Narrow search
Showing 1 - 10 of 30,030
Cover Image
Stochastic frontier analysis by means of maximum likelihood and the method of moments
Behr, Andreas (contributor); Tente, Sebastian (contributor) - 2008
of the parametric assumptions. But simulation results obtained for the half normal model indicate that a method of … not strongly dominating noise (Coelli, 1995). In this paper we provide detailed simulation results comparing the two … estimation approaches for both the half-normal and the exponential approach to inefficiency. Based on the simulation results we …
Persistent link: https://www.econbiz.de/10003794513
Cover Image
A new energy model to capture the behavior of energy price processes
Xu, Weijun; Sun, Qi; Xiao, Weilin - In: Economic modelling 29 (2012) 5, pp. 1585-1591
Persistent link: https://www.econbiz.de/10009667202
Cover Image
Stochastische Unternehmensmodelle als Kern innovativer Ratingsysteme
Blum, Ulrich; Gleißner, Werner; Leibbrand, Frank - 2005
and a stochastic simulation model of enterprise development. The results show that the method used is superior to …
Persistent link: https://www.econbiz.de/10003243385
Cover Image
Stochastische Unternehmensmodelle als Kern innovativer Ratingsysteme
Blum, Ulrich; Gleißner, Werner; Leibbrand, Frank - 2005
Persistent link: https://www.econbiz.de/10003243404
Cover Image
Simulated likelihood estimation of the normal-gamma stochastic frontier function
Greene, William H. - In: Journal of productivity analysis 19 (2003) 2/3, pp. 179-190
Persistent link: https://www.econbiz.de/10001764151
Cover Image
Dynamic stochastic analysis of a small open economy
Mendoza, Enrique G. - 1989 - [Mikrofiche-Ausg.]
Persistent link: https://www.econbiz.de/10000985102
Cover Image
Omitted variable tests and dynamic specification : an application to demand homogeneity
Schmolck, Björn - 1999
Persistent link: https://www.econbiz.de/10001417974
Cover Image
Strategic Asset Allocation Considerations for German Pension Insurance Funds : Theoretical Analysis and Empirical Evidence - Applying Stochastic Time Series Simulations and Dynamic...
Hertrich, Christian - 2011
Our research project analyses the suitability of social responsible investments (SRI) and alternative asset classes (in particular commodities, hedge fund in-vestments, high-yield bonds) for the portfolio management of German Pension Insurance Funds (Pensionskassen), the largest external...
Persistent link: https://www.econbiz.de/10013120648
Cover Image
SFA robustness to violated distributional assumptions : theory, simulations and empirical evidence
Bělín, Matěj; Hanousek, Jan - In: Applied economics 53 (2021) 39, pp. 4544-4559
Persistent link: https://www.econbiz.de/10012609835
Cover Image
Forecasting stochastic volatility characteristics for the financial fossil oil market densities
Solibakke, Per Bjarte - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-17
This paper builds and implements multifactor stochastic volatility models for the international oil/energy markets (Brent oil and WTI oil) for the period 2011-2021. The main objective is to make step ahead volatility predictions for the front month contracts followed by an implication discussion...
Persistent link: https://www.econbiz.de/10012794710