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  • Search: subject:"Absolute deviation"
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Year of publication
Subject
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Theorie 28 Theory 26 Herdenverhalten 25 Herding 25 Anlageverhalten 19 Behavioural finance 19 Portfolio selection 17 Portfolio-Management 17 Capital income 15 Kapitaleinkommen 15 Schätztheorie 15 Estimation theory 14 Mathematical programming 14 Mathematische Optimierung 14 Regression analysis 14 Regressionsanalyse 14 Aktienmarkt 13 Stock market 13 Coronavirus 9 Estimation 9 Herding behavior 9 mean absolute deviation 9 median absolute deviation 9 Least absolute deviation 8 Schätzung 8 cross-sectional absolute deviation 8 herding behaviour 8 Mean absolute deviation 7 Risikomaß 7 Risk 7 Risk measure 7 Robust statistics 7 Robustes Verfahren 7 Börsenkurs 6 CSAD 6 Forecasting model 6 Prognoseverfahren 6 Share price 6 Volatility 6 Volatilität 6
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Online availability
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Undetermined 93 Free 43 CC license 3
Type of publication
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Article 124 Book / Working Paper 28
Type of publication (narrower categories)
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Article in journal 66 Aufsatz in Zeitschrift 66 Working Paper 11 research-article 7 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Article 4 Aufsatz im Buch 1 Book section 1
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Language
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English 94 Undetermined 57 French 1
Author
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Konno, Hiroshi 5 Ren, Louie 5 Gather, Ursula 4 Honda, Toshio 4 Mishra, SK 4 Ren, Peter 4 Wellmann, Jürgen 4 Czarnitzki, Dirk 3 Doherr, Thorsten 3 Kumar, Ashish 3 Pochea, Maria Miruna 3 Yamamoto, Rei 3 Bengtsson, Niklas 2 Bure, Vladimir 2 Cai, Zongwu 2 Coudin, Elise 2 D'Amico, Guglielmo 2 Dassanayake, Sandun 2 Dufour, Jean-Marie 2 Espinosa Méndez, Christian 2 Falk, Michael 2 Filip, Angela Maria 2 Härdle, Wolfgang 2 KONNO, HIROSHI 2 Krasilnikov, Mikhail 2 Kuruppu, Gayithri Niluka 2 Lai, K.K. 2 Liu, S. 2 Lozkins, Aleksejs 2 Manca, Raimondo 2 Maquieira, Carlos 2 Markowitz, Harry 2 Michalik, Thorsten 2 Ng, Sin-Huei 2 Pasricha, Puneet 2 Peng, Liang 2 Roy, Dilip 2 San, Ong Tze 2 Schubert, Leo 2 Selvamuthu, Dharmaraja 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 Collegio Carlo Alberto, Università degli Studi di Torino 1 EconWPA 1 Graduate School of Economics, Hitotsubashi University 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 Institut für Lebensmittel und Ressourcenökonomik, Rheinische Friedrich-Wilhelms-Universität Bonn 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Institute of Economic Research, Hitotsubashi University 1 Instytut Badañ Gospodarczych (IBG) 1 London School of Economics (LSE) 1 Nationalekonomiska Institutionen, Uppsala Universitet 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
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Published in...
