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Year of publication
Subject
All
Maßzahl 307 Statistical measures 274 Theorie 167 Theory 144 USA 33 Portfolio-Management 32 Portfolio selection 30 United States 30 Schätztheorie 29 Statistische Verteilung 29 Schätzung 28 Estimation theory 27 Volatilität 27 Statistical distribution 24 Volatility 24 Estimation 23 Lebensstandard 23 Economic growth 22 Standard of living 22 Wirtschaftswachstum 22 Risikomaß 21 National income 20 Nationaleinkommen 20 Risk measure 20 Nachhaltige Entwicklung 19 Sustainable development 19 Welfare analysis 19 Wohlfahrtsanalyse 19 Zeitreihenanalyse 18 Prognoseverfahren 17 Risiko 16 Risk 16 Forecasting model 15 Deutschland 13 Time series analysis 13 Varianzanalyse 12 Vergleich 12 Analysis of variance 11 Capital income 11 Kapitaleinkommen 11
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Online availability
All
Free 101 Undetermined 15
Type of publication
All
Book / Working Paper 166 Article 144
Type of publication (narrower categories)
All
Working Paper 139 Graue Literatur 114 Non-commercial literature 114 Article in journal 110 Aufsatz in Zeitschrift 110 Arbeitspapier 106 Aufsatz im Buch 31 Book section 31 Hochschulschrift 17 Thesis 13 Article 2 Commentary 2 Kommentar 2 Amtsdruckschrift 1 Aufsatzsammlung 1 Bibliografie enthalten 1 Bibliography included 1 Collection of articles of several authors 1 Collection of articles written by one author 1 Conference proceedings 1 Elektronischer Datenträger 1 Forschungsbericht 1 Government document 1 Handbook 1 Handbuch 1 Konferenzschrift 1 Sammelwerk 1 Sammlung 1 Systematic review 1 Übersichtsarbeit 1
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Language
All
English 257 German 42 French 10 Undetermined 1
Author
All
Lawn, Philip A. 11 Clarke, Matthew 9 Klein, Ingo 7 Pesaran, M. Hashem 6 Jaschke, Stefan R. 5 Meisel, Nicolas 5 Ould Aoudia, Jacques 5 Battistin, Erich 4 Frölich, Markus 4 Gather, Ursula 4 Hayakawa, Kazuhiko 4 Kohn, Karsten 4 Lewbel, Arthur 4 Melly, Blaise 4 Bannouh, Karim 3 Blundell, Richard W. 3 Breuer, Wolfgang 3 Diewert, Walter E. 3 Dijk, Herman K. van 3 Duffie, Darrell 3 Dworczak, Piotr 3 Feenstra, Robert C. 3 Hautsch, Nikolaus 3 Hoogerheide, Lennart 3 Huschens, Stefan 3 Imbens, Guido 3 Leitner, Johannes 3 Lembcke, Alexander C. 3 Maignan, Carole 3 Pick, Andreas 3 Pinelli, Dino 3 Riese, Martin 3 Rullani, Francesco 3 Singh, Housila P. 3 Vieider, Ferdinand M. 3 Villeval, Marie-Claire 3 Zhu, Haoxiang 3 Becker, Claudia 2 Bernholt, Thorsten 2 Blöchl, Florian 2
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Institution
All
Bonn Graduate School of Economics 1 Duncker & Humblot 1 Europäische Kommission / Statistisches Amt 1 Johannes Gutenberg-Universität Mainz 1 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 1 State University of New York at Albany / Department of Economics 1 University of Otago / Dept. of Economics 1 Uppsala universitet / Nationalekonomiska institutionen 1
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Published in...
