TECHNICAL REPORTS

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TECHNICAL REPORTS 2017-02-23T15:16:51+00:00

Listing of CoFES Technical Reports

TR2014-01 WRDS Index Data Extraction Methodology
J.A. Dobelman, H.B. Kang*, and S.W. Park*
TR2005-20 Nobels for Nonsense
L. Scott Baggett, James R. Thompson, Edward E. Williams and William C. Wojciechowski
TR2005-19 Market Cap Weighting: Where’s the Risk Management?
James R. Thompson and William C. Wojciechowski
TR2005-18 Exploratory Data Analysis and Portfolio Design
L. Scott Baggett, James R. Thompson, Edward E. Williams and William C. Wojciechowski
TR2005-17 Using Copulas to Model Dependence
Mollie Copeland, Gretchen Fix, Hannah Jabri and Gabriel Yamal
TR2005-16 Multivariate Time Series Analysis with Categorical and Continuous Variables in an LSTR Model
Davis, Ginger M. and Ensor, Katherine B.
TR2005-15 Evolving Structure in Multivariate Time Series with Application to Financial Systems
Davis, Ginger M. and Ensor, Katherine B.
TR2005-14 Estimation of Marginall Survival Functions in the Presence of Dependent and Independent Censoring
Fix, Gretchen Abigail, Huang, Xuelin and Ensor, Katherine B.
TR2005-13 Estimation of the Distribution of Time from Incorporation to Dividend Initiation Accounting for Dependent and Independent Censoring
Fix, Gretchen A., Huang, Xuelin and Ensor, Katherine B.
TR2004-04 Optimal Histograms for Copula Selections
Wojciechowski, W., Jabri, H.
TR2004-03 Market Cap Weighting: Where’s the Risk Management?
Wojciechowski, W., Thompson, J.
TR2003-21 Dynkin Martingale Estimators for Continuous-Time Time-Inhomogeneous Markov Chains Discretely Observed
Ensor, K., Cramer, R.D., Glynn, P.W.
TR2003-17 Why We All Held Our Breath When the Market Reopened
Findlay, M.C., Williams, E.E., Thompson, J.R.
TR2000-15 Venture Capital Funded Internet Companies’ Liquidity in Post Lockup Valuation
Thompson, J., Cohen, P., Williams, E.
TR1999-18 A Post Keynesian Analysis of the Black-Scholes Option Pricing Model
Thompson, J., Williams, E.