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An empirical examination of horizon : evidence from the term structure of implied equity volatilities
Bell, Ryan T.; Milian, Jonathan A. - 2014
Persistent link: https://www.econbiz.de/10010342472
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Stock profiling using time-frequency-varying systematic risk measure
Mestre, Roman - In: Financial innovation : FIN 9 (2023) 1, pp. 1-29
This study proposes a wavelets approach to estimating time-frequency-varying betas in the capital asset pricing model … (CAPM) framework. The dynamic of systematic risk across time and frequency is analyzed to investigate stock risk … characteristics. We use a daily panel of French stocks from 2012 to 2022. Results show that varying systematic risk varies in time and …
Persistent link: https://www.econbiz.de/10014289044
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Economics of space and time : The measure - theorietic foundations of social science
Faden, Arnold M. - 1977 - 1. ed.
Persistent link: https://www.econbiz.de/10000001492
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International evidence on well-being
Blanchflower, David G. - 2008
Persistent link: https://www.econbiz.de/10003757032
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Poverty and time
Bossert, Walter; Chakravarty, Satya R.; D'Ambrosio, Conchita - 2010
We examine the measurement of individual poverty in an intertemporal context. Our aim is to capture the importance of persistence in a state of poverty and we characterize a corresponding individual intertemporal poverty measure. Our first axiom requires that intertemporal poverty is identical...
Persistent link: https://www.econbiz.de/10008662305
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Flight delays and passenger preferences : an axiomatic approach
Bishop, John A.; Rupp, Nicholas G.; Zheng, Buhong - In: Southern economic journal 77 (2011) 3, pp. 543-556
Persistent link: https://www.econbiz.de/10009154966
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Implementation aspects of indicators related to payments timing
Kaliontzoglou, Alexandros; Müller, Alexander Pascal - In: Analyzing the economics of financial market infrastructures, (pp. 169-190). 2016
Persistent link: https://www.econbiz.de/10011337477
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On assessing the time dimension of poverty
Verma, Vijay; Gagliardi, Francesca - In: Poverty and social exclusion : new methods of analysis, (pp. 109-127). 2014
Persistent link: https://www.econbiz.de/10009768344
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Healthy-time measures of health outcomes and healthcare quality
Burns, Marguerite; Mullahy, John - 2016
Persistent link: https://www.econbiz.de/10011539873
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The number of measurements to be performed for time study analysis
Hadad, Yossi; Keren, Baruch; Hanani, Michael Z. - In: European journal of industrial engineering : EJIE 8 (2014) 2, pp. 222-243
Persistent link: https://www.econbiz.de/10010403907