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Nonmarket valuation under preference uncertainty : econometric models and estimation
Hanemann, W. Michael; Kriström, Bengt; Li, Chuan-Zhong - 1996
Persistent link: https://www.econbiz.de/10000954350
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Occupational choice under uncertainty
Siow, Aloysius - 1981
Persistent link: https://www.econbiz.de/10011471877
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On the accuracy of VaR estimates based on the variance-covariance approach
Dave, Rakhal D. - In: Risk measurement, econometrics and neural networks : …, (pp. 189-232). 1998
Persistent link: https://www.econbiz.de/10001305354
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Basics of statistical VaR-estimation
Ridder, Thomas - In: Risk measurement, econometrics and neural networks : …, (pp. 161-187). 1998
Persistent link: https://www.econbiz.de/10001305355
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Uncertainty and volatility in stock prices
Ackert, Lucy F. - In: Journal of economics & business 46 (1994) 4, pp. 239-253
Persistent link: https://www.econbiz.de/10001172848
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Value at risk for a mixture of normal distributions : the use of quasi-Bayesian estimation techniques
Venkataraman, Subu - In: Economic perspectives 21 (1997) 2, pp. 2-13
Persistent link: https://www.econbiz.de/10001218351
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Estimating the marginal contribution of adjustable rate mortgage selection to termination probabilities in a nested model
Capone, Charles A. <jun.>; Cunningham, Donald F. - In: The journal of real estate finance and economics 5 (1992) 4, pp. 333-357
Persistent link: https://www.econbiz.de/10001159407
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The empirical minimum-variance hedge
Lence, Sergio H. - In: American journal of agricultural economics 76 (1994) 1, pp. 94-104
Persistent link: https://www.econbiz.de/10001165895
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Empirical evaluation of overspecified asset pricing models
Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - 2017
Persistent link: https://www.econbiz.de/10011686422
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Empirical evaluation of overspecified asset pricing models
Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - 2017
Persistent link: https://www.econbiz.de/10011708502