Results 11 to 20 of about 51 (51)
A weighted quantile regression approach for complex high-dimensional heterogeneous data [PDF]
, 2023 MSC (2020) 主题分类 62G05, 62P10, 62P20.With the development of digital intelligent technology, many problems arise, such as information flooding, computing power expansion, data heterogeneity, and complexity, which bring great challenges to the theories of ...
Xiong, W, Tian, M, Yu, K, Pan, H
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Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test [PDF]
, 2006 Bootstrap, structural breaks, cointegration testing, extended error correction model, co-breaks, 62M10, 91B84, 62F40, 82C80, 62F03, 62P20,
Alvaro Escribano +4 more
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Bias-correcting the realized range-based variance in the presence of market microstructure noise [PDF]
, 2006 Bias correction, Integrated variance, Market microstructure noise, Realized range-based variance, Realized variance, 62E20, 62P20, C10, C80,
Kim Christensen +5 more
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Evaluation of Test Statistics for Detection of Outliers and Shifts [PDF]
, 2020 Existence of outliers and structural breaks having mutually unknown nature, in time series data, offer challenges to data analysts in model identification, estimation and validation.
Urooj, Amena, Asghar, Zahid
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Parametric Lorenz curves based on the beta system of distributions
, 2021 Some families of Lorenz curves only approximate specific segments of the income distribution. This potential limitation motivates the consideration of more flexible models, which depart from a convenient form of the Lorenz curve.
Jordá, Vanesa +2 more
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A Benchmark Approach to Portfolio Optimization under Partial Information [PDF]
, 2007 Portfolio optimization, Partial information, Filtering, Growth optimal portfolio, Expected utility maximization, Utility indifference pricing, Real world pricing formula, G10, G13, Primary 90A12, Secondary 60G30, 62P20,
Runggaldier, WJ +5 more
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Zero-intelligence realized variance estimation
, 2010 Limit order book, Market microstructure noise, Micro-price, Realized variance, Sampling schemes, 62E20, 62P20, C10, C80,
Gatheral, J. +3 more
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Consistent estimation, Measurement errors, Reliability matrix, Stochastic linear restriction, Ultrastructural model, 62J05, 62H12, 62P20,
Shalabh, Gaurav Garg, Neeraj Misra
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Assessment of Information Asymmetry [PDF]
, 2005 2000 Mathematics Subject Classification: 62P20, 91B42In the process of trading, the seller and buyer participate with different initial knowledge about the technical capabilities and about the expected use of the good. This two-side asymmetry affects the
Mateev, P., Christozov, D.
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Extraction of Fraud Schemes from Trade Series [PDF]
, 2007 2000 Mathematics Subject Classification: 62H30, 62M10, 62M20, 62P20, 94A13.It is very often the case that the patterns of a fraudulent activity in trade are hidden within existing trade data time series.
Moussas, Charalambos, Noncheva, Veska
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