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Working Papers - Business Analytics : [49] Collection home page

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Collection's Items (Sorted by Submit Date in Descending order): 21 to 40 of 49
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PreviewIssue DateTitleAuthor(s)
Apr-2014Semi-parametric Expected Shortfall ForecastingGerlach, Richard; Chen, Cathy W.S.; Discipline of Business Analytics
Jan-2014Confidence Levels for CVaR Risk Measures and Minimax Limits*Anderson, Edward; Xu, Huifu; Zhang, Dali; Discipline of Business Analytics
7-Aug-2013Two-Sample Nonparametric Estimation of Intergenerational Income MobilityMurtazashvili, Irina; Liu, Di; Prokhorov, Artem; Business Analytics
9-May-2013Competing for contracts with buyer uncertainty: Choosing price and quality variablesAnderson, Edward; Qian, Cheng; Business Analytics
Mar-2013Forecast combination for U.S. recessions with real-time dataVasnev, Andrey; Pauwels, Laurent; Business Analytics
Mar-2013Practical use of sensitivity in econometrics with an illustration to forecast combinationsVasnev, Andrey; Magnus, Jan R; Business Analytics
Dec-2012Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan MaturityVasnev, Andrey; Gerlach, Richard; Watkins, John
Jan-2013Forecast combination for U.S. recessions with real-time dataVasnev, Andrey; Pauwels, Laurent; Business Analytics
Jan-2013Practical considerations for optimal weights in density forecast combinationVasnev, Andrey; Pauwels, Laurent; Business Analytics
May-2012Maximum likelihood estimation of time series models: the Kalman filter and beyondProietti, Tommaso; Luati, Alessandra; Business Analytics
Sep-2010Margining Option Portfolios by Network FlowsMatsypura, D.; Timkovsky, V.G.; Discipline of Business Analytics
Jul-2010Combinatorics of Option Spreads: The Margining AspectMatsypura, D.; Timkovsky, V.G.; Discipline of Business Analytics
Mar-2010Portfolio Margining: Strategy vs RiskCoffman, E.G. Jr; Matsypura, D.; Timkovsky, V.G.; Discipline of Business Analytics
Jan-2010Estimating Value At RiskLu, Zudi; Huang, Hai; Gerlach, Richard; Discipline of Business Analytics
Jan-2012Bayesian Semi-parametric Expected Shortfall Forecasting in Financial MarketsGerlach, Richard; Chen, Cathy W.S.; Lin, Liou-Yan; Discipline of Business Analytics
Oct-2011The Multistep Beveridge-Nelson DecompositionProietti, Tommaso; Discipline of Business Analytics
Oct-2011Does the Box-Cox transformation help in forecasting macroeconomic time series?Proietti, Tommaso; L├╝tkepohl, Helmut; Discipline of Business Analytics
Sep-2011Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification searchProietti, Tommaso; Grassi, Stefano; Discipline of Business Analytics
Sep-2011Do External Political Pressures Affect the Renminbi Exchange Rate?Pauwels, Laurent; Liu, Li-Gang; Discipline of Business Analytics
Aug-2011Ranking games and gambling: When to quit when you're aheadAnderson, E.J.; Discipline of Business Analytics
Collection's Items (Sorted by Submit Date in Descending order): 21 to 40 of 49
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