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Spatial linkages in international financial markets
(ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, 2011)
Spatial dependency has been studied in several research areas, such as environmental criminology, economic geography, environmental sciences, and urban economics. However, it has essentially been overlooked in other subfields ...
EBITDA Index Prediction Using Exponential Smoothing and ARIMA Model
(Mathematics, 2022)
The current financial and economic crisis: empirical and methodological issues
(2012)
In this paper we describe the main causes of the recent financial crisis as a result of many theoretical, methodological, and practical shortcomings mostly according to heterodox, but also including some important orthodox ...
Portfolio diversification and supporting financial institutions: CAPM model [Financial markets]
(Yale University, Open Yale Courses, 2016)
Financial and risk modelling with semicontinuous covariances
(2017)
We are encountering deep financial crisis. One of the basic problems we face is how to predict financial developments. Current modelling is clearly insufficient since continuity of autocorrelation oversmoothes the empirical ...
Fitting non-gaussian Models to Financial data: An Empirical StudyFitting non-gaussian Models to Financial data: An Empirical Study
(2011-04-29)
In this paper are presented some experiences about the modeling of financial data by three classes of models as alternative to Gaussian Linear models. Dynamic Volatility, Stable L'evy and Diffusion with Jumps models are ...
Fitting non-gaussian Models to Financial data: An Empirical StudyFitting non-gaussian Models to Financial data: An Empirical Study
(2011-04-29)
In this paper are presented some experiences about the modeling of financial data by three classes of models as alternative to Gaussian Linear models. Dynamic Volatility, Stable L'evy and Diffusion with Jumps models are ...