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The challenge of quantifying and modelling risk elements within collaborative infrastructures

Lever, Kristy E.; Kifayat, Kashif - In: International journal of risk assessment and management … 19 (2016) 3, pp. 167-193

Persistent link: https://www.econbiz.de/10011625411

Robustness and convergence in the Lee-Carter model with cohort effects

Hunt, Andrew; Villegas, Andrés M. - In: Insurance / Mathematics & economics 64 (2015), pp. 186-202

Persistent link: https://www.econbiz.de/10011398002

Dynamic asset allocation with ambiguous return predictability

Chen, Hui; Ju, Nengjiu; Miao, Jianjun - In: Review of economic dynamics 17 (2014) 4, pp. 799-823

Persistent link: https://www.econbiz.de/10011281431

Four types of ignorance

Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of monetary economics 69 (2015), pp. 97-113

Persistent link: https://www.econbiz.de/10011326677

A comparison of spatial error models through Monte Carlo experiments

Kato, Takafumi - In: Economic modelling 30 (2013), pp. 743-753

Persistent link: https://www.econbiz.de/10009708804

A robust approach to risk aversion

Bommier, Antoine; Le Grand, François - 2013

Sargent (1995) in their robustness analysis is the only one that fulfills these properties. The paper therefore suggests a …

Persistent link: https://www.econbiz.de/10009721838

Modelling robustness for manufacturing processes : a critical review

Mondal, S. C.; Ray, P. K.; Maiti, J. - In: International journal of production research 52 (2014) 2, pp. 521-538

Persistent link: https://www.econbiz.de/10010249786

Robustness checks and robustness tests in applied economics

Lu, Xun; White, Halbert - In: Journal of econometrics 178 (2014) 1, pp. 194-206

Persistent link: https://www.econbiz.de/10010255444

Model uncertainty and intertemporal tax smoothing

Luo, Yulei; Nie, Jun; Young, Eric R. - In: Journal of economic dynamics & control 45 (2014), pp. 289-314

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Forecast combination under heavy-tailed errors

Cheng, Gang; Wang, Sicong; Yang, Yuhong - In: Econometrics : open access journal 3 (2015) 4, pp. 797-824

Forecast combination has been proven to be a very important technique to obtain accurate predictions for various applications in economics, finance, marketing and many other areas. In many applications, forecast errors exhibit heavy-tailed behaviors for various reasons. Unfortunately, to our...

Persistent link: https://www.econbiz.de/10011411497