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Analysis of Implied Volatility Surfaces ; Analyse von Impliziten Volatilitätsflächen

Schnellen, Marina - 2007

Persistent link: https://www.econbiz.de/10010353194

Measuring European Economic Integration

König, Jörg - 2014

Persistent link: https://www.econbiz.de/10010353188

Statistical Analysis of the Economic Level of Beijing, China

Hao, Chun-xu; Yang, Li-fei; Wen, Ya-li - 2009

According to the data of economic development in Beijing from the year 1995 to 2007, relevant economic indices are selected to analyze the economic development level of Beijing by the Principal Component Analysis Method. Result shows that the national economy maintains high, sustainable and...

Persistent link: https://www.econbiz.de/10009446315

International business cycles: Detection and properties

Graff, Michael - 2008

After conceptual clarification of "international business cycle" and a review of the literature, a new indicator is proposed. This indicator refers to two time series only and allows for an interna-tionally comparable quantification of a country's position in the business cycle. We then...

Persistent link: https://www.econbiz.de/10009448237

Functional data analysis with applications in finance

Benko, Michal - 2007

Kombination von nichtparametrischer Glättung und den Ergebnissen der arbitragefreien Theorie basiert. Der zweite Teil der … Finanzmarktanalyse gewidmet. Der theoretische Teil der Arbeit konzentriert sich auf die funktionale Hauptkomponentenanalyse -- das … auf der funktionalen Hauptkomponentenanalyse werden behandelt. Die FDA-Techniken sind auf die Analyse der implizierten …

Persistent link: https://www.econbiz.de/10009467092

Financial Time Series Analysis using Pattern Recognition Methods

Zeng, Zhanggui - 2006

This thesis is based on research on financial time series analysis using pattern recognition methods. The first part of this research focuses on univariate time series analysis using different pattern recognition methods. First, probabilities of basic patterns are used to represent the features...

Persistent link: https://www.econbiz.de/10009480080

Banking market integration in the SADC countries: Evidence from interest rate analyses

Aziakpono M.J.; Kleimeier S.; Sander H. - 2011

This study investigates the state, development and drivers of banking market integration in the member countries of the Southern African Development Community (SADC). A Principal Component Analysis (PCA) of national retail interest rates indicates increasing integration in loan and deposit...

Persistent link: https://www.econbiz.de/10009480502

Partial Least Squares and Principal Component Analysis with Non-metric Variables for Composite Indices

Yoon, Jisu - 2015

. Hauptkomponentenanalyse (PCA) ist ein populärer Ansatz um Gewichte abzuleiten, aber es ist ungeeignet, wenn informative Variationen nur kleine …

Persistent link: https://www.econbiz.de/10011324347

ROMANIA’S REGIONAL INEQUALITIES IN RELATION TO THE OBJECTIVES OF THE EUROPE 2020 STRATEGY

Cismas, Laura Mariana; Para, Iulia; Tălmaciu, Ana Maria - 2020

The present paper represents a study of the competitiveness of Romania in relation to the targets of the Europe 2020 strategy, in order to draw up a current regional ranking of the competitiveness. There are significant disparities in the regional contribution to the achievement of Europe 2020...

Persistent link: https://www.econbiz.de/10012244704

Measuring market liquidity in US fixed income markets : a new synthetic indicator

Broto Pelegrín, Carmen; Lamas Rodríguez, Matías - 2016

En este trabajo se propone un nuevo indicador sintético de liquidez de mercado que resume la información contenida en un conjunto amplio de medidas individuales para los mercados de renta fija de EEUU, tanto soberana como corporativa. En concreto, el indicador propuesto sintetiza diecisiete...

Persistent link: https://www.econbiz.de/10012530508

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