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Annals of the Institute of Statistical Mathematics 7 MPRA Paper 6 Computational Statistics & Data Analysis 5 Statistics & Probability Letters 5 Finance research letters 4 Computational Management Science 3 Computational Management Science : CMS 2 Econometric reviews 2 European journal of operational research : EJOR 2 Global business & economics review 2 International Journal of Quality & Reliability Management 2 International Journal of Revenue Management 2 International journal of behavioural accounting and finance 2 Journal of Asian finance, economics and business : JAFEB 2 Journal of Multivariate Analysis 2 Journal of behavioral and experimental finance 2 Journal of econometrics 2 Quantitative finance and economics 2 Review of economic studies and research Virgil Madgearu 2 Statistical Papers / Springer 2 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Agricultural Systems 1 American Journal of Finance and Accounting 1 Applied economics 1 Asia Pacific financial markets 1 Asia-Pacific Journal of Operational Research (APJOR) 1 Benchmarking : an international journal ; BIJ 1 Benchmarking: An International Journal 1 Carlo Alberto Notebooks 1 China Finance Review International 1 China finance review international 1 Computational Optimization and Applications 1 Computational management science 1 Computers & operations research : and their applications to problems of world concern ; an international journal 1 Discussion Papers (ECON - Département des Sciences Economiques) 1 Discussion Papers / Graduate School of Economics, Hitotsubashi University 1 Discussion Papers / Institut für Lebensmittel und Ressourcenökonomik, Rheinische Friedrich-Wilhelms-Universität Bonn 1 Discussion paper 1 Documents de recherche / ESSEC Centre de Recherche 1 Economic Analysis Working Papers 1
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Source
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ECONIS (ZBW) 73 RePEc 62 EconStor 9 Other ZBW resources 8
Showing 141 - 150 of 152
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Strong convergence rate of the least median absolute estimator in linear regression models
Ip, W.; Yang, Ying; Kwan, P.; Kwan, Y. - In: Statistical Papers 44 (2003) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10004970884
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Identification of outliers in a one-way random effects model
Wellmann, Jürgen; Gather, Ursula - In: Statistical Papers 44 (2003) 3, pp. 335-348
Persistent link: https://www.econbiz.de/10004970901
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A Hedonic Price Function for a Northern BC Community
Ogwang, Tomson; Wang, Baotai - In: Social Indicators Research 61 (2003) 3, pp. 285-296
Persistent link: https://www.econbiz.de/10009400849
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Evaluation of reliability of complex systems by means of a discretizing approach : Weibull set‐up
Roy, Dilip; Dasgupta, Tanmoy - In: International Journal of Quality & Reliability Management 19 (2002) 6, pp. 792-801
English et al. , based on the moment equalization method of Taguchi. The mean absolute deviation under the discrete …
Persistent link: https://www.econbiz.de/10014800164
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Chutes or Ladders? A Longitudinal Analysis of Immigrant Earnings
Lubotsky, Darren - EconWPA - 2000
This study uses Social Security earnings records matched to recent cross-sections of the SIPP and CPS to study the earnings progress of U.S. immigrants.The data show that immigrants' earnings grow 10 to 13 percent during their first twenty years in the U.S. relative to the earnings of natives...
Persistent link: https://www.econbiz.de/10005408366
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On the volatility of measures of financial risk: an investigation using returns from European markets
Eftekhari, Babak; Pedersen, Christian; Satchell, Stephen - In: The European Journal of Finance 6 (2000) 1, pp. 18-38
-European comparisons. As examples, the semi-variance, the lower partial moment, the Gini, and the absolute deviation were considered. A … volatile compared to the Gini or the absolute deviation. Finally, optimized portfolios were investigated using different risk …
Persistent link: https://www.econbiz.de/10005471882
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Third Degree Stochastic Dominance and Mean-Risk Analysis
Gotoh, Jun-ya; Konno, Hiroshi - In: Management Science 46 (2000) 2, pp. 289-301
frontiers generated by mean-lower semi-standard deviation model and mean- (lower semi-)absolute deviation model are efficient in …
Persistent link: https://www.econbiz.de/10009191122
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Second Order Representations of the Least Absolute Deviation Regression Estimator
Arcones, Miguel - In: Annals of the Institute of Statistical Mathematics 50 (1998) 1, pp. 87-117
Persistent link: https://www.econbiz.de/10005760365
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A Note on the Comedian for Elliptical Distributions
Falk, Michael - In: Journal of Multivariate Analysis 67 (1998) 2, pp. 306-317
The comedianCOM(X, Y) of random variablesX,Yis a median based robust alternative to the covariance ofXofY. For the bivariate normal case it is known thatCOM(X, Y), standardized by the median absolute deviations ofXandY, is a symmetric, strictly increasing and continuous function of the...
Persistent link: https://www.econbiz.de/10005221522
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On Mad and Comedians
Falk, Michael - In: Annals of the Institute of Statistical Mathematics 49 (1997) 4, pp. 615-644
Persistent link: https://www.econbiz.de/10005169236
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