Narrow search
Showing 1 - 10 of 2,459
Cover Image
Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium
Verardi, Vincenzo; Wagner, Joachim - 2010
the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses … this, the detection of outliers and their appropriate treatment is often dealt with in a rather sloppy manner. One reason … the presence of outliers. Our paper intents to improve on this situation by presenting a highly robust method for …
Persistent link: https://www.econbiz.de/10010269751
Cover Image
Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium
Verardi, Vincenzo; Wagner, Joachim - 2010
the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses … this, the detection of outliers and their appropriate treatment is often dealt with in a rather sloppy manner. One reason … the presence of outliers. Our paper intents to improve on this situation by presenting a highly robust method for …
Persistent link: https://www.econbiz.de/10010286574
Cover Image
Outliers, GARCH-type models and risk measures : a comparison of several approaches
Grané, Aurea; Almeida, Helena Tenório Veiga de - In: Journal of empirical finance 26 (2014), pp. 26-40
Persistent link: https://www.econbiz.de/10010472010
Cover Image
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe; Hasim, Haslifah Mohamad - In: Quantitative finance 21 (2021) 11, pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Cover Image
Robust stochastic frontier analysis : a student's t-half normal model with application to highway maintenance costs in England
Wheat, Phill; Stead, Alexander D.; Greene, William H. - In: Journal of productivity analysis 51 (2019) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10012305579
Cover Image
A hybrid approach to the discrepancy in financial performance’s robustness
Arcidiacono, Sally Giuseppe; Rossello, Damiano - In: Operational research : an international journal 22 (2022) 5, pp. 5441-5476
Persistent link: https://www.econbiz.de/10013445626
Cover Image
Extreme Events : Robust Portfolio Construction in the Presence of Fat Tails
Kemp, Malcolm - 2011 - 2nd ed
Taking due account of extreme events when constructing portfolios of assets or liabilities is a key discipline for market professionals. Extreme events are a fact of life in how markets operate. In Extreme Events: Robust Portfolio Construction in the Presence of Fat Tails, leading expert Malcolm...
Persistent link: https://www.econbiz.de/10012676499
Cover Image
Spatial risk premium on weather derivatives and hedging weather exposure in electricity
Härdle, Wolfgang Karl; Osipenko, Maria - 2011
Due to dependency of energy demand on temperature, weather derivatives enable the effective hedging of temperature related fluctuations. However, temperature varies in space and time and therefore the contingent weather derivatives also vary. The spatial derivative price distribution involves a...
Persistent link: https://www.econbiz.de/10010319196
Cover Image
A nonparametric analysis of firm size, leverage and labour productivity distribution dynamics
Huynh, Kim P.; Jacho-Chávez, David T.; Petrunia, Robert J. - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 337-360
Persistent link: https://www.econbiz.de/10011286410
Cover Image
Heterogeneous beliefs and the Phillips curve
Meeks, Roland; Monti, Francesca - 2019
Persistent link: https://www.econbiz.de/10012201139