All
Sustainable welfare in the Asia-Pacific : studies using the genuine progress indicator 11 Working paper / National Bureau of Economic Research, Inc. 10 Discussion paper series / IZA 6 IZA Discussion Papers 6 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 5 Document de travail de la DG Trésor : cahiers 5 Explorations in economic history : EEH 5 Mathematical finance : an international journal of mathematics, statistics and financial theory 5 Statistical papers 5 CESifo Working Paper 4 CESifo working papers 4 Technical Report 4 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 4 Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society 3 Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel 3 Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie 3 Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics 3 Mathematics and financial economics 3 Reihe Quantitative Ökonomie : Ökon 3 The European journal of finance 3 American business review 2 Applied economics 2 CEMMAP working papers / Centre for Microdata Methods and Practice 2 CEP discussion paper 2 DIW Discussion Papers 2 Discussion paper 2 Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 2 Discussion paper / Tinbergen Institute 2 Discussion papers / Deutsches Institut für Wirtschaftsforschung 2 Dresdner Beiträge zu quantitativen Verfahren 2 Econometric Institute research papers 2 Econometric theory 2 Economic papers : a journal of applied economics and policy 2 Economics bulletin : EB 2 Finanzmarkt und Portfolio-Management 2 IWQW discussion paper series 2 International journal of manufacturing technology and management 2 International journal of monetary economics and finance 2 Journal of business and psychology 2 Journal of econometrics 2
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Source
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ECONIS (ZBW) 274 EconStor 35 RePEc 1
Showing 1 - 50 of 310
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Estimating the benefits of new products
Diewert, Walter E.; Feenstra, Robert C. - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012056792
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Estimating the benefits of new products : some approximations
Diewert, Walter E.; Feenstra, Robert C. - 2019
Persistent link: https://ebtypo.dmz1.zbw/10011992168
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On the controversies behind the origins of the federal economic statistics
Rockoff, Hugh - 2019
Persistent link: https://ebtypo.dmz1.zbw/10011982151
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Estimating the benefits of new products
Diewert, Walter E.; Feenstra, Robert C. - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011915158
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Non-linear real arithmetic benchmarks derived from automated reasoning in economics
Mulligan, Casey B.; Bradford, Russell John; Davenport, … - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011876136
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Zur Messung der Unsicherheit mit Befragungsdaten
Abberger, Klaus; Nierhaus, Wolfgang - In: ifo Schnelldienst 70 (2017) 16, pp. 25-29
Ökonomische Unsicherheit ist nicht direkt beobachtbar. Eine Operationalisierung ist, Unsicherheit als Dispersion der in den Unternehmensbefragungen des ifo Instituts geäußerten Zukunftseinschätzungen zu messen. Auf den Geschäftserwartungen der befragten Unternehmen aufbauende...
Persistent link: https://ebtypo.dmz1.zbw/10011795637
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On the controversies behind the origins of the federal economic statistics
Rockoff, Hugh - In: The journal of economic perspectives : EP ; a journal … 33 (2019) 1, pp. 147-164
Persistent link: https://ebtypo.dmz1.zbw/10012038959
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Labor market outcomes and postsecondary accountability : are imperfect metrics better than none?
Minaya, Veronica; Scott-Clayton, Judith E. - 2016
Persistent link: https://ebtypo.dmz1.zbw/10011581120
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Articulation des approches wallonnes en matière d’indicateurs de progrès sociétal : indicateurs complémentaires au PIB et indicateurs de développement durable
Bertrand, Gilles; Heylen, Fanny; Zuinen, Natacha; … - 2015
Persistent link: https://ebtypo.dmz1.zbw/10011290726
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An axiomatic foundation of the multiplicative human development index
Kawada, Yoko; Nakamura, Yuta; Otani, Shuhei - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011991930
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Robust return risk measures
Bellini, Fabio; Laeven, Roger J. A.; Rosazza Gianin, … - In: Mathematics and financial economics 12 (2018) 1, pp. 5-32
Persistent link: https://ebtypo.dmz1.zbw/10011963258
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Cybermetric techniques to evaluate organizations using web-based data
Orduna-Malea, Enrique; Alonso-Arroyo, Adolfo - 2018
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Persistent link: https://ebtypo.dmz1.zbw/10011731170
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Financial-Benchmarks : Manipulationen von Referenzwerten wie LIBOR und EURIBOR und deren aufsichts- und privatrechtliche Folgen
Sajnovits, Alexander - 2018
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Persistent link: https://ebtypo.dmz1.zbw/10011920037
