Open Access. Powered by Scholars. Published by Universities.®
Physical Sciences and Mathematics Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 2 of 2
Full-Text Articles in Physical Sciences and Mathematics
More Powerful Unconditional Tests Of No Treatment Effect From Binary Matched Pairs, Chris Lloyd
More Powerful Unconditional Tests Of No Treatment Effect From Binary Matched Pairs, Chris Lloyd
Chris J. Lloyd
This is the workign paper version that preceeded the paper "A New Exact and More Powerful Unconditional Test of no Treatment Effect from Binary Matched Pairs" published in Biometrics 76 (also on this site:http://works.bepress.com/chris_lloyd/3/
Identifying A Source Of Financial Volatility, Douglas G. Steigerwald, Richard Vagnoni
Identifying A Source Of Financial Volatility, Douglas G. Steigerwald, Richard Vagnoni
Douglas G. Steigerwald
How should one combine stock and option markets in models of trade and asset price volatility? We address this question, paying particular attention to the identification of parameters of interest.