1. Resource selection functions (RSFs) are becoming a dominant tool in habitat selection studies.RSF coefficients can be estimated with unconditional (standard) and conditional logistic regressions.
We estimate by Bayesian inference the mixed conditional heteroskedasticity model of Haas et al. (2004a Journal of Financial Econometrics 2, 211–50). We construct a Gibbs sampler algorithm to compute ...
The generalized capital asset pricing model based on mixed conditional value-at-risk (CVaR) deviation is used for calibrating the risk preferences of investors. Risk preferences are determined by ...