Blar i Discussion papers (FOR) på emneord "VDP::Matematikk og Naturvitenskap: 400::Matematikk: 410::Statistikk: 412"

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    • An anticipative linear filtering equation 

      Aase, Knut K.; Bjuland, Terje; Øksendal, Bernt (Discussion paper, Working paper, 2010-08)

    • Pricing Implications of Shared Variance in Liquidity Measures 

      Chollete, Lorán; Næs, Randi; Skjeltorp, Johannes A. (Discussion paper, Working paper, 2006-07)
      This paper constructs fundamental liquidity measures and investigates the pricing implications of shared variation in a large set of high frequency liquidity measures. Through a common factor analysis we estimate three ...

    • A regression surprise resolved 

      Lillestøl, Jostein; Andersson, Jonas (Discussion paper, Working paper, 2008-09)
      In this note we explore the following surprising fact: In regression with trend and seasonality, the prediction risk is constant for all seasons of a new cycle, despite the fact that it increases with time when the seasons ...

    • Some aspects of random utility, extreme value theory and multinomial logit models 

      Andersson, Jonas; Ubøe, Jan (Discussion paper, Working paper, 2010-01)
      In this paper we give a survey on some basic ideas related to random utility, extreme value theory and multinomial logit models. These ideas are well known within the eld of spatial economics, but do not appear to be ...