Author: Wei-Lin LiuPublisher:
ISBN:
Category :
Languages : en
Pages : 258
Book Description
Three Essays in Financial Economics and Law
Author: Wei-Lin LiuThree Essays in Financial Economics
Author: Biplab K. GhoshThree Essays in Financial Economics
Author: Yongjun KimThree Essays in Law and Economics
Author: Asha SadanandThree Essays in Financial Economics
Author: Adrien AlveroPublisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
In the third chapter, "Fuzzy Bunching", we introduce a new fuzzy bunching approach that is robust to noise. The existing bunching approach identifies the extent of bunching from a sharp spike in the probability density function. In many finance settings, however, the sharp spike could be diffused by data noise. The key idea behind our fuzzy bunching estimator is to identify bunching from the area of a bulge in the cumulative distribution function. The fuzzy bunching approach also avoids density estimation, which makes it easy to implement in sparse data. We provide the theoretical foundation of this approach and illustrate the advantages by using simulated and real data.
Three Essays in Financial Economics
Author: Rajiv SobtiThree Essays in Financial Economics
Author: Andrey Dmitrievich UkhovPublisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
Three Essays in Financial Economics
Author: Jose Vicente MartinezPublisher:
ISBN:
Category :
Languages : en
Pages : 294
Book Description
Three Essays in the Economics of Law and Language
Author: Hugo Marc MialonThree Essays on Law and Economics
Author: James Campbell CooperPublisher:
ISBN:
Category :
Languages : en
Pages : 157
Book Description