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Andrew F. Siegel
Researcher at University of Washington
Publications - 120
Citations - 9264
Andrew F. Siegel is an academic researcher from University of Washington. The author has contributed to research in topics: Capital asset pricing model & Yield curve. The author has an hindex of 40, co-authored 102 publications receiving 8908 citations. Previous affiliations of Andrew F. Siegel include Princeton University & Institute for Systems Biology.
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Stochastic Discount Factor Bounds with Conditioning Information
Wayne E. Ferson,Andrew F. Siegel +1 more
TL;DR: This paper compares the sampling properties of different versions of HJ bounds that use conditioning information in the form of a given set of lagged instruments and document finite-sample biases in the HJ limits, where the biased bounds reject asset-pricing models too often.
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Stochastic Discount Factor Bounds with Conditioning Information
Wayne E. Ferson,Andrew F. Siegel +1 more
TL;DR: In this article, the sampling properties of HJ bounds with conditioning information were studied and a useful bias correction was provided. But the bias was not considered in this paper, since the bounds reject asset-pricing models too often.
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Genetic mapping at 3-kilobase resolution reveals inositol 1,4,5-triphosphate receptor 3 as a risk factor for type 1 diabetes in Sweden.
Jared C. Roach,Kerry Deutsch,Sarah Li,Andrew F. Siegel,Lynn M. Bekris,Derek C. Einhaus,Colleen M. Sheridan,Gustavo Glusman,Leroy Hood,Åke Lernmark,Marta Janer +10 more
TL;DR: Two-locus regression analysis supports an influence of ITPR3 variation on T1D that is distinct from that of any MHC class II gene.
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On The Measurement of Morphology and its Change
TL;DR: This review is concerned with quantitative comparisons of biological shape wherein some parts of specimens obviously have changed and others parts have not.
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Covering the Circle with Random Arcs of Random Sizes.
Andrew F. Siegel,Lars Holst +1 more
TL;DR: In this paper, the authors considered the random uniform placement of a finite number of arcs on the circle, where the arc lengths are sampled from a distribution on (0, 1) and provided exact formulae for the probability that the circle is completely covered and for the distribution of uncovered gaps.