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IMPROVED BERRY-ESSEEN-CHEBYSHEV BOUNDS WITH STATISTICAL APPLICATIONS
DUFOUR, J-M.; HALLIN, M. - Centre Interuniversitaire de Recherche en Économie … - 1989
Persistent link: https://www.econbiz.de/10005353071
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Banks' Reserve Management, Transaction Costs, and the Timing of Federal Reserve Intervention
Bertola, Giuseppe; Bartolini, Leonardo; Prati, Alessandro - International Monetary Fund (IMF) - 2000
We use daily data on bank reserves and overnight interest rates to document a striking pattern in the high-frequency behavior of the U.S. market for federal funds: depository institutions tend to hold more reserves during the last few days of each “reserve maintenance period,” when the...
Persistent link: https://www.econbiz.de/10005825728
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Seasonalities in China's Stock Markets; Cultural or Structural?
Mitchell, Jason D.; Ong, Li L. - International Monetary Fund (IMF) - 2006
In this paper, we examine returns in the Chinese A and B stock markets for evidence of calendar anomalies. We find that both cultural and structural (segmentation) factors play an important role in influencing the pricing of both A- and B-shares in China. There is some evidence of a February...
Persistent link: https://www.econbiz.de/10005768725
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The Impact of Macroeconomic Announcementson Emerging Market Bonds
Andritzky, Jochen R.; Bannister, Geoffrey J.; Tamirisa, … - International Monetary Fund (IMF) - 2005
conditional variance and controlling for the surprise content of news. In subsamples, announcements are found to matter less for …
Persistent link: https://www.econbiz.de/10005768842
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Testing for regional differences in means : distinguishing inherent from spurious spatial autocorrelation by restricted randomization
Sokal, Robert R. (contributor) - In: Geographical analysis : an international journal of … 25 (1993) 3, pp. 199-210
Persistent link: https://www.econbiz.de/10001146496
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Teaching the utilization of quantitative statistical techniques for industrial application : a case study
Gum, John R.; Kulkarni, Prashant; Trocchia, Philip J. - In: Journal of the Academy of Business Education : JABE 17 (2016), pp. 52-61
Persistent link: https://www.econbiz.de/10011552970
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Application of statistical techniques in project monitoring and control
Gupta, Shalu; Bharti, Deepshikha - In: Strategic system assurance and business analytics, (pp. 85-97). 2020
Persistent link: https://www.econbiz.de/10012240765
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A Six Sigma approach for R&D : measuring dissolved oxygen
Johnson, Michael J.; Claverie, Monique T.; Johnson, … - In: International journal of six sigma and competitive … 7 (2012) 2/4, pp. 134-150
Persistent link: https://www.econbiz.de/10010231252
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Computing the variance of tour costs over the solution space of the TSP in polynomial time
Sutcliffe, Paul; Solomon, Andrew; Edwards, Jenny - In: Computational Optimization and Applications 53 (2012) 3, pp. 711-728
variance of tour costs over the solution space of the n city symmetric Traveling Salesman Problem (TSP). The algorithm has … distributed random variables with known mean and variance, and the numeric edge cost case. We apply this result to provide … mean and variance of tour costs. Copyright Springer Science+Business Media, LLC 2012 …
Persistent link: https://www.econbiz.de/10010998300
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A note on exponential dispersion models which are invariant under length-biased sampling
Bar-Lev, S.K.; van der Duyn Schouten, F.A. - Tilburg University, Center for Economic Research - 2003
associated variance functions. …
Persistent link: https://www.econbiz.de/10011091741