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Now showing items 11-20 of 67
Through the window of language: assessing the influence of language diversity on thought
(Servicio Editorial de la Universidad del País Vasco/Euskal Herriko Unibertsitatearen Argitalpen Zerbitzua, 2005)
On the evidence for prelinguistic concepts
(Servicio Editorial de la Universidad del País Vasco/Euskal Herriko Unibertsitatearen Argitalpen Zerbitzua, 2005)
Steiner versus wittgenstein: remarks on differing views of mathematical truth
(Servicio Editorial de la Universidad del País Vasco/Euskal Herriko Unibertsitatearen Argitalpen Zerbitzua, 2005)
Word, Niche and Super-Niche: how language makes minds matter more
(Servicio Editorial de la Universidad del País Vasco/Euskal Herriko Unibertsitatearen Argitalpen Zerbitzua, 2005)
Language and thought: empirical and conceptual viewpoints. Presentation
(Servicio Editorial de la Universidad del País Vasco/Euskal Herriko Unibertsitatearen Argitalpen Zerbitzua, 2005)
Testing the Forecasting Performance of Ibex 35 Option-implied Risk-neutral Densities
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2005-01)
The main objective of this paper is to test whether the risk-neutral densities (RNDs) implied in the prices of the future options contract on the Spanish IBEX 35 index accurately predict the distribution of future outcomes ...
Option-Implied Preferences Adjustments and Risk-Neutral Density Forecasts
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2005-06)
The main objective of this paper is to analyse the value of information contained in prices of options on the IBEX 35 index at the Spanish Stock Exchange Market. The forward looking information is extracted using implied ...
Semiparametric estimation in perturbed long memory series
(2005-05)
The estimation of the memory parameter in perturbed long memory series has recently attracted attention motivated especially by the strong persistence of the volatility in many financial and economic time series and the ...
Implementing with veto players: a simple non cooperative game
(2005-06)
The paper adapts a non cooperative game presented by Dagan, Serrano and Volij (1997) for bankruptcy problems to the context of TU veto balanced games. We investigate the relationship between the Nash outcomes of a ...
The Relationship between Risk and Expected Return in Europe
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2005-01)
We employ MIDAS (Mixed Data Sampling) to study the risk-expected return trade-off in several European stock indices. Using MIDAS, we report that, in most indices, there is a significant and positive relationship between ...