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Handbook of financial econometrics, mathematics, statistics, and machine learning
Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021
, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance …, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook … finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook. Led by …
Persistent link: https://www.econbiz.de/10012061412
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Likelihood-based statistical estimation from quantized data
Vardeman, Stephen B.; Lee, Chiang-Sheng - 2003
Most standard statistical methods treat numerical data as if they were real (infinitenumber- of-decimal-places) observations. The issue of quantization or digital resolution is recognized by engineers and metrologists, but is largely ignored by statisticians and can render standard statistical...
Persistent link: https://www.econbiz.de/10010511727
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Likelihood-based statistical estimation from quantized data
Vardeman, Stephen B.; Lee, Chiang-Sheng - 2003
Persistent link: https://www.econbiz.de/10001901600
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ANOVA with Summary Statistics : A Stata Macro
Butt, Nadeem Shafique - 2011
some packages can perform one-way ANOVA after generating surrogate data from summary statistics. In this short note we have …
Persistent link: https://www.econbiz.de/10013125051
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Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt; Gooijer, Jan G. de - 2000
The asymmetric moving average model (asMA) is extended to allow forasymmetric quadratic conditional heteroskedasticity (asQGARCH). Theasymmetric parametrization of the conditional variance encompassesthe quadratic GARCH model of Sentana (1995). We introduce a framework fortesting asymmetries in...
Persistent link: https://www.econbiz.de/10011303289
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An empirical investigation of US fiscal expenditures and macroeconomic outcomes
Aksoy, Yunus; Melina, Giovanni - 2011
Persistent link: https://www.econbiz.de/10009305805
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An Empirical Investigation of US Fiscal Expenditures and Macroeconomic Outcomes
Aksoy, Yunus - 2017
In addition to containing stable information to explain inflation, state-local expenditures also have a larger share of the forecast error variance of US inflation than the federal funds rate. Non-defense federal expenditures are useful in predicting real output variations and, starting from the...
Persistent link: https://www.econbiz.de/10012955620
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Constructing copulas using corrected hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro; Yamakami, Tomohisa - 2023
Persistent link: https://www.econbiz.de/10014266209
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Eurostat sampling reference guidelines - Introduction to sample design and estimation techniques
Europäische Kommission / Statistisches Amt - 2008
Besides some basic methodology and definitions, the guidelines provide practical rules, strategies and hints to lead the practitioner in the initial phase of survey planning and reporting, in the selection of the best sampling method and type of allocation, in the determination of the sample...
Persistent link: https://www.econbiz.de/10009638814
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Hypothesis testing with a restricted parameter space
Andrews, Donald W. - 1994 - rev
Persistent link: https://www.econbiz.de/10000147120