Similar Search Results

Estimation and inference of seller's expected revenue in first-price auctions

Zincenko, Federico - In: Journal of econometrics 241 (2024) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10015075143

An introduction to the structural econometrics of auction data

Paarsch, Harry J.; Hong, Han - 2006

Persistent link: https://www.econbiz.de/10013482044

The gold-silver spread : integration, cointegration, predictability, and ex-ante arbitrage

Wahab, Mamoud S. - In: The journal of futures markets 14 (1994) 6, pp. 709-756

Persistent link: https://www.econbiz.de/10001171297

Gold returns: Do business cycle asymmetries matter? : evidence from an international country sample

Apergēs, Nikolaos; Eleftheriou, Sophia - In: Economic modelling 57 (2016), pp. 164-170

Persistent link: https://www.econbiz.de/10011646877

Clarifying the response of gold return to financial indicators : an empirical comparative analysis using ordinary least squares, robust and quantile regressions

Miyazaki, Takashi - In: Journal of risk and financial management : JRFM 12 (2019) 1/33, pp. 1-18

In this study, I apply a quantile regression model to investigate how gold returns respond to changes in various … financial indicators. The model quantifies the asymmetric response of gold return in the tails of the distribution based on … the relationship between gold return and some key financial indicators changed three times throughout the sample period …

Persistent link: https://www.econbiz.de/10012022330