Search Results - subject:"nonparametric tests"

A nonparametric test for cooperation in discrete games

Aradillas-López, Andrés; Kosenkova, Lidia - In: The econometrics journal 26 (2023) 2, pp. 257-278

Persistent link: https://www.econbiz.de/10014319352

A new stochastic dominance criterion for dependent random variables with applications

Belzunce, Félix; Martinez-Riquelme, Carolina - In: Insurance 108 (2023), pp. 165-176

Persistent link: https://www.econbiz.de/10013534518

Trading time seasonality in electricity futures

Størdal, Ståle; Ewald, Christian; Lien, Gudbrand; … - In: Journal of commodity markets 31 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014477808

Female labor precariousness during the pandemic lessons for a future better normal

Ghiță, Simona; Boboc, Cristina; Vasile, Valentina; … - In: Fostering Recovery Through Metaverse Business Modelling …, (pp. 123-149). 2023

Persistent link: https://www.econbiz.de/10014302701

Joint dynamics of stock returns and cash flows : a time-varying present-value framework

Yu, Deshui; Yan, Yayi - In: Financial management : FM 52 (2023) 3, pp. 513-541

Persistent link: https://www.econbiz.de/10014375505

Cluster-adjusted DEA efficiency in the presence of heterogeneity: An application to banking sector

Sakouvogui, Kekoura; Shaik, Saleem; Addey, Kwame Asiam - In: Open Economics 3 (2020) 1, pp. 50-69

This paper improves on the issues of extreme data points and heterogeneity found in the linear programming data envelopment analysis (DEA) by presenting a cluster-adjusted DEA model (DEA with cluster approach). This analysis, based on efficiency, determines the number of clusters via Gap...

Persistent link: https://www.econbiz.de/10012598242

Cluster-adjusted DEA efficiency in the presence of heterogeneity : an application to banking sector

Sakouvogui, Kekoura; Shaik, Saleem; Addey, Kwame Asiam - In: Open economics 3 (2020) 1, pp. 50-69

Persistent link: https://www.econbiz.de/10012213369

The impact of general elections on Kenya's tourism, financial and media sector stock returns : an event study approach

Buigut, Steven; Masinde, Brain - In: Journal of African business 23 (2022) 2, pp. 497-515

Persistent link: https://www.econbiz.de/10013178109

Trading strategies and weekly anomalies in the stock market : Mexico, Indonesia, Nigeria and Turkey

Gahlot, Ruchika - In: The journal of investment strategies 11 (2022) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10013270036

On the efficiency of stock markets: A case of selected OPEC member countries

Olubiyi, Ebenezer A.; Olopade, Peter O. - In: CBN Journal of Applied Statistics 09 (2018) 2, pp. 75-101

estimation are performed. Results of both parametric and nonparametric tests indicate that only Qatar's stock market is weak …

Persistent link: https://www.econbiz.de/10012229197