|
Sep 30 2024 |
Seiji Zenitani |
|
A gamma variate generator with shape parameter less than unity |
|
Abstract Contact Information Citation Full Text - Note |
|
Sep 30 2024 |
Hoang Van Khieu and Roberto Leon-Gonzalez |
|
The distributions of annual earnings and interest rates in a continuous time Markov chain economy |
|
Abstract Contact Information Citation Full Text - Note |
|
Mar 30 2023 |
Adam J. Check , Ming Chien Lo and Kwok Ping Tsang |
|
Are unit root tests useful for univariate time series forecasts with different orders of integration? A Monte Carlo study |
|
Abstract Contact Information Citation Full Text - Preliminary Result |
|
Dec 30 2022 |
Tiago Alves , João Amador and Francisco Gonçalves |
|
Assessing the scoreboard of the EU macroeconomic imbalances procedure: (machine) learning from decisions |
|
Abstract Contact Information Citation Full Text - Note |
|
Sep 30 2022 |
Yuta Kurose |
|
Bayesian GARCH modeling for return and range |
|
Abstract Contact Information Citation Full Text - Note |
|
Sep 30 2022 |
Peter L Ormosi and Franco Mariuzzo |
|
Independent vs major record labels: Do they have the same streaming power (law)? |
|
Abstract Contact Information Citation Full Text - Preliminary Result |
|
Sep 30 2022 |
Xiaojie Xu and Yun Zhang |
|
Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network |
|
Abstract Contact Information Citation Full Text - Preliminary Result |
|
Feb 20 2022 |
Benjamin Tello |
|
Stability and Contractual Efficiency in Matching with Contracts and Lexicographic Preferences |
|
Abstract Contact Information Citation Full Text - Note |
|
Sep 24 2020 |
Ba Chu and Shafiullah Qureshi |
|
Predicting the COVID-19 pandemic in Canada and the US |
|
Abstract Contact Information Citation Full Text - Note |
|
Sep 24 2020 |
Jéfferson A. Colombo and Martinho R. Lazzari |
|
Same, but different? A state-level chronology of the 2014-2016 Brazilian economic recession and comparisons with the GFC and (early data on) COVID-19 |
|
Abstract Contact Information Citation Full Text - Preliminary Result |
|
Jun 24 2020 |
Jean-bernard Chatelain and Kirsten Ralf |
|
The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks |
|
Abstract Contact Information Citation Full Text - Note |
|
Feb 05 2020 |
Ismail Saglam |
|
Measuring external stability in one-to-one matching |
|
Abstract Contact Information Citation Full Text - Note |
|
Dec 08 2019 |
Arne Steinkraus |
|
Estimating Treatment Effects With Artificial Neural Nets – A Comparison to Synthetic Control Method |
|
Abstract Contact Information Citation Full Text - Note |
|
Nov 12 2019 |
Edoardo Gaffeo , Lucio Gobbi and Massimo Molinari |
|
Liquidity contagion with a “first-in/first-out” seniority of claims |
|
Abstract Contact Information Citation Full Text - Comment |
|
Oct 25 2019 |
Jean-Bernard Chatelain and Kirsten Ralf |
|
A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables |
|
Abstract Contact Information Citation Full Text - Note |
|
Sep 07 2019 |
Xiaojie Xu |
|
Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs |
|
Abstract Contact Information Citation Full Text - Preliminary Result |
|
Dec 01 2017 |
José Antonio Núñez-Mora , Roberto Joaquín Santillán-Salgado and Leovardo Mata |
|
Efficient portfolios and the generalized hyperbolic distribution |
|
Abstract Contact Information Citation Full Text - Preliminary Result |
|
Nov 19 2017 |
Paulo Sergio Ceretta and Alexandre Silva Da costa |
|
The Gap Effect on the Brazilian Exchange |
|
Abstract Contact Information Citation Full Text - Preliminary Result |
|
Jun 05 2017 |
Nicolas Wesner |
|
Multi-objective optimization via visualization |
|
Abstract Contact Information Citation Full Text - Note |
|
Nov 21 2015 |
Kohei Shiozawa |
|
Note on goodness-of-fit measures for the revealed preference test: The computational complexity of the minimum cost index |
|
Abstract Contact Information Citation Full Text - Note |
|
Sep 02 2015 |
Katsuhiro Sugita |
|
Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks |
|
Abstract Contact Information Citation Full Text - Note |
