Search Results - subject:"likelihood function"

Bayesian rule in the framework of uncertainty theory

Lio, Waichon; Kang, Rui - In: Fuzzy optimization and decision making : a journal of … 22 (2023) 3, pp. 337-358

Persistent link: https://www.econbiz.de/10014321873

Financial Frictions and the Wealth Distribution

Fernández-Villaverde, Jesús; Hurtado, Samuel; Nuño, Galo - 2020

computed using machine learning and how they can be estimated with a likelihood function, using inference with diffusions. …

Persistent link: https://www.econbiz.de/10012269552

Financial frictions and the wealth distribution

Fernández-Villaverde, Jesús; Hurtado López, Samuel; … - 2020

computed using machine learning and how they can be estimated with a likelihood function, using inference with diffusions …

Persistent link: https://www.econbiz.de/10012524850

Financial frictions and the wealth distribution

Fernández-Villaverde, Jesús; Hurtado, Samuel; Nuño, Galo - 2020

Persistent link: https://www.econbiz.de/10012226875

Financial frictions and the wealth distribution

Fernández-Villaverde, Jesús; Hurtado, Samuel; Nuño, Galo - 2020

computed using machine learning and how they can be estimated with a likelihood function, using inference with diffusions. …

Persistent link: https://www.econbiz.de/10012260513

What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the full BEKK dynamic conditional covariance model

McAleer, Michael - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-7

Persistently high negative covariances between risky assets and hedging instruments are intended to mitigate against risk and subsequent financial losses. In the event of having more than one hedging instrument, multivariate covariances need to be calculated. Optimal hedge ratios are unlikely to...

Persistent link: https://www.econbiz.de/10012611132

What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the Dynamic Conditional Correlation (DCC) model

McAleer, Michael - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-9

In order to hedge efficiently, persistently high negative covariances or, equivalently, correlations, between risky assets and the hedging instruments are intended to mitigate against financial risk and subsequent losses. If there is more than one hedging instrument, multivariate covariances and...

Persistent link: https://www.econbiz.de/10012611137

What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the full BEKK dynamic conditional covariance model

McAleer, Michael - In: Journal of risk and financial management : JRFM 12 (2019) 2/66, pp. 1-7

Persistent link: https://www.econbiz.de/10012022157

What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the Dynamic Conditional Correlation (DCC) model

McAleer, Michael - In: Journal of risk and financial management : JRFM 12 (2019) 2/61, pp. 1-9

Persistent link: https://www.econbiz.de/10012022209

Using Econometrics to Understand Inclusion of Persons with Disabilities in the Workforce of Bosnia and Herzegovina

Sehic, Ensar; Satrovic, Elma; Fijuljanin, Seid - In: Economic Review: Journal of Economics and Business 13 (2015) 2, pp. 52-61

Persons with disabilities have relevant working capacity. Employers who recruit those persons assume that their disabilities do not decrease organization’s productivity. Persons with disabilities can normally fit into working environment. The studies of employers’ attitude towards persons...

Persistent link: https://www.econbiz.de/10011985105