Search Results - subject:"Conditional expectation"

Tail variance for generalised hyper-elliptical models

Ignatieva, Ekaterina; Landsman, Zinoviy - In: ASTIN bulletin : the journal of the International … 55 (2025) 1, pp. 144-167

Persistent link: https://www.econbiz.de/10015450026

Identifying the relationship between earnings and prices

Starica, Catalin; Marton, Jan P. - In: The accounting review : a publication of the American … 100 (2025) 2, pp. 383-420

Persistent link: https://www.econbiz.de/10015641385

On the optimal forecast with the fractional Brownian motion

Wang, Xiaohu; Zhang, Chen; Yu, Jun - 2022

Persistent link: https://www.econbiz.de/10013542217

Distribution-free methods to estimate willingness to pay models using discrete response valuation data

Zapata, Samuel D.; Carpio, Carlos E. - In: Journal of agricultural and resource economics : JARE ; … 49 (2024) 1, pp. 39-62

Persistent link: https://www.econbiz.de/10015052738

On the optimal forecast with the fractional Brownian motion

Wang, Xiaohu; Yu, Jun; Zhang, Chen - In: Quantitative finance 24 (2024) 2, pp. 337-346

Persistent link: https://www.econbiz.de/10014552006

A change of measure formula for recursive conditional expectations

Di Persio, Luca; Gnoatto, Alessandro; Patacca, Marco - In: International journal of theoretical and applied … 27 (2024) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10015558756

Analysis and forecasting of risk in count processes

Homburg, Annika; Weiß, Christian; Frahm, Gabriel; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10012522289

Analysis and forecasting of risk in count processes

Homburg, Annika; Weiß, Christian H.; Frahm, Gabriel; … - In: Journal of Risk and Financial Management 14 (2021) 4, pp. 1-25

Risk measures are commonly used to prepare for a prospective occurrence of an adverse event. If we are concerned with discrete risk phenomena such as counts of natural disasters, counts of infections by a serious disease, or counts of certain economic events, then the required risk forecasts are...

Persistent link: https://www.econbiz.de/10012611739

Essays in nonparametric econometrics

Olma, Tomasz - 2021

Persistent link: https://www.econbiz.de/10012744710

Allocating and forecasting changes in risk

Gaigall, Daniel - In: Journal of risk : JOR 25 (2023) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10014487054