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Benchmarks in search markets
Duffie, Darrell; Dworczak, Piotr; Zhu, Haoxiang - In: The journal of finance : the journal of the American … 72 (2017) 5, pp. 1983-2044
Persistent link: https://ebtypo.dmz1.zbw/10011764335
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A note on corporate valuation using imprecise cost of capital
Breuer, Wolfgang; Kohn, Karsten; Mark, Klaus - In: Journal of business economics : JBE 87 (2017) 6, pp. 709-747
Persistent link: https://ebtypo.dmz1.zbw/10011707472
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Évaluer la productivité globale des facteurs en France : l’apport d’une mesure de la qualité du capital et du travail
Cabannes, Pierre-Yves; Montaut, Alexis; Pionnier, … - 2013
Persistent link: https://ebtypo.dmz1.zbw/10009792059
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Measuring and forecasting financial market volatility using high-frequency data
Bannouh, Karim - 2013
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Persistent link: https://ebtypo.dmz1.zbw/10009707692
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Constrained dual scaling for detecting response styles in categorical data
Schoonees, Pieter C.; Velden, Michel van de; Groenen, … - 2013
Persistent link: https://ebtypo.dmz1.zbw/10009731471
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Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao, Pesaran, and Tahmiscioglu (2002) to the case where the errors are crosssectionally heteroskedastic. This extension is not trivial due to the incidental parameters problem that...
Persistent link: https://ebtypo.dmz1.zbw/10010282268
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Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao, Pesaran, and Tahmiscioglu (2002) to the case where the errors are cross-sectionally heteroskedastic. This extension is not trivial due to the incidental parameters problem that...
Persistent link: https://ebtypo.dmz1.zbw/10010283629
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Cover Image
Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao, Pesaran, and Tahmiscioglu (2002) to the case where the errors are crosssectionally heteroskedastic. This extension is not trivial due to the incidental parameters problem that...
Preview
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Persistent link: https://ebtypo.dmz1.zbw/10009545313
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Robustness properties of quasi-linear means with application to the Laspeyres and Paasche indices
Klein, Ingo; Ardelean, Vlad - 2012
Li, Fang & Tian (1994) assert that special quasi-linear means should be preferred to the simple arithmetic mean for robustness properties. The strategy that is used to show robustness is completely detached from the concepts wellknown from the theory of robust statistics. Robustness of...
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Persistent link: https://ebtypo.dmz1.zbw/10009512127
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Estimating standard error of inflation in Pakistan : a stochastic approach
Iqbal, Javed; Hanif, Muhammad Nadim - 2012
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Persistent link: https://ebtypo.dmz1.zbw/10009515322
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Quasi-arithmetische Mittelwerte und Normalverteilung
Klein, Ingo - 2012
J.M. Keynes (1911) shows how distributions look like for which the arithmetic, the geometric and the harmonic mean are "most probable values". We propose a general class of distributions for which the quasi-arithmetic means are ML-estimators such that these distributions can be transformed into...
Persistent link: https://ebtypo.dmz1.zbw/10009621616
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Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao, Pesaran, and Tahmiscioglu (2002) to the case where the errors are cross-sectionally heteroskedastic. This extension is not trivial due to the incidental parameters problem that...
Preview
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Persistent link: https://ebtypo.dmz1.zbw/10009570680
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Handbook of measures for international entrepreneurship research : multi-item scales crossing disciplines and context
Coviello, Nicole (ed.); Yli-Renko, Helena (ed.) - 2016
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Persistent link: https://ebtypo.dmz1.zbw/10011422690
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Development beyond growth : Singapore's genuine progress, 1968-2014
Delang, Claudio O. - In: International journal of green economics 10 (2016) 1, pp. 32-50
Persistent link: https://ebtypo.dmz1.zbw/10011660597
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Robust standard errors in small samples : some practical advice
Imbens, Guido; Kolesár, Michal - In: The review of economics and statistics 98 (2016) 4, pp. 701-712
Persistent link: https://ebtypo.dmz1.zbw/10011555822
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Families of copulas closed under the construction of generalized linear means
Klein, Ingo; Christa, Florian - 2011
We will identify sufficient and partly necessary conditions for a family of copulas to be closed under the construction of generalized linear mean values. These families of copulas generalize results well-known from the literature for the Farlie-Gumbel-Morgenstern (FGM), the Ali-Mikhai-Haq (AMH)...
