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Probabilistic choice in games : properties of Rosenthal's t-solutions

Voorneveld, Mark (contributor) - 2003 - [Elektronische Ressource], Rev. December 20, 2003

, Int. J. Game Theory 18, 273-292), choice probabilities are related to the determination of leveling taxes. The set of t …

Persistent link: https://www.econbiz.de/10001808234

A note on confidence intervals in cost-effectiveness analysis

Tambour, Magnus; Zethraeus, Niklas; Johannesson, Magnus - 1997

Persistent link: https://www.econbiz.de/10000969942

Towards a general theory of bond markets

Björk, Tomas; DiMasi, Giovanni; Kabanov, Jurij M.; … - 1996

Persistent link: https://www.econbiz.de/10000955624

New techniques to extract market expectations from financial instruments

Söderlind, Paul; Svensson, Lars E. O. - 1996

Persistent link: https://www.econbiz.de/10000955625

Finite dimensional Markovian realizations for stochastic volatility forward rate models

Björk, Tomas (contributor); Landén, Camilla (contributor); … - 2002 - [Elektronische Ressource], This version: May 6, 2002

we use the previously developed Hilbert space realization theory in order provide general necessary and sufficent … the theory by analyzing a number of concrete examples. -- HJM models ; stochastic volatility ; factor models ; forward …

Persistent link: https://www.econbiz.de/10001664233

Testing parameter constancy in unit root autoregressive models against continuous change

He, Changli (contributor); Sandberg, Rickard (contributor) - 2005 - [Elektronische Ressource], Rev. February 8, 2005

In this paper we derive tests for parameter constancy when the data generating process is non-stationary against the hypothesis that the parameters of the model change smoothly over time. To obtain the asymptotic distributions of the tests we generalize many theoretical results, as well as new...

Persistent link: https://www.econbiz.de/10002570513

Risk sharing and firm size : theory and international evidence

Giannetti, Mariassunta (contributor) - 2001 - [Elektronische Ressource], Rev. November 6, 2001

efficiency of the financial system, measured by the level of monitoring costs, affects the extent of risk sharing within an … projects is concentrated in few individuals and firm shocks are idiosyncratic, the risk premium is likely to rise with the … amount of funds firms demand. As a consequence, keeping constant the level of opacity and risk, firms with better growth …

Persistent link: https://www.econbiz.de/10001622437