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Ullah, Aman (ed.); Giles, David E. A. (contributor) - 1998

Persistent link: https://www.econbiz.de/10013282228

Formelsammlung Wirtschaftsstatistik : Wissen kompakt für Studierende und Praktiker

Peren, Franz W. - 2022 - 5. Auflage

Statistische Zeichen und Symbole -- Deskriptive Statistik -- Induktive Statistik -- Wahrscheinlichkeitsrechnung … Deskriptive Statistik Verhältnis- und Indexzahlen Korrelationsanalyse Regressionsanalyse Induktive Statistik … Professor der Betriebswirtschaftslehre, insbesondere quantitative Methoden. Er lehrt Wirtschaftsmathematik, Wirtschaftsstatistik …

Persistent link: https://www.econbiz.de/10013368522

The Swaption Cube

Trolle, Anders B. - 2016

We infer conditional swap rate moments model independently from swaption cubes. Conditional volatility and skewness exhibit systematic variation across swap maturities and option expiries (conditional kurtosis less so), with conditional skewness sometimes changing sign. Conditional skewness...

Persistent link: https://www.econbiz.de/10013008774

The Cogarch : A Review, with News on Option Pricing and Statistical Inference

Klüppelberg, C. - 2010

Continuous time models have been elevated to great importance in the modelling of time series data, in response to the successful options pricing model of Black and Scholes (1973), among other things. In 2004, Kluppelberg, Lindner, and Maller introduced the “COGARCH” model as a...

Persistent link: https://www.econbiz.de/10013148836

A Bayesian approach for inference on probabilistic surveys

Del Negro, Marco; Casarin, Roberto; Bassetti, Federico - 2022

We propose a nonparametric Bayesian approach for conducting inference on probabilistic surveys. We use this approach to study whether U.S. Survey of Professional Forecasters density projections for output growth and inflation are consistent with the noisy rational expectations hypothesis. We...

Persistent link: https://www.econbiz.de/10013336345