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  • Search: subject:"Model Complexity"
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Year of publication
Subject
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model complexity 7 Model complexity 6 CAPM 4 Erwartungsbildung 3 Expectation formation 3 Theorie 3 Theory 3 (Adaptive) model selection 2 Asset Pricing 2 Bayes factor 2 CoCo bond 2 CoCo pricing 2 Contingent convertible bond 2 Continuous-time derivatives pricing 2 Forecasting 2 Investment Valuation 2 Model Complexity 2 Monte Carlo Simulation 2 Option pricing theory 2 Optionspreistheorie 2 Project Finance 2 Stochastic Modeling 2 Stochastischer Prozess 2 Test of pricing models 2 fixed effects 2 incidental parameters 2 integrated likelihood 2 lag order 2 profile likelihood 2 robust prior 2 subjective expectations 2 ASYMMETRIC PRICE TRANSMISSION 1 Anleihe 1 Antecedents and outcomes 1 Arbeitsgruppe 1 Arbeitsleistung 1 Bond 1 CEO strategy making 1 Cognition 1 Collective cognition 1
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Online availability
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Free 10 Undetermined 9
Type of publication
All
Article 12 Book / Working Paper 7
Type of publication (narrower categories)
All
Article in journal 5 Aufsatz in Zeitschrift 5 Working Paper 3 Arbeitspapier 2 Article 1 review 1
Language
All
English 12 Undetermined 7
Author
All
Molavi, Pooya 3 Tahbaz-Salehi, Alireza 3 Vedolin, Andrea 3 Kaserer, Christoph 2 Koziol, Christian 2 Lee, Yoonseok 2 Phillips, Peter C.B. 2 Pietz, Matthäus 2 Schmid, Thomas 2 Weber, Florian 2 Anatolyev, Stanislav 1 Binder, Harald 1 Bollen, Peter 1 Burgelman, Robert A. 1 Coman, Andra 1 Cummins, Mark 1 DE-GRAFT, ACQUAH HENRY 1 Duru, M. 1 Esposito, Francesco 1 Ewert, F. 1 Fodor, Oana C. 1 Glowalla, Paul 1 Kryzhanovskaya, Natalia 1 Linde, Angelika 1 Martin, G. 1 Porzelius, Christine 1 Roe, Robert A. 1 Schellberg, J. 1 Schumacher, Martin 1 Snihur, Yuliya 1 Sunyaev, Ali 1 Thomas, Llewellyn 1 Uitdewilligen, Sjir 1 Waller, Mary J. 1 Weitz, Sebastian 1 Weitz, Sebastian Georg 1
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Institution
All
Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Center for Policy Research, Maxwell School 1 Cowles Foundation for Research in Economics, Yale University 1 Fakultät für Wirtschaftswissenschaften, Technische Universität München 1
Published in...
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Discussion papers / CEPR 2 Agricultural Systems 1 Business & Information Systems Engineering 1 CEFS Working Paper Series 1 Center for Policy Research Working Papers 1 Computational Statistics 1 Cowles Foundation Discussion Papers 1 Group & organization management : an international journal 1 Journal of management 1 Review of Derivatives Research 1 Review of derivatives research 1 Russian Journal of Agricultural and Socio-Economic Sciences 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Team Performance Management 1 The review of economic studies : RES 1 Working Paper 1 Working Papers / Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1
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Source
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RePEc 9 ECONIS (ZBW) 7 EconStor 2 Other ZBW resources 1
Showing 11 - 19 of 19
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Model Selection in the Presence of Incidental Parameters
Lee, Yoonseok; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2013
penalty, which is data-dependent, properly reflects the model complexity arising from the presence of incidental parameters. A …
Persistent link: https://www.econbiz.de/10010895640
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Model Selection in the Presence of Incidental Parameters
Lee, Yoonseok; Phillips, Peter C.B. - Center for Policy Research, Maxwell School - 2013
penalty, which is datadependent, properly reflects the model complexity arising from the presence of incidental parameters. A …
Persistent link: https://www.econbiz.de/10010701001
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Simulation-based valuation of project finance: does model complexity really matter?
Weber, Florian; Schmid, Thomas; Pietz, Matthäus; … - 2010
This paper analyzes the impact of model complexity on the net present value distribution and the expected default … probability of equity investments in project finance. Model complexity is analyzed along two dimensions: simulation complexity and …
Persistent link: https://www.econbiz.de/10010305715
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Simulation-based valuation of project finance: does model complexity really matter?
Weber, Florian; Schmid, Thomas; Pietz, Matthäus; … - Fakultät für Wirtschaftswissenschaften, Technische … - 2010
This paper analyzes the impact of model complexity on the net present value distribution and the expected default … probability of equity investments in project finance. Model complexity is analyzed along two dimensions: simulation complexity and …
Persistent link: https://www.econbiz.de/10009219934
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Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches
Anatolyev, Stanislav; Kryzhanovskaya, Natalia - Center for Economic and Financial Research (CEFIR), New … - 2009
To predict a return characteristic, one may construct models of different complexity describing the dynamics of different objects. The most complex object is the entire predictive density, while the least complex is the characteristic whose forecast is of interest. This paper investigates, using...
Persistent link: https://www.econbiz.de/10008556814
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Process-Driven Data Quality Management Through Integration of Data Quality into Existing Process Models
Glowalla, Paul; Sunyaev, Ali - In: Business & Information Systems Engineering 5 (2013) 6, pp. 433-448
stakeholders while considering process model complexity. They build on a keyword-based literature review in 74 IS journals and … metrics impede assessment and prediction of process model complexity and thus understandability. Finally, our context …
Persistent link: https://www.econbiz.de/10010728196
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Simulations of plant productivity are affected by modelling approaches of farm management
Martin, G.; Duru, M.; Schellberg, J.; Ewert, F. - In: Agricultural Systems 109 (2012) C, pp. 25-34
Despite their wide range of applications, process-based plant (crop and grassland) growth models often fail to reproduce yields, particularly at farm, regional and larger scales. This is largely due to inadequate information about field management activities needed as input to these models. A...
Persistent link: https://www.econbiz.de/10010576193
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The benefit of data-based model complexity selection via prediction error curves in time-to-event data
Porzelius, Christine; Schumacher, Martin; Binder, Harald - In: Computational Statistics 26 (2011) 2, pp. 293-302
Persistent link: https://www.econbiz.de/10009149752
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On the association between a random parameter and an observable
Linde, Angelika - In: TEST: An Official Journal of the Spanish Society of … 13 (2004) 1, pp. 85-111
Persistent link: https://www.econbiz.de/10005390545
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