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  • Search: subject:"canonical representation"
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Year of publication
Subject
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canonical representation 4 Asymptotic Approximation 2 Binding Function 2 Convex Variational Distance 2 Local Canonical Representation 2 experiments 2 minimum (sum) representation 2 quotas and weights 2 weighted majority voting games 2 Abstimmungsregel 1 Cointegration 1 Electoral system 1 Experiment 1 Game theory 1 Higher Order Bias Structure 1 Higher order Bias 1 Indirect Estimator 1 Moment Approximation 1 Recursive Indirect Estimators 1 Second Order Bias Structure 1 Spieltheorie 1 Voting rule 1 Wahlsystem 1 Wold decomposition 1 asset pricing 1 derivatives pricing 1 dual option pricing 1 empirical pricing kernel 1 number theory 1 option Greeks 1 power 1 price discovery 1 size distortions 1 weak-exogeneity 1
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Online availability
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Free 6 CC license 1
Type of publication
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Book / Working Paper 4 Article 2
Type of publication (narrower categories)
All
Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 5 Undetermined 1
Author
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Arvanitis, Stelios 2 Demos, Antonis 2 Molinero, Xavier 2 Serna, Maria 2 Taberner-Ortiz, Marc 2 Cadogan, Godfrey 1 Rault, Christophe 1
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Institution
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Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 2 Econometric Society 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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DEOS Working Papers 2 Games 2 Econometric Society 2004 Far Eastern Meetings 1 MPRA Paper 1
Source
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RePEc 4 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 6 of 6
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On weights and quotas for weighted majority voting games
Molinero, Xavier; Serna, Maria; Taberner-Ortiz, Marc - In: Games 12 (2021) 4, pp. 1-25
In this paper, we analyze the frequency distributions of weights and quotas in weighted majority voting games (WMVG) up to eight players. We also show different procedures that allow us to obtain some minimum or minimum sum representations of WMVG, for any desired number of players, starting...
Persistent link: https://www.econbiz.de/10013200153
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Cover Image
On weights and quotas for weighted majority voting games
Molinero, Xavier; Serna, Maria; Taberner-Ortiz, Marc - In: Games 12 (2021) 4, pp. 1-25
In this paper, we analyze the frequency distributions of weights and quotas in weighted majority voting games (WMVG) up to eight players. We also show different procedures that allow us to obtain some minimum or minimum sum representations of WMVG, for any desired number of players, starting...
Persistent link: https://www.econbiz.de/10012698174
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Stochastic Expansions and Moment Approximations for Three Indirect Estimators
Demos, Antonis; Arvanitis, Stelios - Department of International and European Economic … - 2010
This paper deals with properties of three indirect estimators that are known to be (first order) asymptotically equivalent. Specifically, we examine a) the issue of validity of the formal Edgeworth expansion of an arbitrary order. b) Given a), we are concerned with valid moment approximations...
Persistent link: https://www.econbiz.de/10008552086
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Canonical Representation Of Option Prices and Greeks with Implications for Market Timing
Cadogan, Godfrey - Volkswirtschaftliche Fakultät, … - 2010
We introduce a canonical representation of call options, and propose a solution to two open problems in option pricing … theoretical foundation for a GARCH option pricing model. Third, our canonical representation theory has an inherent regenerative …
Persistent link: https://www.econbiz.de/10008564515
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A New Class of Indirect Estimators and Bias Correction
Demos, Antonis; Arvanitis, Stelios - Department of International and European Economic … - 2010
In this paper we define a set of indirect estimators based on moment approximations of the auxilary estimators. We provide results that describe higher order asymptotic properties of these estimators. The introduction of these is motivated by reasons of analytical and computational facilitation....
Persistent link: https://www.econbiz.de/10008461032
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Further results on weak-exogeneity in vector error correction models
Rault, Christophe - Econometric Society - 2004
This paper provides a necessary and sufficient condition for weak exogeneity in vector error correction models. An interesting property is that the statistics involved in the sequential procedure for testing this condition are distributed as ?ariables and can therefore easily be calculated with...
Persistent link: https://www.econbiz.de/10005702765
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