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Entrance times of random walks : with applications to pension fund modeling
Fiig Jarner, Søren; Tolver Kronborg, Morten - In: Insurance / Mathematics & economics 67 (2016), pp. 1-20
Persistent link: https://www.econbiz.de/10011457142
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A study of excess volatility of gold and silver
Kayal, Parthajit; Maheswaran, S. - In: IIMB management review 33 (2021) 2, pp. 133-145
Persistent link: https://www.econbiz.de/10013205212
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Efficient rare-event simulation for multiple jump events in regularly varying random walks and compound poisson processes
Chen, Bohan; Blanchet, Jose; Rhee, Chang-Han; Zwart, Bert - In: Mathematics of operations research 44 (2019) 3, pp. 919-942
Persistent link: https://www.econbiz.de/10012105807
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Stochastic strategies for patrolling a terrain with a synchronized multi-robot system
Caraballo, Luis E.; Díaz-Báñez, José M.; … - In: European journal of operational research : EJOR 301 (2022) 3, pp. 1099-1116
Persistent link: https://www.econbiz.de/10013267819
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Could the virtual be similar to the real? : a first look from an efficient markets perspective
Yang, Ruoke - In: The quarterly journal of finance 3 (2013) 3/4, pp. 1-21
Persistent link: https://www.econbiz.de/10010389078
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Simulated maximum likelihood estimator for the random coefficient logit model using aggregate data
Park, Sungho; Gupta, Sachin - In: Journal of marketing research : JMR 46 (2009) 4, pp. 531-542
Persistent link: https://www.econbiz.de/10003872336
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Is the spurious regression problem spurious?
McCallum, Bennett T. - 2010
"So-called 'spurious regression' relationships between random-walk (or strongly autoregressive) variables are generally accompanied by clear signs of severe autocorrelation in their residuals. A conscientious researcher would therefore not end an investigation with such a result, but would...
Persistent link: https://www.econbiz.de/10003933920
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Is the spurious regression problem spurious?
McCallum, Bennett T. - In: Economics letters 107 (2010) 3, pp. 321-323
Persistent link: https://www.econbiz.de/10008648234
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Exploring longitudinal risk-return relationships
Andersen, Torben Juul; Bettis, Richard A. - In: Strategic management journal 36 (2015) 8, pp. 1135-1145
Persistent link: https://www.econbiz.de/10011398904
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On the modeling of financial time series
Kutergin, Aleksey; Filimonov, Vladimir - In: Financial econometrics and empirical market microstructure, (pp. 131-151). 2015
Persistent link: https://www.econbiz.de/10011326692