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Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
Hammoudeh, Shawkat; McAleer, Michael; Yuan, Yuan, Y.; … - Faculteit der Economische Wetenschappen, Erasmus … - 2009
precious metals (that is, gold, silver, platinum and palladium), while accounting for geopolitics within a multivariate system …
Persistent link: https://www.econbiz.de/10010732605
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The AdMit Package
van Dijk, Herman K.; David, David, D.; Hoogerheide, … - Faculteit der Economische Wetenschappen, Erasmus … - 2008
This short note presents the R package AdMit which provides flexible functions to approximate a certain target distribution and it provides an efficient sample of random draws from it, given only a kernel of the target density function. The estimation procedure is fully automatic and thus avoids...
Persistent link: https://www.econbiz.de/10010731738
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Evaluation of Group Sequential Clinical Trial Designs
Emerson, Scott; Kittelson, John; Gillen, Daniel - Berkeley Electronic Press - 2004
effect) and statistical (e.g., frequentist type I error, Bayesian posterior probabilities, stochastic curtailment). It is … methods of presenting Bayesian operating characteristics over a range of prior distributions and discuss the difficulty …
Persistent link: https://www.econbiz.de/10005751060
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Bayesian Estimation of Risk-Premia in an APT Context
Darsinos, T.; Satchell, S.E. - Faculty of Economics, University of Cambridge - 2003
Bayesian methodology for estimating factor risk premia and hence equity risk premia for both traded and non-traded factors …
Persistent link: https://www.econbiz.de/10005650522