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Did you mean economiespast |u:www.cerf.cam.ac.uk?
1 - 10 of 14 search results for Economics test |u:www.cerf.cam.ac.uk where 10 match all words and 4 match some words.

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  2. MeanRevVec.dvi

    https://www.cerf.cam.ac.uk/files/media/meanrevvec.pdf
    10 Jan 2023: Finally, we test the perfor-mance of various convergence trading strategies on these portfolios. ... Early techniques relied on amix of regression and Dickey & Fuller (1979) stationarity tests or Johansen (1988) type tests.

  3. 1 2 LOCAL VOLATILITY DYNAMIC MODELS RENÉ CARMONA AND ...

    https://www.cerf.cam.ac.uk/files/media/localvoldynamics.pdf
    10 Jan 2023: dt (.) dBt. This yields (8). Now, fix some test function h C0 (R), denote by Λ(y) the local time of S at y,and, from Proposition 1, we have:(. ... for any test function h C0 (R) we haveR. h(x)v̂t(τ, x)dx =. Rh(x)µ̂t(τ, x)dx. R. h(x)τ Ĉt(τ, x)dx.

  4. Hedge Fund Tail Risk� Tobias Adriany Federal Reserve Bank ...

    https://www.cerf.cam.ac.uk/sites/www.cerf.cam.ac.uk/files/media/tail_risk.pdf
    10 Jan 2023: tests" including a test for tail and VaR neutrality and nds that many so-called market. ... The tests for normality give the p-values of Royston's (1991) test that skewness / kurtosis are normal.

  5. Hedge Fund Tail Risk� Tobias Adriany Federal Reserve Bank ...

    https://www.cerf.cam.ac.uk/files/media/tail_risk.pdf
    10 Jan 2023: tests" including a test for tail and VaR neutrality and nds that many so-called market. ... The tests for normality give the p-values of Royston's (1991) test that skewness / kurtosis are normal.

  6. rg9b.dvi

    https://www.cerf.cam.ac.uk/sites/www.cerf.cam.ac.uk/files/media/rg9b.pdf
    10 Jan 2023: of economic phenomena, researchers have not, as yet, found many applications for it within. ... While hyperbolic discounting has been linked to a number of economic phenomena, re-.

  7. Princeton Papers

    https://www.cerf.cam.ac.uk/files/media/princeton_conference_info.pdf
    10 Jan 2023: 26 Prospect Avenue Princeton University. Princeton NJ 08540-5296. Participants:. Princeton Yacine Ait-Sahalia , Economics Dept. ... 2. Jianqing Fan (joint with Yacine Ait-Sahalia and Heng Peng): Nonparametric Transition-Based Tests for Diffusions

  8. 1 2 LOCAL VOLATILITY DYNAMIC MODELS RENÉ CARMONA AND ...

    https://www.cerf.cam.ac.uk/sites/www.cerf.cam.ac.uk/files/media/localvoldynamics.pdf
    10 Jan 2023: dt (.) dBt. This yields (8). Now, fix some test function h C0 (R), denote by Λ(y) the local time of S at y,and, from Proposition 1, we have:(. ... for any test function h C0 (R) we haveR. h(x)v̂t(τ, x)dx =. Rh(x)µ̂t(τ, x)dx. R. h(x)τ Ĉt(τ, x)dx.

  9. rg9b.dvi

    https://www.cerf.cam.ac.uk/files/media/rg9b.pdf
    10 Jan 2023: of economic phenomena, researchers have not, as yet, found many applications for it within. ... While hyperbolic discounting has been linked to a number of economic phenomena, re-.

  10. Princeton Papers

    https://www.cerf.cam.ac.uk/sites/www.cerf.cam.ac.uk/files/media/princeton_conference_info.pdf
    10 Jan 2023: 26 Prospect Avenue Princeton University. Princeton NJ 08540-5296. Participants:. Princeton Yacine Ait-Sahalia , Economics Dept. ... 2. Jianqing Fan (joint with Yacine Ait-Sahalia and Heng Peng): Nonparametric Transition-Based Tests for Diffusions

  11. MeanRevVec.dvi

    https://www.cerf.cam.ac.uk/sites/www.cerf.cam.ac.uk/files/media/meanrevvec.pdf
    10 Jan 2023: Finally, we test the perfor-mance of various convergence trading strategies on these portfolios. ... Early techniques relied on amix of regression and Dickey & Fuller (1979) stationarity tests or Johansen (1988) type tests.

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