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Conditional comment

Known as: Conditional Comments, If IE 
Conditional comments are conditional statements interpreted by Microsoft Internet Explorer versions 5 through 9 in HTML source code. Conditional… Expand
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Papers overview

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Highly Cited
2011
Highly Cited
2011
k-DPPs: Fixed-Size Determinantal Point Processes
Determinantal point processes (DPPs) have recently been proposed as models for set selection problems where diversity is… Expand
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Highly Cited
2006
Highly Cited
2006
Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
We develop a multi-element generalized polynomial chaos (ME-gPC) method for arbitrary probability measures and apply it to solve… Expand
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Highly Cited
2004
Highly Cited
2004
Non-Life Insurance Mathematics. An Introduction with Stochastic Processes
This book offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic… Expand
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Highly Cited
2002
Highly Cited
2002
Gaugeability and conditional gaugeability
New Kato classes are introduced for general transient Borel right processes, for which gauge and conditional gauge theorems hold… Expand
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Highly Cited
2002
Highly Cited
2002
A Quantile Regression Analysis of the Cross Section of Stock Market Returns
Traditional methods of testing the Capital Asset Pricing Model (CAPM) do so at the mean of the conditional distribution. Instead… Expand
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Highly Cited
1999
Highly Cited
1999
Price Stability as a Target for Monetary Policy : Defining and Maintaining Price Stability
This paper discusses how price stability can be de…ned and how price stability can be maintained in practice. Some lessons for… Expand
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Highly Cited
1998
Highly Cited
1998
Bayes-Ball: The Rational Pastime (for Determining Irrelevance and Requisite Information in Belief Networks and Influence Diagrams)
One of the benefits of belief networks and influence diagrams is that so much knowledge is captured in the graphical structure… Expand
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Highly Cited
1996
Highly Cited
1996
American Finance Association The Conditional CAPM and the Cross-Section of Expected Returns Author ( s ) :
Most empirical studies of the static CAPM assume that betas remain constant over time and that the return on the value-weighted… Expand
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Highly Cited
1990
Highly Cited
1990
Approaches for Empirical Bayes Confidence Intervals
Abstract Parametric empirical Bayes (EB) methods of point estimation date to the landmark paper by James and Stein (1961… Expand
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Highly Cited
1988
Highly Cited
1988
Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills
Asset pricing relations are developed for a vector of assets with a time varying covariance structure. Assuming that the… Expand
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