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Information model inference from asset price dynamics
Owens, John P. - 2003
Persistent link: https://www.econbiz.de/10003385454
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Informational separability and entropy
Tian, Jianrong - In: Journal of economic theory : JET 216 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10015067007
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Testing for asymmetric dependence
Manner, Hans - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10009514125
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Autoregressive conditional duration models in finance : a survey of the theoretical and empirical literature
Pacurar, Maria - In: Journal of economic surveys 22 (2008) 4, pp. 711-751
Persistent link: https://www.econbiz.de/10003748679
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Test design under falsification
Perez-Richet, Eduardo; Skreta, Basilikē - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 3, pp. 1109-1142
Persistent link: https://www.econbiz.de/10013279527
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A structural model of dynamic market timing
Detemple, Jérôme B.; Rindisbacher, Marcel - In: The review of financial studies 26 (2013) 10, pp. 2492-2547
Persistent link: https://www.econbiz.de/10010207251
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Test design under falsification
Skreta, Basilikē; Perez-Richet, Eduardo - 2021
Persistent link: https://www.econbiz.de/10012395695
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Essays in econometrics
Spindler, Martin - 2012
Persistent link: https://www.econbiz.de/10009619946
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Econometrics of the Basu Asymmetric Timeliness Coefficient and Accounting Conservatism
Ball, Ray - 2013
A substantial literature investigates conditional conservatism, defined as asymmetric accounting recognition of economic shocks ("news"), and how it depends on various market, political, and institutional variables. Studies typically assume the Basu [1997] asymmetric timeliness coefficient (the...
Persistent link: https://www.econbiz.de/10013072423
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Econometrics of the Basu Asymmetric Timeliness Coefficient and Accounting Conservatism
Ball, Ray - 2013
A substantial literature investigates conditional conservatism, defined as asymmetric accounting recognition of economic shocks (“news”), and how it depends on various market, political and institutional variables. Studies typically assume the Basu (1997) asymmetric timeliness coefficient...
Persistent link: https://www.econbiz.de/10013078289