Search Results - subject:"interpolation"

Using multiple reference levels in Multi-Criteria Decision aid : the Generalized-Additive Independence model and the Choquet integral approaches

Labreuche, Christophe; Grabisch, Michel - In: European journal of operational research : EJOR 267 (2018) 2, pp. 598-611

Persistent link: https://www.econbiz.de/10011812532

The Chow-Lin method extended to dynamic models with autocorrelated residuals

Poissonnier, Aurélien - In: Journal of time series econometrics 10 (2018) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011817681

Deriving correlation matrices for missing financial time-series data

Burger, Schalk; Silverman, Searle; Van Vuuren, Gary - In: International journal of economics and finance 10 (2018) 10, pp. 105-120

Persistent link: https://www.econbiz.de/10011944933

Chebyshev interpolation for parametric option pricing

Gaß, Maximilian; Glau, Kathrin; Mahlstedt, Mirco; … - In: Finance and stochastics 22 (2018) 3, pp. 701-731

Persistent link: https://www.econbiz.de/10011945899

Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea

Cho, Jin Seo; Park, Myungho; Phillips, Peter C. B. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 523-537

Persistent link: https://www.econbiz.de/10012249197

Endogenous grids in higher dimensions : delaunay interpolation and hybrid methods

Ludwig, Alexander; Schön, Matthias - In: Computational economics 51 (2018) 3, pp. 463-492

Persistent link: https://www.econbiz.de/10011963691

Market risk calculation for private equity fund-of-funds

Henzler, Jörg; George, Constantine - In: Journal of risk management in financial institutions 11 (2017/2018) 4, pp. 328-360

Persistent link: https://www.econbiz.de/10011980279

Fixed income strategies for trading and for asset management

Tinschert, Jonas; Cremers, Heinz - 2012

are used to calculate an accurate price level. Interpolation is an essential tool to do this. For treasurers, the asset …

Persistent link: https://www.econbiz.de/10010310469

Identification of Liechtenstein's historic economic growth and business cycles by econometric extensions of data series

Brunhart, Andreas - 2012

Several economic data series of Liechtenstein are backwardly estimated in order to achieve consistent historic time series. The generated series consist for instance of the national income for the years 1954 to 1992 (by regressive inter- and retropolation with indicators) and 1993 to 1997 (by...

Persistent link: https://www.econbiz.de/10010368149

Identification of Liechtenstein's Historic Economic Growth and Business Cycles by Econometric Extensions of Data Series

Brunhart, Andreas - Volkswirtschaftliche Fakultät, … - 2012

Persistent link: https://www.econbiz.de/10011258407