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Hedging time-varying downside risk
Lien, Da-hsiang Donald - In: The journal of futures markets 18 (1998) 6, pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
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How can investors build a better portfolio in small open economies? : evidence from Asia’s Four Little Dragons
Dong, Xiyong; Li, Changhong; Yoon, Seong-min - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013186604
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The relationships between real estate price and expected financial asset risk and return : theory and empirical evidence
Fan, Gang-zhi; Huszár, Zsuzsa R.; Zhang, Weina - In: The journal of real estate finance and economics 46 (2013) 4, pp. 568-595
Persistent link: https://www.econbiz.de/10009750329
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The Relationships between Real Estate Price and Expected Financial Asset Risk and Return : Theory and Empirical Evidence
Fan, Gang-Zhi - 2013
In pricing real estate with indifference pricing approach, market incompleteness is shown to significantly alter the conventional pricing relationships between real estate and financial asset. Specifically, we focus on the pricing implication of market comovement because comovement tends to be...
Persistent link: https://www.econbiz.de/10013084932
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The Relationships between Real Estate Price and Expected Financial Asset Risk and Return : Theory and Empirical Evidence
Fan, Gang-Zhi - 2017
In pricing real estate with indifference pricing approach, market incompleteness significantly distorts the conventional pricing relationships between real estate and financial asset. In this paper, we focus on the pricing implication of market comovement because comovement tends to be stronger...
Persistent link: https://www.econbiz.de/10012976810
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Two New Zealand pioneer econometricians
Phillips, Peter C. B. - In: New Zealand economic papers 44 (2010) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10008778657
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Two New Zealand pioneer econometricians
Phillips, Peter C. B. - 2010
Persistent link: https://www.econbiz.de/10003925718
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Approaches to modelling prices at the Reserve Bank of New Zealand
Beaumont, Craig; Cassino, Vincenzo; Mayes, David G. - 1994
Persistent link: https://www.econbiz.de/10000913236
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Two New Zealand Pioneer Econometricians
Phillips, Peter C. B. - 2010
Two distinguished New Zealanders pioneered some of the foundations of modern econometrics. Alec Aitken, one of the most … linear regression, generalized least squares (GLS) estimation, algorithms for Hodrick Prescott (HP) style data smoothing (six … decades before their use in economics), and statistical estimation theory leading to the Cramér Rao bound. Rex Bergstrom …
Persistent link: https://www.econbiz.de/10013148981
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Two approaches to reasoning from evidence or what econometrics can learn from biomedical research
Reiss, Julian - In: The journal of economic methodology 22 (2015) 3, pp. 373-390
Persistent link: https://www.econbiz.de/10011386636