Similar Search Results

Closed form valuation of American chained knock-in options

Han, Heejae; Jeon, Junkee; Kang, Myungjoo - In: Finance research letters 17 (2016), pp. 176-185

Persistent link: https://www.econbiz.de/10011596280

Pricing S&P500 barrier put option of American type under Heston-CIR model with regime-switching

Mehrdoust, Farshid; Noorani, Idin - In: International journal of financial engineering 6 (2019) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10012167493

Spatial Chow-Lin models for completing growth rates in cross-sections

Polasek, Wolfgang - 2013

Growth rate data that are collected incompletely in cross-sections is a quite frequent problem. Chow and Lin (1971) have developed a method for predicting unobserved disaggregated time series and we propose an extension of the procedure for completing cross-sectional growth rates similar to the...

Persistent link: https://www.econbiz.de/10010293994

Bayesian methods for completing data in space-time panel models

Llano, Carlos; Polasek, Wolfgang; Sellner, Richard - 2009

the first to develop a united framework for the three problems (interpolation, extrapolation and distribution) of …

Persistent link: https://www.econbiz.de/10010294002

Linking series generated at different frequencies and its applications

Hyung, Namwon - 1998

general but avoids the computational problems of a full-blown single model. Our approach differs from classical interpolation … interpolation, may fit very well in sample, but it is not useful for out-of-sample forecasts. As applications of linking series …

Persistent link: https://www.econbiz.de/10010301743

Enhancing the Binary Watermark-Based Data Hiding Scheme Using an Interpolation-Based Approach for Optical Remote Sensing Images

Khosravi, Mohammad Reza; Rostami, Habib; Samadi, Sadegh - In: International Journal of Agricultural and Environmental … 9 (2018) 2, pp. 53-71

Computer networking and internet developments create new challenges in information security and copyright protection. In order to protect the multimedia data and also in some cases, for information management, the authors can use watermarking schemes to achieve more security. In this article,...

Persistent link: https://www.econbiz.de/10012042789

Short-term monitoring of fiscal policy discipline

Camba-Méndez, Gonzalo; Lamo, Ana - 2002

Under the Maastricht Treaty and the Stability and Growth Pact (SGP) European Union (EU) Member States commit themselves to avoid excessive deficits over 3% of GDP and to pursue the medium-term objective of budgetary positions close to balance or in surplus. The SGP provides also regulation for...

Persistent link: https://www.econbiz.de/10011604198

Interpolation and backdating with a large information set

Angelini, Elena; Henry, Jérôme; Marcellino, Massimiliano - 2003

Existing methods for data interpolation or backdating are either univariate or based on a very limited number of series … develop an interpolation method that exploits the estimated factors as an efficient summary of all the available information … interpolation but again be reduced with multivariate approaches, including factor-based ones. …

Persistent link: https://www.econbiz.de/10011604298

Estimating and forecasting the euro area monthly national accounts from a dynamic factor model

Angelini, Elena; Bańbura, Marta; Rünstler, Gerhard - 2008

al. (2005), which handles unbalanced data sets in an efficient way. We extend the model to integrate interpolation and …

Persistent link: https://www.econbiz.de/10011604999

A quarterly fiscal database for the euro area based on intra-annual fiscal information

Paredes, Joan; Pedregal, Diego J.; Pérez, Javier J. - 2009

intra-annual fiscal information for interpolation purposes allows us to capture genuine intra-annual "fiscal" dynamics in …

Persistent link: https://www.econbiz.de/10011605178