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Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry; Fang, Yi; Kopa, Miloš - In: Management science : journal of the Institute for … 61 (2015) 7, pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
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Temporal changes in the parameters of statistical distribution of journal impact factor
Mishra, SK - Volkswirtschaftliche Fakultät, … - 2010
distribution of log10(JIF) exhibits conspicuous skewness and non-mesokurticity. In this paper we estimate the parameters of Johnson …-sampling close to bootstrapping. It has been found that log10(JIF) is Pearson-IV distributed. Johnson SU distribution fits very well …
Persistent link: https://www.econbiz.de/10008562615
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Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung: Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und eine...
Dannenberg, Henry - 2009
für eine genaue Bewertung voraus. Als Alternative bietet sich bei kurzen Datenhistorien Bootstrapping an. Diese Methode … verfügbarer Perioden Bootstrapping und eine WaldKonfidenzregion zu einer vergleichbaren Bewertung des Kreditrisikos gelangen. Die … region for a short credit history is bootstrapping. Hence, it could be more appropriate to assess estimation uncertainty with …
Persistent link: https://www.econbiz.de/10010267037
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The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio
Dannenberg, Henry - 2011
This article seeks to make an assessment of estimation uncertainty in a multi-rating class loan portfolio. Relationships are established between estimation uncertainty and parameters such as probability of default, intra- and inter-rating class correlation, degree of inhomogeneity, number of...
Persistent link: https://www.econbiz.de/10010286023
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International evidence on time-variation in trend labor productivity growth
Wegmüller, Philipp - 2016 - This version: February 2, 2016
This paper provides international evidence on time-variation in trend productivity growth, based on the dataset for hours worked constructed by Ohanian & Raffo (2012). Applying both the endogenous break tests of Bai & Perron (1998, 2003) and the Stock & Watson (1996, 1998) TVP-MUB methodology,...
Persistent link: https://www.econbiz.de/10011419488
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On the tourism-led growth hypothesis in the UAE : a bootstrap approach with leveraged adjustments
Hatemi-J, Abdulnasser - In: Applied economics letters 23 (2016) 4/6, pp. 424-427
Persistent link: https://www.econbiz.de/10011430760
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Beyond fundamentals : investor sentiment and exchange rate forecasting
Heiden, Sebastian; Klein, Christian; Zwergel, Bernhard - In: European financial management : the journal of the … 19 (2013) 3, pp. 558-578
Persistent link: https://www.econbiz.de/10010193738
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Overdraft facility policy and firm's performance : an empirical analysis in Eastern European Union industrial firms
Castillo, Leopoldo Laborda; Sotelsek Salem, Daniel - In: Journal of business economics and management 14 (2013) 5, pp. 886-902
Persistent link: https://www.econbiz.de/10010199090
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Evaluating the performance of higher education institutions in Europe : a nonparametric efficiency analysis of 944 institutions
Veiderpass, Ann; McKelvey, Maureen D. - In: Applied economics 48 (2016) 16/18, pp. 1504-1514
Persistent link: https://www.econbiz.de/10011456633
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Evaluating option pricing model performance using model uncertainty
Bams, Dennis; Blanchard, Gildas; Lehnert, Thorsten - 2014
Persistent link: https://www.econbiz.de/10010502926