Search

Search Funnelback University

Search powered by Funnelback
10 results 20 results 50 results
Relevance Date (Newest first) Date (Oldest first) Title (A-Z) Title (Z-A) Distance URL (A-Z) URL (Z-A) Shuffle
Did you mean economiespast |u:www.cerf.cam.ac.uk?
1 - 23 of 23 search results for Economics test |u:www.cerf.cam.ac.uk where 11 match all words and 12 match some words.

  1. Fully-matching results

  2. 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

  3. WRDS at Cambridge An overview of usage 31 July ...

    https://www.cerf.cam.ac.uk/files/media/cerf_report_2021-2022.pdf
    19 Oct 2022: We have a strong presence in Business, Economics and Land Economy, but we. ... Across the wider University:. • MPhil in Engineering for Sustainable Development (Engineering) • MPhil in Bioscience Enterprise (Chemical Engineering and Biotechnology)

  4. 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.

  5. 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

  6. 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.

  7. 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.

  8. 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-.

  9. 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.

  10. 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-.

  11. 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.

  12. 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.

  13. Results that match 1 of 2 words

  14. Research findings to Date: The research is ongoing and ...

    https://www.cerf.cam.ac.uk/files/media/report_thies_lindenthal_2022-09-27.pdf
    4 Oct 2022: Real Estate Economics. • Clapp, J. and T. Lindenthal (forthcoming). "Urban Land Valuation with Bundled. ... Economics. • Lindenthal, T. and E. Johnson (2021). “Machine Learning, Architectural Styles and Property.

  15. Dr. Edoardo Gallo Associate Professor University of Cambridge…

    https://www.cerf.cam.ac.uk/files/media/gallo_cerf_fellows_report_august_2022_3.pdf
    4 Oct 2022: extent of financial/economic activity and the containment of the COVID-19 epidemic with a. ... improvement compared to an optional one. The project sits at the intersection of economics,.

  16. Tripartite Workshop of Cambridge Finance, Penn-Wharton and DSF-TI…

    https://www.cerf.cam.ac.uk/files/media/draft-pogramme-11-april_0.pdf
    15 Dec 2022: 15.30 - 16.00 Coffee break. Session: Forecasting Chair: Herman van Dijk 16.00 - 17.00 ‘Forecast Optimality Tests in the Presence of Instabilities’ by Barbara Rossi (ICREA-Univ. )

  17. CJBS Project Title: The dynamics of corporate financial policies, ...

    https://www.cerf.cam.ac.uk/files/media/lambrecht_chen_project_update_august_2022.pdf
    4 Oct 2022: Dissemination: The first paper is published at the Annual Review of Financial Economics (vol.13 Nov, 2021). ... Shiqi Chen and Bart M. Lambrecht Annual Review of Financial Economics 2021 13:1, 271-299 ARFE:.

  18. Carry Trades and Speculative Dynamics� Guillaume PlantinLondon…

    https://www.cerf.cam.ac.uk/files/media/carry.pdf
    10 Jan 2023: 115(2000), pp. 283-304. [16] Milton Friedman Essays in Positive Economics, (1953) University ofChicago Press. ... 17] Kenneth A. Froot; Richard H. Thaler, "Anomalies: Foreign Exchange,"The Journal of Economic Perspectives, Vol.

  19. Report Type: End of Award Report Full Name: Christos ...

    https://www.cerf.cam.ac.uk/files/media/christos_genakos_project_update_august_2022.pdf
    11 Oct 2022: Dissemination: I presented preliminary findings at a Workshop on the. Economics of Fixed Book Price (FBP) Systems at Giessen University.

  20. Cambridge Papers for the Cambridge-Princeton Conference, 21-22…

    https://www.cerf.cam.ac.uk/files/media/final_list_of_cambridge_papers.pdf
    10 Jan 2023: that indicators of financial volatility predict roughly 30% of post-war economic activity.

  21. Progress Report Ting Yu September 2022 My coauthors (Oğuzhan ...

    https://www.cerf.cam.ac.uk/files/media/progress_report_september_2022_-_ting_yu.pdf
    4 Oct 2022: explain the share price performance. We also test whether we could predict the outcome of a.

  22. Report Type: End of Award Report Full Name: Oliver ...

    https://www.cerf.cam.ac.uk/files/media/linton_sofie_conference_project_update_august_2022.pdf
    4 Oct 2022: Report Type: End of Award Report Full Name: Oliver Linton Alexei Onatski Faculty/Department : Economics Project Title: SoFiE Annual Conference Grant Project Start Date: Thu, 01/10/2020 Project End Date:

  23. Dr. Edoardo Gallo Associate Professor University of Cambridge…

    https://www.cerf.cam.ac.uk/sites/www.cerf.cam.ac.uk/files/media/gallo_cerf_fellows_report_august_2022_3.pdf
    4 Oct 2022: extent of financial/economic activity and the containment of the COVID-19 epidemic with a. ... improvement compared to an optional one. The project sits at the intersection of economics,.

  24. Carry Trades and Speculative Dynamics� Guillaume PlantinLondon…

    https://www.cerf.cam.ac.uk/sites/www.cerf.cam.ac.uk/files/media/carry.pdf
    10 Jan 2023: 115(2000), pp. 283-304. [16] Milton Friedman Essays in Positive Economics, (1953) University ofChicago Press. ... 17] Kenneth A. Froot; Richard H. Thaler, "Anomalies: Foreign Exchange,"The Journal of Economic Perspectives, Vol.

  25. Cambridge Papers for the Cambridge-Princeton Conference, 21-22…

    https://www.cerf.cam.ac.uk/sites/www.cerf.cam.ac.uk/files/media/final_list_of_cambridge_papers.pdf
    10 Jan 2023: that indicators of financial volatility predict roughly 30% of post-war economic activity.

Refine your results

clear all

Date

Search history

Recently clicked results

Recently clicked results

Your click history is empty.

Recent searches

Recent searches

Your search history is empty.