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Multivariate dependence modeling using copulas
Cardin, Marta; Manzi, Maddalena - Dipartimento di Matematica Applicata, Università Ca' … - 2008
various dependence properties. We present multivariate generalizations of this class studying symmetry and dependence concepts …
Persistent link: https://www.econbiz.de/10005076137
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Collusion, symmetry, and the Banzhaf value
Casajus, André - 2011
them are equivalent. Combined with the dummy player axiom, any of the collusion properties has strong symmetry implications …
Persistent link: https://www.econbiz.de/10010306844
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From Disorder to Order
Yue, Xiao-Guang; Cao, Yong; McAleer, Michael - 2015
In the physical sciences, order and disorder refer to the presence or absence of some symmetry or correlation in a many …
Persistent link: https://www.econbiz.de/10011403572
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Symmetric play in repeated allocation games
Kuzmics, Christoph; Palfrey, Thomas; Rogers, Brian W. - 2012
We study symmetric play in a class of repeated games when players are patient. We show that, while the use of symmetric strategy profiles essentially does not restrict the set of feasible payoffs, the set of equilibrium payoffs is an interesting proper subset of the feasible and individually...
Persistent link: https://www.econbiz.de/10010352851
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Is a night better than a day: Empirical evidence
Deshkovski, A.; Dzeshkovskaia, A. - In: Cogent Economics & Finance 2 (2014) 1, pp. 2-10
In this study, we analyze the portfolio allocation based on time asymmetry of stock characteristics. In particular, we analyzed the empirical data of changes in financial stock prices during the day period and during the night period and have found that characteristics such as mean and variance...
Persistent link: https://www.econbiz.de/10011559116
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Symmetry of evidence without evidence of symmetry
Epstein, Larry G.; Seo, Kyoungwon - In: Theoretical Economics 5 (2010) 3, pp. 313-368
approach." We argue that while exchangeability, interpreted as symmetry of evidence, is a weak assumption, when combined with …, and there is little evidence of symmetry, this implication of de Finetti's hypotheses is not intuitive. This motivates our …
Persistent link: https://www.econbiz.de/10011599431
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Monotonic redistribution of performance-based allocations: a case for proportional taxation
Casajus, André - In: Theoretical Economics 10 (2015) 3, pp. 887-892
Within a simple setup, we show that proportional taxation is implied by three properties: efficiency, symmetry, and … monotonicity. Efficiency: redistribution has no cost. Symmetry: members of the society with the same performance obtain the same …
Persistent link: https://www.econbiz.de/10011599557
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Synthetic control and inference
Hahn, Jinyong; Shi, Ruoyao - In: Econometrics 5 (2017) 4, pp. 1-12
Persistent link: https://www.econbiz.de/10011995200
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Multinary group identification
Cho, Wonki Jo; Ju, Biung-Ghi - In: Theoretical Economics 12 (2017) 2, pp. 513-531
axiom, together with symmetry and non-degeneracy, implies the liberal rule (each person self-determines her own membership …
Persistent link: https://www.econbiz.de/10012010076
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On the equivalence of large individualized and distributionalized games
Khan, Mohammed Ali; Rath, Kali P.; Yu, Haomiao; Zhang, … - In: Theoretical Economics 12 (2017) 2, pp. 533-554
The theory of large one-shot simultaneous-play games with a biosocial typology has been presented in both the individualized and distributionalized forms-large individualized games (LIG) and large distributionalized games (LDG), respectively. Using an example of an LDG with two actions and a...
Persistent link: https://www.econbiz.de/10012010077