Narrow search
Showing 1 - 10 of 210
Cover Image
Robust second order accurate inference for generalized linear models
Lô, Serigne N. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003335758
Cover Image
Robust small sample accurate inference in moment condition models
Lô, Serigne N. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003335766
Cover Image
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole; Boyle, Phelim P. - In: The European journal of finance 17 (2011) 3/4, pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
Cover Image
Disentangling preferences and learning in brand choice models
Shin, Sangwoo; Misra, Sanjog; Horsky, Dan - In: Marketing science : the marketing journal of the … 31 (2012) 1, pp. 115-137
Persistent link: https://www.econbiz.de/10009511625
Cover Image
Modelling the risk–return relation for the S&P 100 : the role of VIX
Kanas, Angelos - In: Economic modelling 29 (2012) 3, pp. 795-809
Persistent link: https://www.econbiz.de/10009545514
Cover Image
A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models
Scott, Alexandre; Metzler, Adam - In: Insurance / Mathematics & economics 64 (2015), pp. 279-293
Persistent link: https://www.econbiz.de/10011398073
Cover Image
Prediction of stock price movement using continuous time models
Sonono, Masimba E.; Mashele, Hopolang P. - In: Journal of mathematical finance 5 (2015) 2, pp. 178-191
Persistent link: https://www.econbiz.de/10011398992
Cover Image
Evaluating the accuracy of value-at-risk forecasts : new multilevel tests
Leccadito, Arturo; Boffelli, Simona; Urga, Giovanni - In: International journal of forecasting 30 (2014) 2, pp. 206-216
Persistent link: https://www.econbiz.de/10010510949
Cover Image
A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Arvanitis, Stelios; Dēmos, Antōnēs A. - In: The econometrics journal 18 (2015) 2, pp. 200-241
Persistent link: https://www.econbiz.de/10011378482
Cover Image
Some exact tests for manifest properties of latent trait models
Gooijer, Jan G. de; Yuan, Ao - 2010 - Version 23 April 2010
Item response theory is one of the modern test theories with applications in educational and psychological testing. Recent developments made it possible to characterize some desired properties in terms of a collection of manifest ones, so that hypothesis tests on these traits can, in principle,...
Persistent link: https://www.econbiz.de/10011380175