Showing 1 - 10 of 1,743
This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets
Persistent link: https://www.econbiz.de/10012053890
A major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. In general options on zero bonds (e.g. caps) and options on coupon bearing bonds (e.g. swaptions) are linked by no-arbitrage relations through the correlation structure of...
Persistent link: https://www.econbiz.de/10013521005
of big data analysis. The last two decades or so, the use of panel data has become a standard in many areas of economic … immensely our knowledge and understanding in both. The traditional panel data, by nature, are two-dimensional. Lately, however …, as part of the big data revolution, there has been a rapid emergence of three, four and even higher dimensional panel …
Persistent link: https://www.econbiz.de/10012397167
2005 Mannheim Innovation Panel in combination with patent information from the European Patent Office provides strong …
Persistent link: https://www.econbiz.de/10013522842
Contents -- 1 Introduction -- 2 Linear Spatial Dependence Models -- for Cross-Section Data -- 3 Spatial Panel Data …, static models based on spatial panels and dynamic spatial panel data models. The book not only presents different model …
Persistent link: https://www.econbiz.de/10013523008
Persistent link: https://www.econbiz.de/10013520944
book uses non-stationary panel techniques to find pair-wise cointegration among GDP per capita and its main correlates such …
Persistent link: https://www.econbiz.de/10013520921
This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes
Persistent link: https://www.econbiz.de/10012053891
Chapter 1 Stock Return and Inflation: An Analysis Based on the State-Space Framework -- Chapter 2 Diffusion Index Model Specification and Estimation: Using Mixed Frequency Datasets -- Chapter 3 Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks -- Chapter 4 On the...
Persistent link: https://www.econbiz.de/10014016985
Neue Produkte erfolgreich in den Markt einzuführen stellt heute mehr denn je eine zwingende Voraussetzung für den nachhaltigen Unternehmenserfolg dar. Dies gilt besonders für Hersteller schnelldrehender Konsumgüter, die neben einem zusehends mächtigeren Handel, mit kurzen...
Persistent link: https://www.econbiz.de/10014425121