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The choice of a technical efficiency measure on the free disposal hull reference technology : a comparison using US banking data

De Borger, Bruno L.; Ferrier, Gary Donald; Kerstens, … - 1995

Persistent link: https://www.econbiz.de/10000908725

The choice of a technical efficiency measure on the free disposal hull reference technology : a comparison using US banking data

De Borger, Bruno L.; Ferrier, Gary Donald; Kerstens, … - 1996

Persistent link: https://www.econbiz.de/10000953960

Testing general and special Färe-Primont indices : a proposal for public and private sector synthetic indices of European regional expenditures and tourism

Briec, Walter; Kerstens, Kristiaan; Prior, Diego; Van … - In: European journal of operational research : EJOR 271 (2018) 2, pp. 756-768

Persistent link: https://www.econbiz.de/10011890411

A new inequality measure that is sensitive to extreme values and asymmetries

McAleer, Michael; Ryu, Hang-keun; Slottje, Daniel Jonathan - 2017

There is a vast literature on the selection of an appropriate index of income inequality and on what desirable … properties such a measure (or index) should contain. The Gini index is, of course, the most popular. There is a concurrent … Pareto distribution. But these income distribution functions (IDFs) continue to be described with a single index (such as the …

Persistent link: https://www.econbiz.de/10011773015

A new inequality measure that is sensitive to extreme values and asymmetries

McAleer, Michael; Ryu, Hang-keun; Slottje, Daniel Jonathan - 2017

Persistent link: https://www.econbiz.de/10011742718

Connecting VIX and stock index ETF

Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael - 2017 - Revised: January 2017

Persistent link: https://www.econbiz.de/10011823316

Comparing Luenberger and Luenberger-Hicks-Moorsteen productivity indicators : how well is total factor productivity approximated?

Kerstens, Kristiaan; Shen, Zhiyang; Van de Woestyne, Ignace - In: International journal of production economics 195 (2018), pp. 311-318

Persistent link: https://www.econbiz.de/10011802137

Connecting VIX and stock index ETF with VAR and diagonal BEKK

Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael - 2018 - Revised: September 2018

Persistent link: https://www.econbiz.de/10011920700

Connecting VIX and stock index ETF with VAR and diagonal BEKK

Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-25

understated. ETFs track and attempt to replicate the performance of a specific index. Numerous studies have demonstrated a strong … relationship between the S&P500 Composite Index and the Volatility Index (VIX), but few empirical studies have focused on the …

Persistent link: https://www.econbiz.de/10011961446

A Luenberger-Hicks-Moorsteen productivity indicator : its relation to the Hicks-Moorsteen productivity index and the Luenberger productivity indicator

Briec, Walter; Kerstens, Kristiaan - In: Economic theory : official journal of the Society for … 23 (2004) 4, pp. 925-939

Persistent link: https://www.econbiz.de/10002047677