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Cross-market information transmission and stock market volatility prediction
Wang, Yide; Chen, Zan; Ji, Xiaodong - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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The measurement of health inequalities : does status matter?
Costa-Font, Joan; Cowell, Frank A. - 2016
The measurement of health inequalities usually involves either estimating the concentration of health outcomes using an income-based measure of status or applying conventional inequalitymeasurement tools to a health variable that is non-continuous or, in many cases, categorical. However, these...
Persistent link: https://www.econbiz.de/10011547679
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Information spillover across international real estate investment trusts : evidence from an entropy-based network analysis
Ji, Qiang; Marfatia, Hardik; Gupta, Rangan - In: The North American journal of economics and finance : a … 46 (2018), pp. 103-113
Persistent link: https://www.econbiz.de/10012036610
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Estimating macroeconomic uncertainty and discord using info-metrics
Lahiri, Kajal; Wang, Wuwei - 2019
significantly from normality. Even though the Shannon entropy is more inclusive of different facets of a forecast density, we find …
Persistent link: https://www.econbiz.de/10012024647
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An information theory perspective on the informational efficiency of gold price
Bariviera, Aurelio Fernández; Font-Ferrer, Alejandro; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012203165
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Estimating bargaining-related tax advantages of multinational firms
Egger, Peter; Strecker, Nora Margot; Zoller-Rydzek, Benedikt - 2018
face lower relocation costs than NEs, which enhances their bargaining position. Using French firm-level data and entropy …
Persistent link: https://www.econbiz.de/10011822120
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Option pricing under GARCH models with Hansen's skewed-t distributed innovations
Liu, Yanxin; Siu-Hang Li, Johnny; Ng, Andrew Cheuk-Yin - In: The North American journal of economics and finance : a … 31 (2015), pp. 108-125
Persistent link: https://www.econbiz.de/10011511067
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Pricing American options : RNMs-constrained entropic least-squares approach
Yu, Xisheng; Xie, Xiaoke - In: The North American journal of economics and finance : a … 31 (2015), pp. 155-173
Persistent link: https://www.econbiz.de/10011514205
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Predictability dynamics of Islamic and conventional equity markets
Sensoy, Ahmet; Aras, Güler; Hacihasanoglu, Erk - In: The North American journal of economics and finance : a … 31 (2015), pp. 222-248
Persistent link: https://www.econbiz.de/10011514222
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"The double dividend of Training" : labor market effects of work-related continuous education in Switzerland
Denzler, Stefan; Ruhose, Jens; Wolter, Stefan C. - 2022
market outcomes, we apply a regression-adjusted matched difference-in-differences approach with entropy balancing to account …
Persistent link: https://www.econbiz.de/10013413337