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Taking a second chance : entrepreneurial restarters in Germany
Wagner, Joachim - 2002
business today. The determinants of such a restart are investigated econometrically. It turns out that both individual and …
Persistent link: https://www.econbiz.de/10011405814
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Random dynamical systems: a review
Bhattacharya, Rabi; Majumdar, Mukul - In: Economic Theory 23 (2003) 1, pp. 13-38
This paper provides a review of some results on the stability of random dynamical systems and indicates a number of applications to stochastic growth models, linear and non-linear time series models, statistical estimation of invariant distributions, and random iterations of quadratic maps....
Persistent link: https://www.econbiz.de/10005155392
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Empirical evidence of lumping and splitting : expert ratings' effect on wine prices
Gokcekus, Omer; Gokcekus, Samin - In: Wine Economics and Policy 8 (2019) 2, pp. 171-179
salient stimuli. In many cases, we partake in the process of "lumping" and "splitting," where similar items are lumped … together, while dissimilar items are split apart in an exaggerated manner. To test whether or not lumping and splitting plays a …
Persistent link: https://www.econbiz.de/10012139199
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Volatility and the hedging effectiveness of China fuel oil futures
Chen, Wei; Ford, James L. - 2010
Persistent link: https://www.econbiz.de/10009374212
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Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema; Korn, Ralf; Desmettre, Sascha - In: The journal of computational finance 23 (2019) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
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A new S.D.E. and instantaneous mean reversion rate formula (presented via a numerical empirical model comparison)
Rabinovitz, Yedidya - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-22
Persistent link: https://www.econbiz.de/10011778269
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Risk estimation via regression
Broadie, Mark; Du, Yiping; Moallemi, Ciamac C. - In: Operations research 63 (2015) 5, pp. 1077-1097
Persistent link: https://www.econbiz.de/10011397803
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Decomposing portfolio value-at-risk : a general analysis
Hallerbach, Winfried G. - 1999 - This rev.: May 10, 1999
the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …
Persistent link: https://www.econbiz.de/10011301159
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An estimation of worker and firm effects with censored data
González de San Román, Ainara; Rebollo-Sanz, Yolanda F. - 2014
In this paper, the authors develop a new estimation method that is suitable for censored models with two high-dimensional fixed effects and that is based on a sequence of least squares regressions, yielding significant savings in computing time and hence making it applicable to frameworks in...
Persistent link: https://www.econbiz.de/10010373786
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Estimating gender wage gaps : a data update
McDonald, Judith Ann; Thornton, Robert J. - In: The journal of economic education 47 (2016) 2, pp. 140-141
Persistent link: https://www.econbiz.de/10011517078