Showing 1 - 10 of 330
Persistent link: https://www.econbiz.de/10001919333
Appraisals are needed for decision-making and for performance evaluation. Knowledge on the accuracy of valuation …
Persistent link: https://www.econbiz.de/10009625798
Persistent link: https://www.econbiz.de/10009576213
The integration of different learning and adaptation techniques in one architecture, to overcome individual limitations and achieve synergetic effects through hybridization or fusion of these techniques, has in recent years contributed to a large number of new intelligent system designs. Most of...
Persistent link: https://www.econbiz.de/10009578554
Persistent link: https://www.econbiz.de/10001916784
It is common practice to identify the number and sources of shocks that move implied volatilities across space and time by applying Principal Components Analysis (PCA) to pooled covariance matrices of changes in implied volatilities. This approach, however, is likely to result in a loss of...
Persistent link: https://www.econbiz.de/10009613597
estimation …
Persistent link: https://www.econbiz.de/10009613598
The analysis of diffusion processes in financial models is crucially dependent on the form of the drift and diffusion coefficient functions. A methodology is proposed for estimating and testing coefficient functions for ergodic diffusions that are not directly observable. It is based on...
Persistent link: https://www.econbiz.de/10009613611
How risky are investments in residential real estate? To answer this question, information is needed about the behavior of house prices. The hedonic methodology has become a standard approach for modelling the prices of heterogeneous assets. Although intuitively appealing, it is often criticized...
Persistent link: https://www.econbiz.de/10009614878
This paper examines the relationship between unemployment, real oil price and real interest rates in Canada. Instead of following the classical approach based on I(0) stationarity or I(1) cointegrating relationships, we use fractional integration/cointegration techniques which allow for the...
Persistent link: https://www.econbiz.de/10009614880