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Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study

Birgean, Ionel; Kilian, Lutz - In: Econometric reviews 21 (2002) 4, pp. 449-476

Persistent link: https://www.econbiz.de/10001718225

Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study

Birgean, Ionel; Kilian, Lutz - 1999

Persistent link: https://www.econbiz.de/10001410062

Some Statistical Tests and Experiments for Correlation of Financial Series

Dokuchaev, Nikolai - 2009

for time series with known degree of correlation …

Persistent link: https://www.econbiz.de/10013157756

The Poisson random effect model for experience ratemaking : limitations and alternative solutions

Lee, Woojoo; Kim, Jeonghwan; Ahn, Jae Youn - In: Insurance / Mathematics & economics 91 (2020), pp. 26-36

Persistent link: https://www.econbiz.de/10012241976

Experiments on asset markets & decision making : the role of information and time

Xu, Yilong - 2017

Persistent link: https://www.econbiz.de/10011756522

Coping with choice modeling : theoretical and methodological insights

Rodenburger, Daniel - 2021

Persistent link: https://www.econbiz.de/10012586151

Identification of causal mechanisms from randomized experiments : a framework for endogenous mediation analysis

Peng, Jing - In: Information systems research : ISR 34 (2023) 1, pp. 67-84

Persistent link: https://www.econbiz.de/10014323359

Quantile judgments of lognormal losses : an experimental investigation

Wang, Sulian; Wang, Chen - In: Decision analysis : a journal of the Institute for … 18 (2021) 1, pp. 78-99

Persistent link: https://www.econbiz.de/10012518135

Elicitable Risk Measures

Bellini, Fabio - 2015

A statistical functional is elicitable if it can be defined as the minimizer of a suitable expected scoring function (see Gneiting (2011), Ziegel (2013) and the references therein). With financial applications in view, we suggest a slightly more restrictive definition than Gneiting (2011), and...

Persistent link: https://www.econbiz.de/10013034984

Evolutionary strategies for building risk-optimal portfolios

Lipinski, Piotr - In: Natural computing in computational finance ; [the …, (pp. 53-65). 2008

Persistent link: https://www.econbiz.de/10009515175