-
Switching generalized autoregressive score copula models with application to ...
Recent financial disasters have emphasized the need to accurately predict extreme financial losses and their consequences for the institutions belonging to a given financial... -
Estimating within‐cluster spillover effects using a cluster randomization wit...
Spillover effects within randomized clusters pose a challenge for identifying impacts of an individualized treatment. The paper proposes a solution. Longitudinal and... -
A Source Collection on Urban annuities, 14th–18th centuries
The data published here comprises interest rates computed from annuities sold by urban authorities across the Holy Roman Empire and Italy from the 14th to 18th centuries....
