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Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment
Maternal employment Overweight children
2011/4/2
We use the matched mother-child data from the 2000 wave of the US National Longitudinal Survey of Youth 79 (NLSY79) to assess the impact of full-time working mothers on children’s body mass index (BMI...
Estimating financial risk measures for futures positions: a non-parametric approach
spectral risk alternative measures financial risk
2011/3/31
This paper presents non-parametric estimates of spectral risk measures applied to long and short positions in 5 prominent equity futures contracts. It also compares these to estimates of two popular a...