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  • Search: subject:"Semi-parametric method"
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Subject
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American put option 1 Ansteckungseffekt 1 Black-Scholes model 1 Black-Scholes-Modell 1 China 1 Contagion 1 Contagion effect 1 Debt crisis 1 Derivat 1 Derivative 1 European put option 1 Financial crisis 1 Finanzkrise 1 Global financial crisis 1 International financial market 1 International sovereign debt 1 Internationale Staatsschulden 1 Internationaler Finanzmarkt 1 MTE-based semi-parametric method 1 Minority nationality 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Optimal stopping time 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Public bond 1 Public debt 1 Schuldenkrise 1 Search theory 1 Semi-parametric method 1 Sovereign debt 1 Suchtheorie 1 Training program evaluation 1 Treatment effect 1 Welt 1 World 1
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Undetermined 2 Free 1
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Article 3
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Brooks, Robert 1 Chen, Su 1 Fenech, Jean Pierre 1 Li, Weiping 1 Li, Xingxu 1 Silvapulle, Paramsothy 1 Sriboonchitta, Songsak 1 Thomasa, Alice 1 Xie, Jiachun 1 Yu, Shihti 1
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Economic modelling 1 International journal of theoretical and applied finance 1 The Empirical Econometrics and Quantitative Economics Letters 1
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Policy evaluation of rural labor force training program: Evidence from autonomous minority nationality areas in Southwestern frontier region of China
Xie, Jiachun; Li, Xingxu; Sriboonchitta, Songsak; Yu, Shihti - In: The Empirical Econometrics and Quantitative Economics … 2 (2013) 3, pp. 27-27
areas in southwestern frontier region of China by using China’s Rural Household Survey (RHS) micro data. MTE-based semi-parametric … method is used to estimate parameters of interest, i.e., ATE, TT and TUT.The decline trend of MTE value respect to U_T, which …
Persistent link: https://www.econbiz.de/10010765540
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The early exercise premium in American options by using nonparametric regressions
Li, Weiping; Chen, Su - In: International journal of theoretical and applied finance 21 (2018) 7, pp. 1-29
Persistent link: https://www.econbiz.de/10011956935
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Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries
Silvapulle, Paramsothy; Fenech, Jean Pierre; Thomasa, Alice - In: Economic modelling 58 (2016), pp. 83-92
Persistent link: https://www.econbiz.de/10011647047
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