|
Aug 21 2015 |
António Neto |
|
The Portuguese high school match |
|
Abstract Contact Information Citation Full Text - Note |
|
Apr 09 2015 |
Konstantinos N. Konstantakis and Panayotis G. Michaelides |
|
Step-by-Step Causality Revisited: Theory and Evidence |
|
Abstract Contact Information Citation Full Text - Note |
|
Oct 04 2013 |
Viktor Manahov and Robert Hudson |
|
New Evidence of Technical Trading Profitability |
|
Abstract Contact Information Citation Full Text - Preliminary Result |
|
Apr 18 2013 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
|
Pair Copula Construction based Expected Shortfall estimation |
|
Abstract Contact Information Citation Full Text - Note |
|
Jan 01 2013 |
Sudhanshu K Mishra |
|
Global Optimization of Some Difficult Benchmark Functions by Host-Parasite Coevolutionary Algorithm
|
|
Abstract Contact Information Citation Full Text - Preliminary Result |
|
Dec 19 2012 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
|
Copula based Dynamic Hedging Strategy with Futures |
|
Abstract Contact Information Citation Full Text - Note |
|
May 23 2012 |
Mustafa Oguz Afacan |
|
On The "Group Non-bossiness" Property |
|
Abstract Contact Information Citation Full Text - Note |
|
Jan 25 2012 |
Jaqueson K. Galimberti and Sergio da Silva |
|
An empirical case against the use of genetic-based learning classifier systems as forecasting devices |
|
Abstract Contact Information Citation Full Text - Note |
|
Sep 02 2011 |
Elena B. Pokryshevskaya and Evgeny A. Antipov |
|
Applying a CART-based approach for the diagnostics of mass appraisal models |
|
Abstract Contact Information Citation Full Text - Preliminary Result |
|
Jun 05 2011 |
Cleiton Taufemback , Ricardo Giglio and Sergio Da Silva |
|
Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis |
|
Abstract Contact Information Citation Full Text - Note |
|
Sep 28 2010 |
Zahid Asghar and Nighat Jahandad |
|
Causal order between money, income and price through graph theoretic approach for Pakistan |
|
Abstract Contact Information Citation Full Text - Note |
|
Jul 30 2010 |
Marco Maria Sorge |
|
A note on Kalman filter approach to solution of rational expectations models |
|
Abstract Contact Information Citation Full Text - Note |
|
Sep 24 2009 |
Juan Gabriel Brida and W. Adrian Risso |
|
Dynamic and Structure of the Italian stock market based on returns and volume trading |
|
Abstract Contact Information Citation Full Text - Note |
|
Sep 02 2009 |
Katsuhiro Sugita |
|
A Monte Carlo comparison of Bayesian testing for cointegration rank |
|
Abstract Contact Information Citation Full Text - Note |
|
Nov 28 2008 |
Robert Phillips |
|
On calculating estimates of stratified error-components models |
|
Abstract Contact Information Citation Full Text - Note |
|
Apr 21 2008 |
Sergio Da Silva , Raul Matsushita and Ricardo Giglio |
|
The relative efficiency of stockmarkets |
|
Abstract Contact Information Citation Full Text - Note |
|
Jan 27 2008 |
Hisashi Tanizaki |
|
A Simple Gamma Random Number Generator for Arbitrary Shape Parameters |
|
Abstract Contact Information Citation Full Text - Note |
|
Dec 05 2007 |
Panos Fousekis |
|
Multiple Markets Within the EU? Empirical Evidence From Pork and Poultry Prices in 14 EU Member Countrties |
|
Abstract Contact Information Citation Full Text - Preliminary Result |
|
Jan 09 2007 |
Thanasis Stengos and Dianqin Wang |
|
An algorithm for censored quantile regressions |
|
Abstract Contact Information Citation Full Text - Note |
|
Nov 06 2006 |
Jonas Andersson |
|
Searching for the DGP when forecasting - Is it always meaningful for small samples? |
|
Abstract Contact Information Citation Full Text - Note |
|
May 01 2004 |
Stefano Fachin |
|
Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment |
|
Abstract Contact Information Citation Full Text - Comment |
|
Sep 17 2002 |
Stanislav Anatolyev and Andrey Vasnev |
|
Markov chain approximation in bootstrapping autoregressions |
|
Abstract Contact Information Citation Full Text - Note |
|