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Continuous time Wishart process for stochastic risk
Gouriéroux, Christian - In: Econometric reviews 25 (2006) 2/3, pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
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The influence of gender on travel risk perceptions, safety, and travel intentions
Reisinger, Yvette; Crotts, John C. - In: Tourism analysis : an interdisciplinary tourism & … 14 (2009) 6, pp. 793-807
Persistent link: https://www.econbiz.de/10003974192
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How does the stock market respond to chemical disasters?
Capelle-Blancard, Gunther; Laguna, Marie-Aude - In: Journal of environmental economics and management : … 59 (2010) 2, pp. 192-205
Persistent link: https://www.econbiz.de/10003952000
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Redlining or risk? : a spatial analysis of auto insurance rates in Los Angeles
Ong, Paul M.; Stoll, Michael A. - In: Journal of policy analysis and management : the journal … 26 (2007) 4, pp. 811-829
Persistent link: https://www.econbiz.de/10003565385
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Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael; Hoti, Suhejla; Chan, Felix - In: Econometric reviews 28 (2009) 5, pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
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Modelling, estimation and visualization of multivariate dependence for high-frequency data
Brodin, Erik; Klüppelberg, Claudia - In: Statistical modelling and regression structures : …, (pp. 267-300). 2010
Persistent link: https://www.econbiz.de/10003964488
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Multivariate forecasting of a commodity portfolio : application to cattle feeding margins and risk
Tonsor, Glynn T.; Schroeder, Ted C. - In: Applied economics 43 (2011) 10/12, pp. 1329-1339
Persistent link: https://www.econbiz.de/10009239426
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A directional multivariate value at risk
Torres, Raúl; Lillo, Rosa E.; Laniado, Henry - In: Insurance / Mathematics & economics 65 (2015), pp. 111-123
Persistent link: https://www.econbiz.de/10011422886
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TQM and environmental uncertainty levels : profiles, fit, and firm performance
Ng, Stephen C. H.; Rungtusanatham, Johnny M.; Zhao, Xiande - In: International journal of production research 53 (2015) 14, pp. 4266-4286
Persistent link: https://www.econbiz.de/10011302779
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The non-parametric identification of the mixed proportional hazards competing risks model
Abbring, Jaap H.; Berg, Gerard J. van den - 2000
We prove identification of dependent competing risks models in which each risk has a mixed proportional hazard specification with regressors, and the risks are dependent by way of the unobserved heterogeneity, or frailty, components. We show that the conditions for non-parametric identification...
Persistent link: https://www.econbiz.de/10011303866