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Financial and risk modelling with semicontinuous covariances
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Financial and risk modelling with semicontinuous covariances (2017)Financial and risk modelling with semicon…Stochastic Dominance and Applications to Finance, Risk and Economics (2009)Stochastic Dominance and Appl…The Copenhagen Burnout Inventory: A new tool for the assessment of burnout (2005)The Copenhagen Burnout Invent…Spatial sampling design for parameter estimation of the covariance function (2004)Spatial sampling design for p…Ruin probabilities for time-correlated claims in the compound binomial model (2001)Ruin probabilities for time-c…Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …Fisher information and maximum‐likelihood estimation of covariance parameters in Gaussian stochastic processes (1998)Fisher information and maximu…Random Walks in Stock Market Prices (1995)Random Walks in Stock Market …Statistics for Spatial Data, Revised Edition. (1994)Statistics for Spatial Data, …Optimal design of experiments (1993)Optimal design of experimentsDiscretion versus policy rules in practice (1993)Discretion versus policy rule…Design and Analysis of Computer Experiments (1989)Design and Analysis of Comput…The Case of the Negative Nominal Interest Rates: New Estimates of the Term Structure of Interest Rates During the Great Depression (1987)The Case of the Negative Nomi…Designs for Regression Problems with Correlated Errors III (1970)Designs for Regression Proble…Designs for Regression Problems with Correlated Errors (1966)Designs for Regression Proble…Random Walks in Stock Market Prices (1965)Random Walks in Stock Market …Efficiency Problems in Polynomial Estimation (1958)Efficiency Problems in Polyno…Optimum Designs in Regression Problems (1959)Optimum Balanced Block and Latin Square Designs for Correlated Observations (1981)Experimental Design and Observation for Large Systems (1996)Optimal experimental design (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Presidential Address: Discount Rates (2011)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Optimum Experimental Designs (1993)Uniform Design: Theory and Application (2000)State-of-the-Art Review: A User’s Guide to the Brave New World of Designing Simulation Experiments (2005)Making and Evaluating Point Forecasts (2011)The measurement of experienced burnout (1981)Maslach burnout inventory manual (1996)SF-36 health survey: Manual and interpretation guide (2003)Burnout: 35 years of research and practice (2009)Burnout and work engagement: A thorough investigation of the independency of both constructs. (2010)Burnout–depression overlap: A review (2015)The Behavior of Stock-Market Prices (1965)Middle‐Status Conformity: Theoretical Restatement and Empirical Demonstration in Two Markets (2001)Text mining for market prediction: A systematic review (2014)A systematic review of fundamental and technical analysis of stock market predictions (2019)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index (2009)Taking the Human Out of the Loop: A Review of Bayesian Optimization (2015)SPATIAL AUTOCORRELATION AND AUTOREGRESSIVE MODELS IN ECOLOGY (2002)Spatial analysis a guide for ecologists (2005)Fixed Rank Kriging for Very Large Spatial Data Sets (2008)Optimal designs for variogram estimation (1999)Comparison of designs for computer experiments (2004)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1989Design and Analysis of Computer Experiments6,958 cited
  • 2005The Copenhagen Burnout Inventory: A new tool for the assessment of burnout3,134 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
  • 1994Statistics for Spatial Data, Revised Edition.1,875 cited
  • 1993Optimal design of experiments1,539 cited
  • 1995Random Walks in Stock Market Prices1,227 cited
  • 1965Random Walks in Stock Market Prices893 cited
  • 1970Designs for Regression Problems with Correlated Errors III289 cited
  • 1966Designs for Regression Problems with Correlated Errors187 cited
  • 2009Stochastic Dominance and Applications to Finance, Risk and Economics173 cited
  • 1958Efficiency Problems in Polynomial Estimation137 cited
  • 2001Ruin probabilities for time-correlated claims in the compound binomial model113 cited
  • 2004Spatial sampling design for parameter estimation of the covariance function97 cited

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  • 1987The Case of the Negative Nominal Interest Rates: New Estimates of the Term Structure of Interest Rates During the Great Depression81 cited
  • 1998Fisher information and maximum‐likelihood estimation of covariance parameters in Gaussian stochastic processes81 cited
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