Similar Search Results - EconBiz

Influencing factors toward e-shoppers' adoption of green last-mile delivery

Kader, Mohammad Shahidul; Rashaduzzaman, Md; Huang, Xiao; … - In: International journal of retail and distribution management 51 (2023) 2, pp. 220-237

Persistent link: https://www.econbiz.de/10013552699

Impact of the COVID-19 pandemic on travel behavior : a case study of domestic inbound travelers in Jeju, Korea

Ren, Mengyao; Park, Sangwon; Xu, Yang; Huang, Xiao; Zou, Lei - In: Tourism management : research, policies, practice 92 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013326683

Quasi-maximum likelihood estimation of multivariate diffusions

Xiao, Huang - In: Studies in Nonlinear Dynamics & Econometrics 17 (2013) 2, pp. 179-197

This paper introduces quasi-maximum likelihood estimator for multivariate diffusions based on discrete observations. A numerical solution to the stochastic differential equation is obtained by higher order Wagner-Platen approximation and it is used to derive the first two conditional moments....

Persistent link: https://www.econbiz.de/10010666876

Quasi-maximum likelihood estimation of multivariate diffusions

Xiao, Huang - In: Studies in Nonlinear Dynamics & Econometrics 17 (2013) 2, pp. 179-197

This paper introduces quasi-maximum likelihood estimator for multivariate diffusions based on discrete observations. A numerical solution to the stochastic differential equation is obtained by higher order Wagner-Platen approximation and it is used to derive the first two conditional moments....

Persistent link: https://www.econbiz.de/10010640012

How important is asymmetric covariance for the risk premium of international assets?

Mazzotta, Stefano - In: Journal of banking & finance 32 (2008) 8, pp. 1636-1647

Persistent link: https://www.econbiz.de/10003749397

Immigration narrative sentiment from TV news and the stock market

Mazzotta, Stefano - In: Journal of behavioral and experimental finance 34 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013464958

Immigration narrative and home prices

Mazzotta, Stefano - In: Journal of behavioral and experimental finance 43 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015076759

Quasi-maximum likelihood estimation of multivariate diffusions

Huang, Xiao - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 2, pp. 179-197

Persistent link: https://www.econbiz.de/10010118265

Credit risk in corporate securities and derivatives : valuation and optimal capital structure choice

Ericsson, Jan - 1997

Persistent link: https://www.econbiz.de/10000961237

Asset substitution, debt pricing, optimal leverage and maturity

Ericsson, Jan - In: Finance : revue de l'Association Française de Finance 21 (2000) 2, pp. 39-70

Persistent link: https://www.econbiz.de/10001559701

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