Verslo nuosavybės ekonomikos magistro baigiamojo darbo tema yra labai aktuali, kadangi šiandieniame pasaulyje lyderiaujančioms įmonėms nebeužtenka vien naudoti moderniausias technologijas ar turėti geriausią rinkodaros strategiją. Staigūs ir nenuspėjami valiutų kursų svyravimai net...

The main focus of this work is theanalysis of price direction processes at transaction level ofdifferent stocks traded at the NYSE. Three different models havebeen applied to the data, namely the autoregressive conditionalmultinomial model, a probit model with latent ARMA-process anddifferent...

In recent years a substantial amount of literature in one way or another deals with liquidity. The interest in it grows beyond the walls of the academia, as the security exchanges recognize the importance of the concept and plan to adopt unique measures of liquidity and publish them in the...

Thesis (Ph. D.)--University of Rochester. Dept. of Economics, 2010.

A system with hysteresis is one that exhibits path dependent but rate independent memory. Hysteresis can be observed physically through the magnetization of a ferromagnetic material. In order to mathematically describe systems with hysteresis, we use the Preisach model. A discussion of the...

A procedure is proposed for examining different aspects of performance for judgemental directional probability predictions of exchange rate movements. In particular, a range of new predictive performance measures is identified to highlight specific expressions of strengths and weaknesses in...

An experiment is reported which compares directional forecasting performance of experts, novices and simple statistical models over three time horizons on a task involving probabilistic forecasts of exchange rate movements. Probability-judgement accuracy analyses illustrated no clear overall...

Research has suggested that outcome feedback is less effective than other forms of feedback in promoting learning by users of decision support systems. However, if circumstances can be identified where the effectiveness of outcome feedback can be improved, this offers considerable advantages,...

Simple time trend variables in factor demand models can be statistically powerful variables, but may tell the researcher very little. Even more complex specification of technical change, e.g. factor biased, are still the economentrician's measure of ignorance'' about the shifts that occur in the...