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Strong Consistency of Least Squares Estimates in Normal Regression
Strong Consistency Least Squares Estimates Normal Regression
2015/8/5
Strong Consistency of Least Squares Estimates in Normal Regression.
WHEN X BECOMES X’ : SAMENESS AND THE INTERNAL CONSISTENCY OF CHOICE
sameness categorization internal consistency choice theory indifference framing subjectivism
2014/6/23
The fact that any two choices are necessarily asynchronous raises the question of whether some alternative x at moment t remains the same alternative x at moment t + 1. It is argued that this questio...
On dependence consistency of CoVaR and some other systemic risk;measures
dependence consistency of CoVaR some other systemic risk measures
2012/9/14
This paper is dedicated to the consistency of systemic risk mea-sures with respect to stochastic dependence. It compares two alter-native notions of Conditional Value-at-Risk (CoVaR) available in the ...
We consider portfolio selection when decisions based on a dynamic risk measure are affected by the use of a moving horizon, and the possible inconsistencies that this creates. By giving a formal treat...
Consistency properties of a simulation-based estimator for dynamic processes
Consistency properties simulation-based estimator dynamic processes
2010/10/18
This paper considers a simulation-based estimator for a general class of Markovian processes and explores some strong consistency properties of the estimator. The estimation problem is defined over a ...
Fractional term structure models: No-arbitrage and consistency
Fractional term structure models No-arbitrage consistency
2010/12/13
In this work we introduce Heath-Jarrow-Morton (HJM) interest rate models driven by fractional Brownian motions. By using support arguments we prove that the resulting model is arbitrage free under pro...