In stock markets, trading volumes serve as a crucial variable, acting as a measure for a security's liquidity level. To evaluate liquidity risk exposure, we examine the process of volume drawdown and measures of crash-recovery within fuctuating time frames. These moving time windows shield our...

This paper develops the nonparametric identification of models with production complementarities, worker-firm specific disutility of labor and search frictions. Mobility in the model is subject to preference shocks, and we assume that firms can write wage contracts. We develop a constructive...

The research field of data analysis and mining has attracted the interest of both academia and industry in recent years. This reprint contains 17 papers, which cover different topics of the broad research field of data analysis and mining. Each paper presents new data mining algorithms and...

Taking a simplified approach to statistics, this textbook teaches students the skills required to conduct and understand quantitative research. It provides basic mathematical instruction without compromising on analytical rigor, covering the essentials of research design; descriptive statistics;...