This is a preview. Log in through your library . Abstract This paper tests for the presence of output mean and variance nonlinearities in international industrial production and UK and US sectoral ...

The Poisson noise channel with the input random variable \(X\), the scaling factor \(a\), the dark current parameter \(\lambda\), and the ouput random variable \(Y\). Poisson noise models are an ...

Engel, C., J. Frankel, Kenneth A. Froot, and T. Rodrigues. "Tests of Conditional Mean-Variance Efficiency of the U.S. Stock Market." Journal of Empirical Finance 2 (March 1995). (Revised from NBER ...