Persistent link: https://ebtypo.dmz1.zbw/10008824120
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Bayesian semiparametric GARCH Models
Zhang, Xibin; King, Maxwell L. - 2011
This paper aims to investigate a Bayesian sampling approach to parameter estimation in the semiparametric GARCH model with an unknown conditional error density, which we approximate by a mixture of Gaussian densities centered at individual errors and scaled by a common standard deviation. This...
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Persistent link: https://ebtypo.dmz1.zbw/10009406237
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The phantom menace of omitted variables : a comment
Ritter, Nolan; Vance, Colin - 2011
This note demonstrates that in applied regression analysis, the variance of a coefficient of interest may decrease from the inclusion of a control variable, contrasting with Clarke's assertion (2005, 2009) that the variance can only increase or stay the same. Practitioners may thus be...
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Persistent link: https://ebtypo.dmz1.zbw/10009580263
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Measuring welfare beyond economics : the genuine progress of Hong Kong and Singapore
Delang, Claudio O.; Yu, Yi Hang - 2015
Problems with the GDP -- Alternatives to GDP -- The GPI as an alternative indicator of welfare -- Items used to calculate the GPI -- The GPI of Hong Kong: results -- The GPI of Singapore : results -- The "threshold hypothesis" and the two city states -- Towards a steady state economy
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Persistent link: https://ebtypo.dmz1.zbw/10010220475
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Estimating the Genuine Progress Indicator (GPI) for Brazil from 1970 to 2010
Andrade, Daniel Caixeta; Garcia, Junior Ruiz - In: Ecological economics : the transdisciplinary journal of … 118 (2015), pp. 49-56
Persistent link: https://ebtypo.dmz1.zbw/10011568752
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Estimates of the Genuine Progress Indicator (GPI) for Oregon from 1960-2010 and recommendations for a comprehensive shareholder's report
Kubiszewski, Ida; Costanza, Robert; Gorko, Nicole E.; … - In: Ecological economics : the transdisciplinary journal of … 119 (2015), pp. 1-7
Persistent link: https://ebtypo.dmz1.zbw/10011568957
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Measuring rural-urban disparity with the Genuine Progress Indicator : a case study in Japan
Hayashi, Takashi - In: Ecological economics : the transdisciplinary journal of … 120 (2015), pp. 260-271
Persistent link: https://ebtypo.dmz1.zbw/10011632015
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Benchmarks in search markets?
Duffie, Darrell; Dworczak, Piotr; Zhu, Haoxiang - 2015
Persistent link: https://ebtypo.dmz1.zbw/10011524569
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Volatility investing with variance swaps
Härdle, Wolfgang Karl; Silyakova, Elena - 2010
Traditionally volatility is viewed as a measure of variability, or risk, of an underlying asset. However recently investors began to look at volatility from a different angle. It happened due to emergence of a market for new derivative instruments - variance swaps. In this paper first we...
Persistent link: https://ebtypo.dmz1.zbw/10010319195
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Mean shift detection under long-range dependencies with ART
Willert, Juliane - 2010
Atheoretical regression trees (ART) are applied to detect changes in the mean of a stationary long memory time series when location and number are unknown. It is shown that the BIC, which is almost always used as a pruning method, does not operate well in the long memory framework. A new method...
Persistent link: https://ebtypo.dmz1.zbw/10010270050
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Is there a Superior Distance Function for Matching in Small Samples?
Dettmann, Eva; Becker, Claudia; Schmeißer, Christian - 2010
The study contributes to the development of 'standards' for the application of matching algorithms in empirical evaluation studies. The focus is on the first step of the matching procedure, the choice of an appropriate distance function. Supplementary to most former studies, the simulation is...
