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Bundled insurance coverage and asymmetric information : claim patterns of automobile theft insurance in Taiwan

Peng, Sheng-Chang; Li, Chu-Shiu - In: Pacific-Basin finance journal 84 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014534567

Automobile Demand and Supply in Brazil : Effects of Tax Rebates and Trade Liberalization on Price-Marginal Cost Markups in the 1990s

Fiuza, Eduardo P.S - 2003

This work is a pioneer effort to estimate supply and demand of automobiles in Brazil with a Discrete Choice model in a differentiated product oligopolistic market. We apply a Nested Logit model to the demand side and assume differentiated product price-setting firms on the supply side to...

Persistent link: https://www.econbiz.de/10014029890

Estimating the structural credit risk model when equity prices are contaminated by trading noises

Duan, Jin-Chuan; Fulop, Andras - 2005

simulation study is then conducted to ascertain the performance of the estimation method. …

Persistent link: https://www.econbiz.de/10011560691

Hawkes-based models for high frequency financial data

Nyström, Kaj; Zhang, Changyong - In: Journal of the Operational Research Society 73 (2022) 10, pp. 2168-2185

Persistent link: https://www.econbiz.de/10013532430

Marktsimulation und Absatzprognose in der Automobilindustrie

Hofer, Markus B. - 2003 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001766168

Likelihood inference for discretely observed non-linear diffusions

Elerian, Ola; Chib, Siddhartha; Shephard, Neil G. - 2000

Persistent link: https://www.econbiz.de/10009581671

Option and component bundling under demand risk : mass customization strategies in the automobile industry

Fürderer, Ralph - 1996

Persistent link: https://www.econbiz.de/10000930851

Stochastic frontier analysis by means of maximum likelihood and the method of moments

Behr, Andreas (contributor); Tente, Sebastian (contributor) - 2008

of the parametric assumptions. But simulation results obtained for the half normal model indicate that a method of … not strongly dominating noise (Coelli, 1995). In this paper we provide detailed simulation results comparing the two … estimation approaches for both the half-normal and the exponential approach to inefficiency. Based on the simulation results we …

Persistent link: https://www.econbiz.de/10003794513

Modelling stochastic volatility with leverage and jumps : a simulated maximum likelihood approach via particle filtering.

Malik, Sheheryar (contributor); Pitt, Michael K. (contributor) - 2009

In this paper we provide a unifed methodology in order to conduct likelihood-based inference on the unknown parameters of a general class of discrete-time stochastic volatility models, characterized by both a leverage effect and jumps in returns. Given the nonlinear/non-Gaussian state-space...

Persistent link: https://www.econbiz.de/10003866080

Modelling stochastic volatility with leverage and jumps : a simulated maximum likelihood approach via particle filtering

Malik, Sheheryar; Pitt, Michael K. - 2010

Persistent link: https://www.econbiz.de/10009382185