Results 31 to 40 of about 91 (40)

Generalized duration measures in a risk immunization setting. Implementation of the Heath–Jarrow–Morton model

, 2006
Alina Kondratiuk-Janyska, M. Kaluszka
semanticscholar   +1 more source

A Class of Structured High-Dimensional Dynamic Covariance Matrices. [PDF]

Commun Math Stat
Yang J, Lian H, Zhang W.
europepmc   +1 more source

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Small Area Estimation of Poverty and Wealth Using Geospatial Data: What have We Learned So Far?

Calcutta Statistical Association, Bulletin, 2023
This article offers a non-technical review of selected applications that combine survey and geospatial data to generate small area estimates of wealth or poverty.
David Newhouse
semanticscholar   +1 more source

On the Effect of a Binary Treatment in the Presence of a Control Covariate

, 2020
The nonparametric regression of a response variable on a binary treatment and a control covariate equals the nonparametric regression of the response on the control plus the conditional (given the control) linear regression of the resulting residual on ...
Rajeshwari Majumdar
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Mergers and acquisitions terms under stochastic demand

Applied Mathematical Sciences, 2019
This paper develops a dynamic model of corporate acquisition. In our model, we assume that the company’s price depends on the stochastic demand, and we determine the optimal terms, through Markovian perfect Nash equilibrium, based on the real option ...
Federico Flore, M. Cenci
semanticscholar   +1 more source

A Singular Spectrum Analysis of Potential Output and Output Gap for the Indian Economy

Calcutta Statistical Association, Bulletin
Estimating the output gap and potential output presents a perpetual challenge for policymakers. Model-based estimations can yield inconsistent results if the underlying assumptions fail to capture the economy’s true dynamics.
Swarup Kumar Pal
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Transaction cost politics in over the counter markets

, 2018
Federico Flore, M. Cenci
semanticscholar   +1 more source

How to Explain the Results of the Richard Thaler's 1997 Financial Times Contest

, 2018
O. Kosheleva, V. Kreinovich
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The problem of resource allocation between the protection system and constructing redundant components

, 2015
V. Bure, V. Karelin, L. Polyakova
semanticscholar   +1 more source

Stochastic models of economic optimization

, 2004
Mu-Fa Chen
semanticscholar   +1 more source