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Data Estimation and Interpretation: An Analysis.
Meyer, Thomas K. - 2008
examined using a model assuming Rational Expectations, Adaptive Expectations and certain postulates of Price Theory. …
Persistent link: https://www.econbiz.de/10015213579
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A methodology of estimation on air pollution and its health effects in large Japanese cities.
Hirota, Keiko; Shibuya, Satoshi; Sakamoto, Shogo; … - 2011
The correlation between air pollution and health effects in large Japanese cities presents a great challenge owing to the limited availability of data on the exposure to pollution, health effects and the uncertainty of mixed causes. A methodology for quantitative relationships (between the...
Persistent link: https://www.econbiz.de/10015231412
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Constructing weekly returns based on daily stock market data: A puzzle for empirical research?
Baumöhl, Eduard; Lyócsa, Štefan - 2012
The weekly returns of equities are commonly used in the empirical research to avoid the non-synchronicity of daily data. An empirical analysis is used to show that the statistical properties of a weekly stock returns series strongly depend on the method used to construct this series. Three types...
Persistent link: https://www.econbiz.de/10015235146
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Resolutions to flip-over credit risk and beyond
Yang, Bill Huajian - 2019
Abstract Given a risk outcome y over a rating system {R_i }_(i=1)^k for a portfolio, we show in this paper that the maximum likelihood estimates with monotonic constraints, when y is binary (the Bernoulli likelihood) or takes values in the interval 0≤y≤1 (the quasi-Bernoulli likelihood), are...
Persistent link: https://www.econbiz.de/10015263811
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Adaptive Analytical Approach to Lean and Green Operations
Leong, Wei Dong; Teng, Sin Yong; How, Bing Shen; Ngan, … - 2019
Recent problems faced by industrial players commonly relates to global warming and depletion of resources. This situation highlights the importance of improvement solutions for industrial operations and environmental performances. Based on interviews and literature studies, manpower, machine,...
Persistent link: https://www.econbiz.de/10015264831
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Reliability, Validity and Uni-Dimensionality: A Primer
Pillai N., Vijayamohanan; A., Rjumohan - 2020
Though measurement theory has traditionally got full attention and appreciation in scientific researches, its service … in social sciences is young in years. Most of the popular definitions of measurement refer only to measuring objects or …, variables. Measurement in social sciences is hence to seek to construct these latent variables from aggregation of relevant …
Persistent link: https://www.econbiz.de/10015212763
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Hilbert's Sixth Problem: Descriptive Statistics as New Foundations for Probability: Lévy Processes
Johnson, Joseph F. - 2013
Hay esbozos según los cuales las probabilidades se cuentan como la fundación de la teoría matemática de las estadísticas. Mas la significación física de las probabilidades matemáticas son oscuros, muy poco entendidos. Parecíera mejor que las probabilidades físicas se fundaran en las...
Persistent link: https://www.econbiz.de/10015214986
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Hedging Greeks for a portfolio of options using linear and quadratic programming
Sinha, Pankaj; Johar, Archit - 2010
The aim of this paper is to develop a hedging methodology for making a portfolio of options delta, vega and gamma neutral by taking positions in other available options, and simultaneously minimizing the net premium to be paid for the hedging. A quadratic programming solution for the problem is...
Persistent link: https://www.econbiz.de/10015220452
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To be(tween) or not to be(tween)? Combining between- and within-subjects design characteristics in preference elicitation for organic and local apples
Drichoutis, Andreas C.; Cerjak, Marija; Kovačić, Damir; … - 2024
This study examines consumer preferences for organic and local apples by combining between- and within-subject design characteristics in a second price auction. We first ask subjects to bid for 1 Kg of apples without any information. In subsequent rounds we reveal information about the organic...
Persistent link: https://www.econbiz.de/10015213435
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Incentives and Payment Mechanisms in Preference Elicitation
Drichoutis, Andreas C.; Palma, Marco; Feldman, Paul - 2024
theory. With overwhelming evidence of theory violations in a multiplicity of domains, we fill this gap by empirically …
Persistent link: https://www.econbiz.de/10015213444