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  • Search: subject:"Indicator function"
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Year of publication
Subject
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Indicator Function 4 Indicator function 4 Basket Factor 3 Generalised Index Numbers 3 asymmetric effects 3 importance sampling 3 indicator function 3 leverage 3 numerical simulations 3 threshold 3 Generalized minimum aberration 2 Stochastic volatility 2 Adjoint Automatic Differentiation 1 American Monte Carlo 1 Automatic Differentiation 1 Blocked count function 1 Conditional Expectation 1 Discrepancy 1 Foldover 1 Foldover design 1 Fractional factorial design 1 Generalized wordlength pattern 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Non-regular design 1 Object Oriented Implementation 1 Parallel flats design 1 Partial replication 1 Projection estimation capacity 1 Saturated model 1 Second-order model 1 Semifoldover 1 Simulation 1 Theorie 1 Theory 1 Uniformity 1 Word 1 stochastic volatility 1
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Online availability
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Free 5 Undetermined 5
Type of publication
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Article 8 Book / Working Paper 3
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 9 English 2
Author
All
Asai, Manabu 3 McAleer, Michael 3 Verrecchia, Flavio 2 Balakrishnan, N. 1 Balk, Bert M. 1 Chen, Jie 1 Edwards, David 1 Fries, Christian 1 Lin, Chang-Yun 1 Liu, Min-Qian 1 Sun, Fasheng 1 Yang, Po 1
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Institution
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Department of Economics and Finance, College of Business and Economics 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Institute of Economic Research, Kyoto University 1
Published in...
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JeSP 3 Metrika 3 Annals of the Institute of Statistical Mathematics 1 Econometric Institute Research Papers 1 KIER Working Papers 1 Quantitative finance 1 Working Papers in Economics 1
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Source
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RePEc 10 ECONIS (ZBW) 1
Showing 1 - 10 of 11
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Stochastic automatic differentiation : automatic differentiation for Monte-Carlo simulations
Fries, Christian - In: Quantitative finance 19 (2019) 6, pp. 1043-1059
Persistent link: https://www.econbiz.de/10012194740
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Alternative Asymmetric Stochastic Volatility Models
Asai, Manabu; McAleer, Michael - Faculteit der Economische Wetenschappen, Erasmus … - 2010
model, the threshold effects indicator function of Glosten, Jagannathan and Runkle (1992), and the negative correlation …
Persistent link: https://www.econbiz.de/10010838005
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Alternative Asymmetric Stochastic Volatility Models
Asai, Manabu; McAleer, Michael - Institute of Economic Research, Kyoto University - 2010
model, the threshold effects indicator function of Glosten, Jagannathan and Runkle (1992), and the negative correlation …
Persistent link: https://www.econbiz.de/10008725779
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Construction and selection of the optimal balanced blocked definitive screening design
Lin, Chang-Yun - In: Metrika 78 (2015) 4, pp. 373-383
<Para ID="Par1">The definitive screening (DS) design was proposed recently. This new class of three-level designs provides efficient estimates of main effects that are unaliased with any second-order effects. For practical use, we further study the optimal scheme for blocking DS designs. We propose a...</para>
Persistent link: https://www.econbiz.de/10011241003
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The Generalised Index Numbers
Verrecchia, Flavio - In: JeSP 1 (2008) 1, pp. 9-10
theory. After having defined the total value index, the “generalised Index Numbers” (g-IN) are introduced and the “indicator … function of the copresent” and the Basket factor are defined. [It] L’obiettivo dell’articolo è ridefinire, dal punto di vista …
Persistent link: https://www.econbiz.de/10008625744
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Notes on: “The Generalised Index Numbers”
Balk, Bert M. - In: JeSP 1 (2008) 1, pp. 11-11
Persistent link: https://www.econbiz.de/10008625749
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Reply to Notes on: “The Generalised Index Numbers”
Verrecchia, Flavio - In: JeSP 1 (2008) 1, pp. 11-12
Persistent link: https://www.econbiz.de/10008625750
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Follow-up experiments for two-level fractional factorial designs via double semifoldover
Edwards, David - In: Metrika 77 (2014) 4, pp. 483-507
The addition of another fraction to an initial experiment is often necessary to resolve ambiguities involving aliasing of factorial effects. One of the most widely used techniques for the selection of a follow-up experiment is foldover. However, semifoldover (i.e., adding half of a foldover...
Persistent link: https://www.econbiz.de/10010995122
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Connections between uniformity and aberration in general multi-level factorials
Sun, Fasheng; Chen, Jie; Liu, Min-Qian - In: Metrika 73 (2011) 3, pp. 305-315
Persistent link: https://www.econbiz.de/10008925325
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Alternative Asymmetric Stochastic Volatility Models
Asai, Manabu; McAleer, Michael - Department of Economics and Finance, College of … - 2010
model, the threshold effects indicator function of Glosten, Jagannathan and Runkle (1992), and the negative correlation …
Persistent link: https://www.econbiz.de/10008727325
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