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What does the financial market pricing do? : a simulation analysis with a view to systemic volatility, exuberance and vagary
Biondi, Yuri; Righi, Simone - In: Journal of economic interaction and coordination : JEIC 11 (2016) 2, pp. 175-203
Persistent link: https://www.econbiz.de/10011700962
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Order flow information and spot rate dynamics
Evans, Martin D. D.; Rime, Dagfinn - In: Journal of international money and finance 69 (2016), pp. 45-68
Persistent link: https://www.econbiz.de/10011711887
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Multiple subscriptions of mobile telephony : explaining the diffusion pattern using sampling data
Annafari, Mohammad Tsani - In: Telecommunications policy : the international journal … 37 (2013) 10, pp. 930-939
Persistent link: https://www.econbiz.de/10010353749
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Estimating regional differences in returns to education when schooling and location are determined endogenously
Suhonen, Tuomo; Pehkonen, Jaakko; Tervo, Hannu - 2010
While the growing supply of university skills is known to have agglomerated towards the large centers in Finland, there is no research knowledge available on the development of regional demands. This paper attempts to fill this gap by analyzing regional variation in the private-sector return to...
Persistent link: https://www.econbiz.de/10011570009
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Model-selection tests for complex survey samples
Rahmani, Iraj; Wooldridge, Jeffrey M. - In: The econometrics of complex survey data : theory and …, (pp. 109-135). 2019
Persistent link: https://www.econbiz.de/10012104614
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Nearest neighbor imputation for general parameter estimation in survey sampling
Yang, Shu; Kim, Jae Kwang - In: The econometrics of complex survey data : theory and …, (pp. 209-234). 2019
Persistent link: https://www.econbiz.de/10012104619
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Robust inference in time-varying structural VAR models : the DC-cholesky multivariate stochastic volatility model
Hartwig, Benny - 2020
Cholesky multivariate stochastic volatility model. It establishes that systematically different dynamic restrictions are … divergent when volatility clusters idiosyncratically. It is illustrated that this property is important for empirical … multivariate stochastic volatility model is proposed as a robust alternative. …
Persistent link: https://www.econbiz.de/10012424283
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Three non-Gaussian models of dependence in returns
Madan, Dilip B. - In: Advanced modelling in mathematical finance : in honour …, (pp. 107-130). 2016
Persistent link: https://www.econbiz.de/10011800343
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Monitoring the foreign exchange rate benchmark fix
Jahanshahloo, Hossein; Cai, Charlie X. - In: The European journal of finance 25 (2019) 7, pp. 670-688
Persistent link: https://www.econbiz.de/10012207023
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Reporting delays and the information content of off-market trades
Frino, Alex; Galati, Luca; Gerace, Dionigi - In: The journal of futures markets 42 (2022) 11, pp. 2053-2067
Persistent link: https://www.econbiz.de/10013465864