Results 121 to 130 of about 93,922 (285)

IRT‐based response style models and related methodology: Review and commentary

open access: yesBritish Journal of Mathematical and Statistical Psychology, EarlyView.
Abstract We provide a review and commentary on recent methodological research related to item response theory (IRT) modelling of response styles in psychological measurement. Our review describes the different categories of IRT models that have been proposed, their associated assumptions and extensions, and the varying purposes they can serve.
Daniel M. Bolt, Lionel Meng
wiley   +1 more source

Mixed Lognormal Distributions for Derivatives Pricing and Risk-Management [PDF]

open access: yes
Many derivatives prices and their Greeks are closed-form expressions in the Black-Scholes model; when the terminal distribution is a mixed lognormal, prices and Greeks for these derivatives are then a weighted average of these closed-form) expressions ...
Dietmar Leisen
core  

Aggregate productivity effect of labour and capital market distortions in Canada

open access: yesCanadian Journal of Economics/Revue canadienne d'économique, EarlyView.
Abstract How efficiently are workers, investment capital, and production distributed across firms in Canada? And how have they varied over time, across regions, and between sectors? To answer these questions, we present novel measures of the degree of resource misallocation over time and space using uniquely detailed firm‐level data (T2‐LEAP) between ...
Yu Chen, Trevor Tombe
wiley   +1 more source

Estimating the total mortality of seabirds following a marine heat wave

open access: yesConservation Biology, EarlyView.
Abstract Marine heat waves detrimentally affect a range of marine species, including seabirds, and are increasing in frequency and severity. When thousands of dead seabirds wash up on beaches, the public becomes concerned. However, the number of dead birds recorded on beaches is only a fraction of the total mortality; most birds perish at sea.
Jennifer L. Lavers   +3 more
wiley   +1 more source

The slow emergence of the rational investor: Grain markets and grain storage of rural estates in western Germany, eighteenth and early nineteenth centuries

open access: yesThe Economic History Review, EarlyView.
Abstract We develop new datasets of monthly grain prices in 14 urban markets and of the storage and marketing of grain by 5 rural estates located in western Germany between the late seventeenth century and c. 1860. We explore whether observed patterns of monthly prices, sales, and storage of grain are consistent with the rational competitive storage ...
Matthias Hartermann   +2 more
wiley   +1 more source

Life Cycle Consumption and Portfolio Choice Under Real Interest Rate Risk

open access: yesFinancial Management, EarlyView.
ABSTRACT We set up a life cycle model with real interest rate risk to demonstrate that real interest rates have implications for optimal household consumption and investments. Lower interest rates lead to higher optimal stock investments and lower consumption.
Marcel Fischer, Natascha Jankowski
wiley   +1 more source

Análisis bayesiano para la distribución lognormal generalizada aplicada a modelos de falla con censura Bayesian Analysis for the Generalized Lognormal Distribution Applied to Failure Time Analysis

open access: yesRevista Colombiana de Estadística, 2011
Existen varias versiones de la distribución lognormal en la literatura estadística y una de ellas está basada en la transformación exponencial de la distribución normal generalizada (NG).
FREDDY HERNÁNDEZ, OLGA CECILIA USUGA
doaj  

Statistical properties of the telephone network

open access: yesВісник Харківського національного університету імені В.Н. Каразіна. Серія: Математичне моделювання, інформаційні технології, автоматизовані системи управління, 2019
The directed network of telephone subscribers is considered in the article. It can be described as a dynamic network with vertices that correspond to the subscribers of the telephone network and emerging directional edges that correspond to the ...
Yanovsky Volodymyr Volodymyrovych
doaj   +1 more source

Dynamics of High‐Growth Young Firms and the Role of Venture Capitalists

open access: yesInternational Economic Review, EarlyView.
ABSTRACT Motivated by the substantial growth and upfront investments of venture capital (VC)‐backed firms observed in administrative US Census data, this study develops a life‐cycle firm dynamics model. In the model, startups choose the source of financing from VC, angel investors, or banks, depending on their growth potential, and invest in innovation.
Yoshiki Ando
wiley   +1 more source

Home - About - Disclaimer - Privacy