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Estimating the model for seasoned equity offering underpricing : application to the Chinese financial market
Chung, Chune Young; Liu, Chang - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1472-1480
Persistent link: https://www.econbiz.de/10011563542
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Model-based estimation in monetary policy inertia and it's another possibility
Cha, H. E.; Lim, Raymond Jay - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2077-2094
Persistent link: https://www.econbiz.de/10014533396
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Duration dependence in bull and bear stock marlets
Zhou, Haigang; Rigdon, Steven E. - In: Modern economy 2 (2011) 3, pp. 279-286
Persistent link: https://www.econbiz.de/10009532435
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Estimating and simulating Weibull models of risk or price durations : an application to ACD models
Allen, David E.; Kok Haur Ng; Peiris, Shelton - In: The North American journal of economics and finance : a … 25 (2013), pp. 214-225
Persistent link: https://www.econbiz.de/10009779281
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Distributional modeling of financial systemic risk and income data
Eckernkemper, Tobias - 2019
Persistent link: https://www.econbiz.de/10012021672
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Reliable real-time estimates of the euro-area output gap
Burlon, Lorenzo; D'Imperio, Paolo - In: Journal of macroeconomics 64 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012433559
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Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 249 (2016) 2, pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
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Identification versus misspecification in New Keynesian monetary policy models
Adolfson, Malin; Laséen, Stefan; Lindé, Jesper; … - In: European economic review : EER 113 (2019), pp. 225-246
Persistent link: https://www.econbiz.de/10012238032
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Estimation and optimisation of right-censored data in survival analysis by neural network
Azadeh, Mohammad Ali; Keramati, Abbas; Tolouei, Hazhir; … - In: International journal of business information systems : … 14 (2013) 3, pp. 322-334
Persistent link: https://www.econbiz.de/10010205068
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Alternative beta risk estimators in emerging markets : the case of Tunisia
Hasnaoui, Habib - In: Journal of business and finance 2 (2014) 1, pp. 57-64
In this paper, we use the sample selectivity model to estimate the systematic risk for Tunisian stocks. This approach is applied in the case of extreme thin trading where data are censored due to the presence of zero returns. The approach is a two-step procedure: a selectivity component which...
Persistent link: https://www.econbiz.de/10010476354