Search Results - subject:"Bootstrap likelihood"

Stock markets reaction to COVID-19 : evidence from time-varying cointegration, leveraged bootstrap causality and event analysis

Lee, Chien-Chiang; Olasehinde-Williams, Godwin; … - In: Finance a úvěr 72 (2022) 4, pp. 328-355

Persistent link: https://www.econbiz.de/10013474448

Predicting stock returns and volatility in BRICS countries during a pandemic : evidence from the novel wild bootstrap likelihood ratio approach

Özkan, Oktay; Olasehinde-Williams, Godwin; Olanipekun, … - In: Finance a úvěr 72 (2022) 2, pp. 124-149

Persistent link: https://www.econbiz.de/10013271554

Is interest rate uncertainty a predictor of investment volatility? : evidence from the wild bootstrap likelihood ratio approach

Olasehinde-Williams, Godwin; Özkan, Oktay - In: Journal of economics and finance : JEF 46 (2022) 3, pp. 507-521

Persistent link: https://www.econbiz.de/10013442205

A Bootstrap Likelihood approach to Bayesian Computation

Zhu, Weixuan; Diazaraque, Juan Miguel Marín; Leisen, … - Departamento de Estadistica, Universidad Carlos III de … - 2014

convergence property of the empirical likelihood. To overcome this problem, we propose an alternative method based on a bootstrap … likelihood approach. The method is easy to implement and in some cases it is faster than the other approaches. The performance of …

Persistent link: https://www.econbiz.de/10010894454

Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach

Chan, Chia-ying; Peretti, Christian de; Qiao, Zhuo; … - In: Journal of empirical finance 19 (2012) 1, pp. 162-174

Persistent link: https://www.econbiz.de/10009615744

Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach

Chan, Chia-Ying; de Peretti, Christian; Qiao, Zhuo; … - In: Journal of Empirical Finance 19 (2012) 1, pp. 162-174

This paper represents the first attempt to apply a stochastic dominance (SD) approach to examine the efficiency of the UK covered warrants market. Our empirical analyses reveal that neither covered warrants nor their underlying shares stochastically dominate the other, indicating the...

Persistent link: https://www.econbiz.de/10010942981

Efficient construction of a smooth nonparametric family of empirical distributions and calculation of bootstrap likelihood

Worton, Bruce - In: Computational Statistics 27 (2012) 2, pp. 269-283

Persistent link: https://www.econbiz.de/10010558266