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Measuring risks for consumers, firms, and investors in the digital economy

Alves Werb, Gabriela - 2020

Persistent link: https://www.econbiz.de/10012618693

Prognosemodelle zur Vorhersage der Fernsehnutzung : neuronale Netze, Tree-Modelle und klassische Statistik im Vergleich

Weber, René - 2000

Persistent link: https://www.econbiz.de/10001456495

Calibration of quantum decision theory, aversion to large losses and predictability of probabilistic choices

Vincent, Sabine; Jukalov, Vjačeslav I.; Kovalenko, Tatyana - 2016

We present the first calibration of quantum decision theory (QDT) to an empirical data set. The data comprise 91 …) the utility factor with a stochastic version of cumulative prospect theory (logit-CPT), and (b) the attraction factor with …

Persistent link: https://www.econbiz.de/10011516615

Prediction of financial downside-risk with heavy-tailed conditional distributions

Mittnik, Stefan; Paolella, Marc S. - 2003

The use of GARCH models with stable Paretian innovations in financial modeling has been recently suggested in the literature. This class of processes is attractive because it allows for conditional skewness and leptokurtosis of financial returns without ruling out normality. This contribution...

Persistent link: https://www.econbiz.de/10009765347