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Space-varying coefficient simultaneous autoregressive models for the structural analysis of residential water demand

Miyawaki, Koji - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 4, pp. 498-518

Persistent link: https://www.econbiz.de/10010248329

A new Bayesian approach to multi-response surface optimization integrating loss function with posterior probability

Wang, Jianjun; Ma, Yizhong; Ouyang, Linhan; Tu, Yiliu - In: European journal of operational research : EJOR 249 (2016) 1, pp. 231-237

Persistent link: https://www.econbiz.de/10011435814

Critical issues in spatial models : error term specifications, additional endogenous variables, pre-testing, and Bayesian analysis

Kelejian, Harry H. - In: Letters in spatial and resource sciences : LSRS 9 (2016) 1, pp. 113-136

Persistent link: https://www.econbiz.de/10011457276

An equilibrium foundation of the Soros chart

Kano, Takashi; Morita, Hiroshi - In: Journal of the Japanese and international economies : … 37 (2015), pp. 21-42

Persistent link: https://www.econbiz.de/10011486603

Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices

Ardia, David; Gatarek, Lukasz T.; Hoogerheide, Lennart; … - In: Econometrics : open access journal 4 (2016) 1, pp. 1-19

We investigate the direct connection between the uncertainty related to estimated stable ratios of stock prices and risk and return of two pairs trading strategies: a conditional statistical arbitrage method and an implicit arbitrage one. A simulation-based Bayesian procedure is introduced for...

Persistent link: https://www.econbiz.de/10011505854

Structural changes in inflation dynamics : multiple breaks at different dates for different parameters

Eo, Yunjong - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 3, pp. 211-231

Persistent link: https://www.econbiz.de/10011507522

Investor learning and mutual fund family

Zhang, Zhichao; Ding, Li; Zhou, Si - In: Journal of empirical finance 26 (2014), pp. 171-188

Persistent link: https://www.econbiz.de/10010471990

Extreme-quantile tracking for financial time series

Chavez-Demoulin, V.; Embrechts, Paul; Sardy, S. - In: Journal of econometrics 181 (2014) 1, pp. 44-52

Persistent link: https://www.econbiz.de/10010473421

Stochastic volatility models for asset returns with leverage, skewness and heavy-tails via scale mixture

Huang, Jing-Zhi; Xu, Li - In: The quarterly journal of finance 4 (2014) 3, pp. 1-31

Persistent link: https://www.econbiz.de/10010473521

Discrimination for two-way models with insurance applications

Brown, G. O.; Buckley, W. S. - In: Risk and decision analysis 4 (2013) 4, pp. 267-290

Persistent link: https://www.econbiz.de/10010475798