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Network centrality and stock market volatility : the impact of communication topologies on prices

Hein, Oliver; Schwind, Michael; Spiwoks, Markus - In: Journal of finance and investment analysis 1 (2012) 1, pp. 199-232

the different network topologies, mimetic contagion arises through the adaptive behavior of the heterogeneous agents … communication networks. Simulation results suggest a correlation between the network centralization measures and the volatility of … the resulting stock prices. -- microsimulation ; financial markets ; network topologies ; mimetic contagion ; herd …

Persistent link: https://www.econbiz.de/10010079539

Algunas observaciones acerca del uso de software en la estimación del modelo Half-Normal

Ortega Irizo, Francisco Javier; Gavilán Ruiz, José Manuel - In: Revista de métodos cuantitativos para la economía y … 11 (2011), pp. 3-16

Using the maximum likelihood method, in order to estimate Half-Normal stochastic frontier production models, entails several practical di±culties that, perhaps, have not been su±ciently emphasised. In employing FRONTIER software, we analyse the case in which the estimation obtained suggests...

Persistent link: https://www.econbiz.de/10009957389

Residual Grey Markov model for the developments of GDP, population and energy consumption in Iran

Mostafaei, Hamidreza; Kordnoori, Shaghayegh - In: Advances in management & applied economics 1 (2011) 2, pp. 93-105

Grey system theory can powerfully deal with incomplete and uncertain information. In this paper, we introduced an improved grey GM(1,1) model that integrates residual modification with Markov chain model. By this model, we improved the forecast accuracy of original grey forecast model and...

Persistent link: https://www.econbiz.de/10009958471

Measuring exchange rate fluctuations risk using the value-at-risk

Akhtekhane, Saeed Shaker; Mohammadi, Parastoo - In: Journal of applied finance & banking 2 (2012) 3, pp. 65-79

The paper intends to measure the daily Value-at-Risk (VaR) for Rial-Euro exchange rate fluctuations risk. Since in this case we deal with a single risk factor, so we will not use the Monte Carlo simulation method to measure the VaR and we will only use the parametric and historical simulation...

Persistent link: https://www.econbiz.de/10010009131

Estimación de reservas en una compañía aseguradora : una aplicación en Excel del método Chain-Ladder y Bootstrap

Álvarez-Jareño, José Antonio; Coll-Serrano, Vicente - In: Revista de métodos cuantitativos para la economía y … 14 (2012), pp. 124-136

Insurance companies have to estimate reserves and provisions to cover the payment of either unreported claims or unsettled claims. In this paper, we apply the Chain-Ladder method to obtain a point estimate of reserves, and then we use the bootstrap technique to estimate the margin of error and...

Persistent link: https://www.econbiz.de/10010118388

Un modelo de consenso para problemas de toma de decisiones multicriterio en grupo mediante relaciones de preferencia intervalares difusas lingüísticas

Tapia García, Juan Miguel; Moral, María José del; … - In: Revista de métodos cuantitativos para la economía y … 14 (2012), pp. 36-53

In some circumstances a decision maker, expert, in a group decision making problem cannot express his/her preferences with a unique linguistic fuzzy preference because he/she is dubious into some preferences. In this paper, we present a consensus model for group decision making problems with...

Persistent link: https://www.econbiz.de/10010118391

The case for rapid resolution plans

Herring, Richard J. - In: Review of economics & finance (2013) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10010160864

International journal of networking and virtual organisations : IJNVO

Olney, Bucks. : Inderscience Enterprises - 1.2002; 2.2003/04 -

Persistent link: https://www.econbiz.de/10008379986

Factores determinantes del racionamiento de crédito a las PYMES : un estudio empírico en Andalucia

Larrán Jorge, M.; García-Borbolla Fernández, A.; … - In: Investigaciones europeas de Dirección y Economía de … 16 (2010) 2, pp. 63-82

The main objective of this paper is to determine if it is possible to find within the credit market any restrictions, for instance to credit concessions and its commercial conditions to more little firms or to those that do not have a strong relationship whit their usual banks, and, if the...

Persistent link: https://www.econbiz.de/10009958316

Nuevo enfoque del negocio de las tarjetas bancarias en España y el nuevo papel a desarrollar por el comerciante

Castillo Peces, Carlos; Mercado Idoeta, Carmelo; Corral … - In: Investigaciones europeas de Dirección y Economía de … 17 (2011) 3, pp. 151-172

The objective of this research is to analyze the basics elements of the Spanish financial entities new approach in the financial cards business, as well as the merchant's new role in its development. For this purpose, a questionnaire was sent to 60 managers in the cards business in such...

Persistent link: https://www.econbiz.de/10009958346

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