Research Repository

Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2014

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Number of items: 9.

A

Alhalboni, Maryam (2014) Market Microstructure for a Portfolio of Dividend Paying Firms around Ex-Dividend Days. PhD thesis, University of Essex.

Astill, S and Harvey, DI and Leybourne, SJ and Taylor, AMR (2014) 'Robust tests for a linear trend with an application to equity indices.' Journal of Empirical Finance, 29. 168 - 185. ISSN 0927-5398

C

Calabrese, Raffaella (2014) 'Downturn Loss Given Default: Mixture distribution estimation.' European Journal of Operational Research, 237 (1). pp. 271-277. ISSN 03772217

Calabrese, Raffaella (2014) 'Optimal cut-off for rare events and unbalanced misclassification costs.' Journal of Applied Statistics, 41 (8). pp. 1678-1693. ISSN 0266-4763

Calabrese, Raffaella and Elkink, Johan A (2014) 'Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study.' Journal of Regional Science, 54 (4). pp. 664-687. ISSN 0022-4146

Calabrese, Raffaella and Osmetti, Silvia Angela (2014) 'A Generalized Additive Model for Binary Rare Events Data: An Application to Credit Defaults.' In: Vicari, Donatella and Okada, Akinori and Ragozini, Giancarlo and Weihs, Claus, (eds.) Analysis and Modeling of Complex Data in Behavioral and Social Sciences. Studies in Classification, Data Analysis, and Knowledge Organization . Springer International Publishing, Switzerland, pp. 73-81. ISBN 978-3-319-06691-2

D

Doroshenko, M and Miles, I and Vinogradov, D (2014) 'Knowledge intensive business services: The Russian experience.' Foresight Russia, 8 (4). 24 - 39. ISSN 1995-459X

H

Harvey, DI and Leybourne, SJ and Taylor, AMR (2014) 'Unit root testing under a local break in trend using partial information on the break date.' Oxford Bulletin of Economics and Statistics, 76 (1). 93 - 111. ISSN 0305-9049

V

Vinogradov, D and Shadrina, E and Kokareva, L (2014) 'Public procurement mechanisms for public-private partnerships.' Journal of Public Procurement, 14 (4). 538 - 566. ISSN 1535-0118

This list was generated on Mon Sep 18 21:58:16 2017 BST.