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Empirical prediction intervals revisited

Lee, Yun Shin; Scholtes, Stefan - In: International journal of forecasting 30 (2014) 2, pp. 217-234

Persistent link: https://www.econbiz.de/10010510948

The robustness of estimatiors in structural credit loss distributions

Batiz-Zuk, Enrique; Christodoulakis, George A.; Poon, … - In: The journal of credit risk : published quarterly by … 11 (2015) 2, pp. 67-97

Persistent link: https://www.econbiz.de/10011298505

Bayesian estimation of non-Gaussian stochastic volatility models

Elabed, Asma Graja; Masmoudi, Afif - In: Journal of mathematical finance 4 (2014) 2, pp. 95-103

Persistent link: https://www.econbiz.de/10010380909

A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction

Te, Bao; Diks, Cees G. H.; Li, Hao - In: Economic modelling 68 (2018), pp. 611-621

Persistent link: https://www.econbiz.de/10011936164

Source of the multifractality in exchange markets : multifractal detrended fluctuations analysis

Günay, Samet - In: Journal of business & economics research 12 (2014) 4, pp. 371-384

Persistent link: https://www.econbiz.de/10010432137

Multifractality in finance : a deep understanding and review of Mandelbrot's MMAR

Maglione, Federico - 2015

Persistent link: https://www.econbiz.de/10011632222

Could noise spectra of strange attractors better explain wealth and income inequalities? : evidence from the S&P-500 index

Dominique, Charlemagne René - In: Modern economy 9 (2018) 3, pp. 449-462

Persistent link: https://www.econbiz.de/10011870447

The core in the presence of externalities

Kóczy, Lásló À. - 2002

We generalise the coalition structure core to partition function games. Our definition relies only on one crucial assumption, namely that there is some internal consistency in the game: residuals of the deviation play a game similar to the initial one, and – whenever this is possible – they...

Persistent link: https://www.econbiz.de/10011596414