Similar Search Results

An Akaike information criterion for multiple event mixture cure models

Dirick, Lore; Claeskens, Gerda; Baesens, Bart - 2014

Persistent link: https://www.econbiz.de/10010424191

Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility

Sushko, Stepan S. - 2021

Persistent link: https://www.econbiz.de/10012940057

An Akaike information criterion for multiple event mixture cure models

Dirick, Lore; Claeskens, Gerda; Baesens, Bart - In: European journal of operational research : EJOR 241 (2015) 2, pp. 449-457

Persistent link: https://www.econbiz.de/10010487981

On a class of hyper-Poisson and alternative hyper-Poisson distributions

Kumar, C. Satheesh; Nair, B. Unnikrishnan - In: Opsearch : journal of the Operational Research Society … 52 (2015) 1, pp. 86-100

Persistent link: https://www.econbiz.de/10011300191

On compound sums under dependence

Eryilmaz, Serkan - In: Insurance / Mathematics & economics 72 (2017), pp. 228-234

Persistent link: https://www.econbiz.de/10011694663

Goodness-of-fit tests for bivariate time series of counts

Hudecová, Šárka; Hušková, Marie; Meintanis, Simos G. - In: Econometrics : open access journal 9 (2021) 1/10, pp. 1-20

This article considers goodness-of-fit tests for bivariate INAR and bivariate Poisson autoregression models. The test statistics are based on an L2-type distance between two estimators of the probability generating function of the observations: one being entirely nonparametric and the second one...

Persistent link: https://www.econbiz.de/10012483304

Asset encumbrance, bank funding and fragility

Ahnert, Toni; Anand, Kartik; Gai, Prasanna; Chapman, James - 2017

investment funded by cheap long-term secured debt against the cost of greater fragility due to unsecured debt runs. We derive …

Persistent link: https://www.econbiz.de/10011978300

Runs, panics and bubbles : Diamond-Dybvig and Morris-Shin reconsidered

Smith, Eric; Shubik, Martin - In: Annals of finance 10 (2014) 4, pp. 603-622

Persistent link: https://www.econbiz.de/10010465002

Gates, fees, and preemptive runs

Cipriani, Marco; Martin, Antoine; McCabe, Patrick E.; … - 2014

intermediary to impose redemption fees or gates in a crisis - a form of suspension of convertibility - can lead to preemptive runs … intermediaries that are vulnerable to runs, such as money market funds, because the preemptive runs that can be caused by the …

Persistent link: https://www.econbiz.de/10010393213

Testing conditional asymmetry : a residual-based approach

Lambert, Philippe; Laurent, Sébastien; Veredas, David - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1229-1247

Persistent link: https://www.econbiz.de/10009655696

1
2
3
4
5
6
7
8
9
10
Next
Last