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There are 20106 results for: content related to: Statistical Properties of the Roll Serial Covariance Bid/Ask Spread Estimator

  1. General Tests of Latent Variable Models and Mean-Variance Spanning

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 131–156, WAYNE E. FERSON, STEPHEN R. FOERSTER and DONALD B. KEIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04704.x

  2. Approximate Counting of Graphical Models via MCMC Revisited

    International Journal of Intelligent Systems

    Volume 30, Issue 3, March 2015, Pages: 384–420, Dag Sonntag, Jose M. Peña and Manuel Gómez-Olmedo

    Version of Record online : 24 DEC 2014, DOI: 10.1002/int.21704

  3. Bayesian regression for group testing data

    Biometrics

    Christopher S. McMahan, Joshua M. Tebbs, Timothy E. Hanson and Christopher R. Bilder

    Version of Record online : 12 APR 2017, DOI: 10.1111/biom.12704

  4. Betti numbers in multidimensional persistent homology are stable functions

    Mathematical Methods in the Applied Sciences

    Volume 36, Issue 12, August 2013, Pages: 1543–1557, Andrea Cerri, Barbara Di Fabio, Massimo Ferri, Patrizio Frosini and Claudia Landi

    Version of Record online : 17 JAN 2013, DOI: 10.1002/mma.2704

  5. Stochastic regret minimization for revenue management problems with nonstationary demands

    Naval Research Logistics (NRL)

    Volume 63, Issue 6, September 2016, Pages: 433–448, Huanan Zhang, Cong Shi, Chao Qin and Cheng Hua

    Version of Record online : 1 SEP 2016, DOI: 10.1002/nav.21704

  6. The writhe of permutations and random framed knots

    Random Structures & Algorithms

    Volume 51, Issue 1, August 2017, Pages: 121–142, Chaim Even-Zohar

    Version of Record online : 17 NOV 2016, DOI: 10.1002/rsa.20704

  7. Competition and Coalition among Underwriters: The Decision to Join a Syndicate

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2421–2444, WEI-LING SONG

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00704.x

  8. Assessing the performance of the independence method in modeling spatial extreme rainfall

    Water Resources Research

    Volume 51, Issue 9, September 2015, Pages: 7744–7758, Feifei Zheng, Emeric Thibaud, Michael Leonard and Seth Westra

    Version of Record online : 26 SEP 2015, DOI: 10.1002/2015WR016893

  9. Ramsey Results for Cycle Spectra

    Journal of Graph Theory

    Volume 74, Issue 2, October 2013, Pages: 210–215, Stephan Brandt, Felix Joos, Janina Müttel and Dieter Rautenbach

    Version of Record online : 4 DEC 2012, DOI: 10.1002/jgt.21704

  10. Robust non-fragile H∞ control for delayed singular Markovian jump systems with actuator saturation and partially unknown transition probabilities

    International Journal of Robust and Nonlinear Control

    Guowei Yang, Jing Xie, Yonggui Kao and Changhong Wang

    Version of Record online : 14 DEC 2016, DOI: 10.1002/rnc.3704

  11. Contagion as a Wealth Effect

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1401–1440, Albert S. Kyle and Wei Xiong

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00373

  12. Probabilistic Approach for Evaluating the Capacity Value of Intermittent Generation

    Electrical Engineering in Japan

    Volume 191, Issue 2, April 2015, Pages: 7–16, Takuji Chida, Hiroumi Saitoh and Junichi Toyoda

    Version of Record online : 5 JAN 2015, DOI: 10.1002/eej.22704

  13. Local influence diagnostics for hierarchical count data models with overdispersion and excess zeros

    Biometrical Journal

    Volume 58, Issue 6, November 2016, Pages: 1390–1408, Trias Wahyuni Rakhmawati, Geert Molenberghs, Geert Verbeke and Christel Faes

    Version of Record online : 29 JUN 2016, DOI: 10.1002/bimj.201500162

  14. 5G multimedia massive MIMO communications systems

    Wireless Communications and Mobile Computing

    Volume 16, Issue 11, 10 August 2016, Pages: 1377–1388, Xiaohu Ge, Haichao Wang, Ran Zi, Qiang Li and Qiang Ni

    Version of Record online : 29 JUN 2016, DOI: 10.1002/wcm.2704

  15. Formation Control of Agricultural Mobile Robots: A Bidirectional Weighted Constraints Approach

    Journal of Field Robotics

    Audrey Guillet, Roland Lenain, Benoit Thuilot and Vincent Rousseau

    Version of Record online : 9 MAR 2017, DOI: 10.1002/rob.21704

  16. Expectations Hypotheses Tests

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1357–1394, Geert Bekaert and Robert J. Hodrick

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00371

  17. On Viable Diffusion Price Processes of the Market Portfolio

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 673–689, AVI BICK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03711.x

  18. Spatially resolved monitoring of crystalline suprastructure and molecular orientation in α- and β-nucleated polypropylene pipes using differential scanning calorimetry, infrared microscopy, and polarized light microscopy

    Journal of Applied Polymer Science

    Volume 130, Issue 6, December 15, 2013, Pages: 4182–4190, Tobias Schuster, Karsten Rode, Robert Brüll, Jürgen Heinemann and Hansgeorg Haupt

    Version of Record online : 13 JUL 2013, DOI: 10.1002/app.39704

  19. Partial Revelation of Information in Experimental Asset Markets

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 265–295, THOMAS E. COPELAND and DANIEL FRIEDMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03752.x

  20. Sequential Tests of the Arbitrage Pricing Theory: A Comparison of Principal Components and Maximum Likelihood Factors

    The Journal of Finance

    Volume 45, Issue 5, December 1990, Pages: 1541–1564, RAVI SHUKLA and CHARLES TRZCINKA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03727.x