Persistent link: https://ebtypo.dmz1.zbw/10010271409
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Using shares vs. Log of shares in fixed-effect estimations
Gerdes, Christer - 2010
This paper looks at potential implications emerging from including shares as a control variable in fixed effect estimations. By shares I refer to the ratio of a sum of units over another, such as the share of immigrants in a city or school. As will be shown in this paper, a logarithmic...
Persistent link: https://ebtypo.dmz1.zbw/10010274619
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Which sectors of a modern economy are most central?
Blöchl, Florian; Theis, Fabian J.; Vega-Redondo, Fernando - 2010
We analyze input-output matrices for a wide set of countries as weighted directed networks. These graphs contain only 47 nodes, but they are almost fully connected and many have nodes with strong self-loops. We apply two measures: random walk centrality and one based on count-betweenness. Our...
Persistent link: https://ebtypo.dmz1.zbw/10010274962
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Key players and key groups in teams: A network approach using soccer data
Sarangi, Sudipta; Unlu, Emre - 2010
This paper provides a way of evaluating a player's contribution to her team and relates her effort to her salaries. We collect data from UEFA Euro 2008 Tournament and construct the passing network of each team. Then we determine the key player in the game while ranking all the other players too....
Persistent link: https://ebtypo.dmz1.zbw/10010285777
Saved in:
Cover Image
Is there a superior distance function for matching in small samples?
Dettmann, Eva; Becker, Claudia; Schmeißer, Christian - 2010
The study contributes to the development of "standards" for the application of matching algorithms in empirical evaluation studies. The focus is on the first step of the matching procedure, the choice of an appropriate distance function. Supplementary to most former studies, the simulation is...
Persistent link: https://ebtypo.dmz1.zbw/10003943489
Saved in:
Cover Image
Volatility investing with variance swaps
Härdle, Wolfgang; Silyakova, Elena - 2010
Traditionally volatility is viewed as a measure of variability, or risk, of an underlying asset. However recently investors began to look at volatility from a different angle. It happened due to emergence of a market for new derivative instruments - variance swaps. In this paper first we...
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Persistent link: https://ebtypo.dmz1.zbw/10003952648
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Measuring the variability in supply chains with the peakedness
Chevalier, Philippe B.; Van den Schrieck, Jean-Christophe; … - 2010
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Persistent link: https://ebtypo.dmz1.zbw/10008907441
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Which sectors of a modern economy are most central?
Blöchl, Florian; Theis, Fabian J.; Vega-Redondo, Fernando - 2010
We analyze input-output matrices for a wide set of countries as weighted directed networks. These graphs contain only 47 nodes, but they are almost fully connected and many have nodes with strong self-loops. We apply two measures: random walk centrality and one based on count-betweenness. Our...
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Preview
Persistent link: https://ebtypo.dmz1.zbw/10008697148
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Höherdimensionale Kompositionsdaten : Gedanken zur grafischen Darstellung und Analyse
Ulbrich, Hannes-Friedrich - 2010
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Persistent link: https://ebtypo.dmz1.zbw/10008697454
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Using "shares" vs. "Log of shares" in fixed-effect estimations
Gerdes, Christer - 2010
This paper looks at potential implications emerging from including "shares" as a control variable in fixed effect estimations. By shares I refer to the ratio of a sum of units over another, such as the share of immigrants in a city or school. As will be shown in this paper, a logarithmic...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10009006949
Saved in:
Cover Image
Key players and key groups in teams : a network approach using soccer data
Sarangi, Sudipta; Unlu, Emre - 2010
This paper provides a way of evaluating a player's contribution to her team and relates her effort to her salaries. We collect data from UEFA Euro 2008 Tournament and construct the passing network of each team. Then we determine the key player in the game while ranking all the other players too....
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10009262087
Saved in:
Cover Image
Mean shift detection under long-range dependencies with ART
Willert, Juliane - 2010
Atheoretical regression trees (ART) are applied to detect changes in the mean of a stationary long memory time series when location and number are unknown. It is shown that the BIC, which is almost always used as a pruning method, does not operate well in the long memory framework. A new method...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10003930919
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