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Efficient methods for comparing two process yields : strategies on supplier selection

Wu, Chien-wei; Liao, Mou-yuan; Yang, Tsung-tse - In: International journal of production research 51 (2013) 5, pp. 1587-1602

Persistent link: https://www.econbiz.de/10009705713

Relative profit maximization in duopoly : difference or ratio

Satoh, Atsuhiro; Tanaka, Yasuhito - In: International journal of business and economics 13 (2014) 2, pp. 127-141

Persistent link: https://www.econbiz.de/10010531229

Out-of-sample earnings forecasting for OLS and Theil-Sen models relative to a naïve no-change model

Francis, Rick Neil - In: Journal of applied accounting research 23 (2022) 2, pp. 321-339

Persistent link: https://www.econbiz.de/10012990410

On a robust estimation of option-implied interest rates and dividend yields

Kamau, Muoria; Mwaniki, Ivivi Joseph - In: Cogent economics & finance 11 (2023) 2, pp. 1-20

points making it sensitive to outliers, a robust median-based estimation approach is proposed. The proposed methodology is … only valid for European options; consequently, an empirical analysis is conducted on options on the S & P 500 Index. Robust …

Persistent link: https://www.econbiz.de/10014501256

Agnostic fundamental analysis works

Bartram, Söhnke M.; Grinblatt, Mark - In: Journal of financial economics 128 (2018) 1, pp. 125-147

Persistent link: https://www.econbiz.de/10011969134

Expected median of a shifted Brownian motion : theory and calculations

Piterbarg, Vladimir V. - In: Mathematical finance : an international journal of … 32 (2022) 1, pp. 3-45

Persistent link: https://www.econbiz.de/10012815944

Bootstrap beta control chart for monitoring proportion data

Chowdhury, Shovan; Kundu, Amarjit; Modok, Bidhan - In: International journal of quality & reliability management 39 (2022) 10, pp. 2354-2377

Persistent link: https://www.econbiz.de/10013455444

Bivariate Kumaraswamy models via modified FGM copulas : properties and applications

Ghosh, Indranil - In: Journal of risk and financial management : JRFM 10 (2017) 4, pp. 1-13

A copula is a useful tool for constructing bivariate and/or multivariate distributions. In this article, we consider a new modified class of FGM (Farlie–Gumbel–Morgenstern) bivariate copula for constructing several different bivariate Kumaraswamy type copulas and discuss their structural...

Persistent link: https://www.econbiz.de/10011854865

Leverage and volatility feedback effects and conditional dependence index : a nonparametric study

Sun, Yiguo; Wu, Ximing - In: Journal of risk and financial management : JRFM 11 (2018) 2, pp. 1-20

volatility index (VIX) via a nonparametric copula method. Specifically, we propose a conditional dependence index to investigate … that the nonparametric leverage effect is much stronger than the nonparametric volatility feedback effect, although, in …

Persistent link: https://www.econbiz.de/10011857010

New families of bivariate copulas via unit lomax distortion

Abdullah-A Aldhufairi, Fadal; Samanthi, Ranadeera G.M.; … - In: Risks : open access journal 8 (2020) 4/106, pp. 1-19

This article studies a new family of bivariate copulas constructed using the unit-Lomax distortion derived from a transformation of the non-negative Lomax random variable into a variable whose support is the unit interval. Existing copulas play the role of the base copulas that are distorted...

Persistent link: https://www.econbiz.de/10012384399