson, Nicholas D.; Babcock, Bruce A.; Hart, Chad E.; … - 2008
The vast majority of crop and revenue insurance policies sold in the United States are single-crop policies that insure against low yields or revenues for each crop grown on the farm. But, increasingly, producer income is based more on the value of crops that have been converted into a...
Persistent link: https://www.econbiz.de/10009445759
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International market segmentation, and the CME Quanto Nikkei Future
Carverhill, Andrew; Schramm, Ronald - 2000
for the returns to the Vanilla contract, translated into dollars, and the dollar/Yen returns. This correlation is …
Persistent link: https://www.econbiz.de/10009472320
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UAB "DnB NORD investicijų valdymas" investicinių fondų rezultatų vertinimas ir prognozavimas
Barškėtienė, Toma - 2011
Finansų rinkų magistro baigiamojo darbo tema yra aktuali, kadangi Lietuvoje investiciniai fondai pradėjo savo veiklą tik 2003 m., kuomet LR Seimas priėmė kolektyvinio investavimo subjektų įstatymą. Investuotojų patirtis šioje srityje yra ganėtinai trumpa, gyventojų baimę investuoti...
Persistent link: https://www.econbiz.de/10009478502
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Testing procedures for detection of linear dependencies in efficiency models
Peyrache, A.; Coelli, T. - 2009
The validity of many efficiency measurement methods rely upon the assumption that variables such as input quantities and output mixes are independent of (or uncorrelated with) technical efficiency, however few studies have attempted to test these assumptions. In a recent paper, Wilson (2003)...
Persistent link: https://www.econbiz.de/10009448574