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Schlag, Christian; Branger, Nicole - Money Macro and Finance Research Group - 2004

Persistent link: https://www.econbiz.de/10004977128

Option Pricing with Discrete Rebalancing

Prigent, J.-L.; Renault, O.; Scaillet, O. - Institut de Recherche Économique et Sociale (IRES), … - 1999

We consider option pricing when dynamic portfolios are discretely rebalanced. The portfolio adjustments only occur … option prices given by the marked Poisson model and the Black-Scholes model. …

Persistent link: https://www.econbiz.de/10004985285

Forecasting Volatility Using A Continuous Time Model

Veiga, Maria Helena Lopes Moreira da - Departament d'Economia i Història Econòmica, … - 2003

This paper evaluates the forecasting performance of a continuous stochastic volatility model with two factors of volatility (SV2F) and compares it to those of GARCH and ARFIMA models. The empirical results show that the volatility forecasting ability of the SV2F model is better than that of the...

Persistent link: https://www.econbiz.de/10005582598

Árazási hiba a határidős indexpiacokon

Radnai, Márton - In: Közgazdasági szemle : a magyar Tudományos Akadémia … 49 (2002) 11, pp. 905-927

Persistent link: https://www.econbiz.de/10001715552

Nem-kognitív készségek mérése az oktatási integrációs program hatásvizsgálatában

Kézdi, Gábor; Surányi, Éva - 2010

Measuring non-cognitive skills in evaluations of education policy interventions is an increasingly important task. At the same time, choosing the adequate measures is difficult. Contrary to cognitive development, there is a shortage of reliable and valid measures of personality and behavioral...

Persistent link: https://www.econbiz.de/10010494698

Mintavétel és elemzési módszerek az oktatási integrációs program hatásviszgálatában, és a hatásvizsgálatból levonható követketetések

Kézdi, Gábor; Surányi, Éva - 2010

The National Educational Integration Network (OOIH) launched a program in 2003 that focused on the integrated education of primary school children (grades 1 through 8) in 45 schools in Hungary. The goal of the program was to compensate for the educational disadvantages of children from poor...