Search Results - subject:"error probability"

Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets

Lv, Wujun; Pang, Tao; Xia, Xiaobao; Yan, Jingzhou - In: Financial innovation : FIN 9 (2023) 1, pp. 1-28

conclusions in both markets: first, price diffusion and jump ambiguity mainly determine detection-error probability; second …

Persistent link: https://www.econbiz.de/10014289085

Model uncertainty, economic development, and welfare costs of business cycles

Okubo, Masakatsu - In: Journal of macroeconomics 76 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014333972

Robust control in a rough environment

Han, Bingyan; Wong, Hoi Ying - In: Quantitative finance 22 (2022) 3, pp. 481-500

Persistent link: https://www.econbiz.de/10013167772

Risk aversion or model uncertainty? : an empirical cross-sectional analysis across countries

Engel, Pedro; Almeida, Caio; Valente, João Paulo - In: Brazilian review of econometrics : BRE ; the review of … 38 (2018) 2, pp. 321-355

Persistent link: https://www.econbiz.de/10012129516

On two-stage LAO testing of multiple hypotheses for a pair of families of probability distributions

Haroutunian, Evgueni; Hakobyan, Parandzem; … - In: Journal of statistical and econometric methods 2 (2013) 2, pp. 127-156

object’s distribution within the selected family. The matrix of reliabilities (error probability exponents) of …

Persistent link: https://www.econbiz.de/10009769893

On the computation of detection error probabilities under normality assumptions

Okubo, Masakatsu - In: Economics letters 171 (2018), pp. 106-109

Persistent link: https://www.econbiz.de/10012021850

Thresholds for error probability measures of business process models

Mendling, Jan; Sanchez-Gonzalez, Laura; Garcia, Felix; … - 2012

understanding, for example size and complexity as general driving forces of error probability. Yet, design decisions usually have to …

Persistent link: https://www.econbiz.de/10009480455

Thresholds for error probability measures of business process models

Mendling, Jan; Sanchez-Gonzalez, Laura; Garcia, Felix; … - 2011

understanding, for example size and complexity as general driving forces of error probability. Yet, design decisions usually have to …

Persistent link: https://www.econbiz.de/10009438017

MERTON MODEL FOR ASSESSING THE COST OF CAPITAL, MATHEMATICAL AMOUNT BUT NOT ALSO ECONOMIC AMOUNT OF CAPM AND APT MODELS

PASCU-NEDELCU, Maria - In: Journal of Doctoral Research in Economics 3 (2011) 1, pp. 47-61

Models for assessing the cost of capital play a central role in substantiating investments decision. These models are often used to evaluate investments in trading securities on the stock market. This paper aims to highlight how a classic model of evaluation, inter-temporal CAPM model, in other...

Persistent link: https://www.econbiz.de/10010595717

Die Interpretation des p -Wertes – Grundsätzliche Missverständnisse

Hirschauer, Norbert; Mußhoff, Oliver; Grüner, Sven; … - In: Jahrbücher für Nationalökonomie und Statistik 236 (2016) 5, pp. 557-575

Zusammenfassung Der p -Wert wird vielfach als Goldstandard für Inferenzschlüsse angesehen. Zur Validierung statistischer Zusammenhänge hat sich die Konvention herausgebildet, möglichst geringe p -Werte einzufordern und bei Werten unterhalb gewisser Schwellen (z. B. 0,05) von statistisch...

Persistent link: https://www.econbiz.de/10014609924