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A comment on the bias of probabilities derived from betting odds and their use in measuring outcome uncertainty

Štrumbelj, Erik - In: Journal of sports economics 17 (2016) 1, pp. 12-26

Persistent link: https://www.econbiz.de/10011422895

The efficiency of top agents : an analysis through service strategy in tennis

Klaassen, Franc; Magnus, Jan R. - In: Journal of econometrics 148 (2009) 1, pp. 72-85

Persistent link: https://www.econbiz.de/10003813132

On determining probability forecasts from betting odds

Štrumbelj, Erik - In: International journal of forecasting 30 (2014) 4, pp. 934-943

Persistent link: https://www.econbiz.de/10010517776

Two universal, probabilistic measures of competitive imbalance

McGee, M. Kevin - In: Applied economics 48 (2016) 31/33, pp. 2883-2894

Persistent link: https://www.econbiz.de/10011614141

Probabilistic transitivity in sports

Tiwisina, Johannes; Külpmann, Philipp - In: Computers & operations research : and their … 112 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10012109196

A Markov chain model for forecasting results of mixed martial arts contests

Holmes, Benjamin; McHale, Ian; Żychaluk, Kamila - In: International journal of forecasting 39 (2023) 2, pp. 623-640

Persistent link: https://www.econbiz.de/10014465075

An application of stochastic dominances in sports analytics

Fernández-Ponce, J. M.; Rodríguez-Griñolo, M. R.; … - In: Estudios de economía aplicada : revista promovida por … 40 (2022) 1, pp. 9-23

Persistent link: https://www.econbiz.de/10014229739

Recovering the most entropic copulas from preliminary knowledge of dependence

Chu, Ba; Satchell, Stephen - In: Econometrics : open access journal 4 (2016) 2, pp. 1-21

This paper provides a new approach to recover relative entropy measures of contemporaneous dependence from limited information by constructing the most entropic copula (MEC) and its canonical form, namely the most entropic canonical copula (MECC). The MECC can effectively be obtained by...

Persistent link: https://www.econbiz.de/10011505976

Selected techniques of detecting structural breaks in financial volatility

Stawiarski, Bartosz - In: E-Finanse : finansowy kwartalnik internetowy 11 (2015) 1, pp. 32-43

We investigate several promising algorithms, proposed in literature, devised to detect sudden changes (structural breaks) in the volatility of financial time series. Comparative study of three techniques: ICSS, NPCPM and Cheng's algorithm is carried out via numerical simulation in the case of...

Persistent link: https://www.econbiz.de/10011393264

Speculative bubbles and contagion : analysis of volatility's clusters during the DotCom bubble based on the dynamic conditional correlation model

Herwarth Kohn, Maximilian-Benedikt; Pereira, Pedro L. Valls - In: Cogent economics & finance 5 (2017) 1, pp. 1-28

Reviewing the definition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom bubble in American and European equity markets using the dynamic conditional correlation (DCC) model proposed as on one hand as an econometrics explanation and on the other...

Persistent link: https://www.econbiz.de/10011887512