Similar Search Results

Fiscal and external deficits nexus in GIIPS countries : evidence from parametric and nonparametric causality tests

Ahmad, Ahmad Hassan; Aworinde, Olalekan Bashir - In: International advances in economic research 27 (2021) 3, pp. 171-184

Persistent link: https://www.econbiz.de/10012797071

Nonparametric Malliavin-Monte Carlo computation of hedging Greeks

Mancino, Maria Elvira; Sanfelici, Simona - In: Risks : open access journal 8 (2020) 4/120, pp. 1-17

We propose a way to compute the hedging Delta using the Malliavin weight method. Our approach, which we name the l-method, generally outperforms the standard Monte Carlo finite difference method, especially for discontinuous payoffs. Furthermore, our approach is nonparametric, as we only assume...

Persistent link: https://www.econbiz.de/10012390464

True measures of GDP and convergence : a non-parametric analysis of multilateral bounds

Dowrick, Steve - 1995

Persistent link: https://www.econbiz.de/10000553588

Nonparametric tests of stochastic dominance in income distributions

Anderson, Gordon - 1994

Persistent link: https://www.econbiz.de/10000141640

Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility

Bos, Charles S. - 2008

When analysing the volatility related to high frequency financial data, mostly non-parametric approaches based on realised or bipower variation are applied. This article instead starts from a continuous time diffusion model and derives a parametric analog at high frequency for it, allowing...

Persistent link: https://www.econbiz.de/10011374428

Non-parametric well-being comparisons

Decancq, Koen; Nys, Annemie - 2019

Persistent link: https://www.econbiz.de/10012041137

Nonparametric inference for distortion risk measures on tail regions

Hou, Yanxi; Wang, Xing - In: Insurance / Mathematics & economics 89 (2019), pp. 92-110

Persistent link: https://www.econbiz.de/10012133516

The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems

Chai, Shanglei; Zhou, Peng - In: Energy economics 76 (2018), pp. 64-75

Persistent link: https://www.econbiz.de/10011976584

On the axiomatic of pollution-generating technologies : non-parametric production analysis

Abad, Arnaud; Briec, Walter - In: European journal of operational research : EJOR 277 (2019) 1, pp. 377-390

Persistent link: https://www.econbiz.de/10012015042

A correction for regression discontinuity designs with group-specific mismeasurement of the running variable

Bartalotti, Otávio; Brummet, Quentin; Dieterle, Steven - 2019

average treatment effect of interest will typically fail. While the form of this measurement error varies across applications …, in many cases the measurement error structure is heterogeneous across different groups of observations. We develop a … novel measurement error correction procedure capable of addressing heterogeneous mismeasurement structures by leveraging …

Persistent link: https://www.econbiz.de/10012019266