Search Results - subject:"Conditional expectation"

On the optimal forecast with the fractional Brownian motion

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

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

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

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

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