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Modern econometric analysis : theory and applications
Okimoto, Tatsuyoshi - 2005
Persistent link: https://www.econbiz.de/10003905688
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A copula approach to test asymmetric information with applications to predictive modeling
Shi, Peng; Valdez, Emiliano - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 226-239
Persistent link: https://www.econbiz.de/10009242030
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A Copula Approach to Test Asymmetric Information with Applications to Predictive Modeling
Shi, Peng; Valdez, Emiliano A. - 2011
In this article, we provide an alternative evidence of asymmetric information in automobile insurance based on a copula model. We use the Frank’s copula to jointly model the type of policy coverage chosen and the number of accidents, with the dependence parameter providing for evidence of the...
Persistent link: https://www.econbiz.de/10014191732
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Commodity market financialization, herding and signals : an asymmetric GARCH R-vine copula approach
Qin, Xiao; Yan, Meilan; Zhang, Dalu - In: International review of financial analysis 89 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014466342
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Contracts with endogenous information
Szalay, Dezső - In: Games and economic behavior 65 (2009) 2, pp. 586-625
Persistent link: https://www.econbiz.de/10003841179
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Nonparametric testing for asymmetric information
Su, Liangjun; Spindler, Martin - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 208-225
Persistent link: https://www.econbiz.de/10009754004
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Modelling the impacts of market activity on bid-ask spreads in the option market
Young-Hye, Cho; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10001366194
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The Nash bargaining two-tier stochastic frontier model
Papadopoulos, Alecos - In: Essays in honor of Subal Kumbhakar, (pp. 439-476). 2024
Persistent link: https://www.econbiz.de/10014560624
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Sellers honesty and product line pricing
Jing, Bing - In: Quantitative marketing and economics : QME 9 (2011) 4, pp. 403-427
Persistent link: https://www.econbiz.de/10009511983
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Estimating models with dispersed information
Melosi, Leonardo - In: American economic journal : a journal of the American … 6 (2014) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010245303