Journal of Applied Econometrics, Vol. 23, No. 1, Themes in Financial Econometrics (Jan. - Feb., 2008), pp. 111-133 (23 pages) In this paper, we propose a unified approach to generating ...

This is a preview. Log in through your library . Abstract We consider two ways of distinguishing deterministic time-series from stochastic white noise; the Grassberger-Procaccia correlation exponent ...

Two things struck me about a recent CNN story following controversy over the tax on jobs in Seattle that many want targeted at Amazon. First, was the headline. Meteors don't rise, they fall. The other ...

Correlation. Is. Not. Causation. Write that on your forehead 1,000 times. I give you Mr. Kling: Correlations are, at best, suggestive. They are not by themselves evidence--nay, not even if you cross ...

Data mining – The hunt for hidden correlations that others do not see. Sounds great, what with all the data and computing power available. But, wait… Don’t all investors have access to those resources ...

Bryan Kelly, an internationally recognized scholar in financial economics whose research explores machine learning in finance and economics, has been appointed the Frederick Frank ’54 and Mary C.

Our news editors obtained a quote from the research, "This allows to capture both contagion and correlation potentially arising among insureds' behaviors. In this framework, an external market driven ...

Guido Imbens MA ’89, PhD ’91, applied econometrics professor and professor of economics at the Stanford Graduate School of Business, sits in front of two square images of his children playing chess.