Download or read book Three Essays in Financial Economics and Law written by Wei-Lin Liu and published by . This book was released on 1997 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Three Essays in Financial Economics written by Yongjun Kim and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Three Essays in Financial Economics written by Lily Xiaoli Qiu and published by . This book was released on 2004 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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Download or read book Three Essays in Financial Economics written by Adrien Alvero and published by . This book was released on 2022 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Three Essays in Financial Economics written by Andrey Dmitrievich Ukhov and published by . This book was released on 2004 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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