Similar Search Results

Variable versus fixed weighted aggregate inventory to sales ratios : the effect on long-term trends for Germany

Obermaier, Robert; Donhauser, Andreas - In: Logistics research 4 (2012) 1/2, pp. 3-18

Persistent link: https://www.econbiz.de/10009529118

Inventory Timing : How to Serve a Stochastic Season

Schlapp, Jochen; Fleischmann, Moritz - 2021

Problem Definition. Firms that sell products over a limited selling season often have only imperfect information about (a) the exact timing of that season, (b) the demand volume to expect, and (c) the temporal distribution of demand over the selling season. Given these uncertainties, firms must...

Persistent link: https://www.econbiz.de/10013249317

Inventory control for spectrally positive Lévy demand processes

Yamazaki, Kazutoshi - In: Mathematics of operations research 42 (2017) 1, pp. 212-237

Persistent link: https://www.econbiz.de/10011654629

Asymmetry in the price impact of trades in an high-frequency microstructure model with jumps

Jondeau, Eric; Lahaye, Jérôme; Rockinger, Michael - 2013

We estimate a general microstructure model of the transitory and permanent impact of order flow on stock prices. Jumps are detected in both the transaction price (observation equation) and fundamental value (state equation). The model's parameters and variances are updated in real time. Prices...

Persistent link: https://www.econbiz.de/10010256970

Conditional heteroskedasticity in the volatility of asset returns

Ding, Yashuang - 2021

Persistent link: https://www.econbiz.de/10013262866

Persistence in the Russian stock market volatility indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2018

volatility índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …

Persistent link: https://www.econbiz.de/10011903723

Macroeconomic variables, leverage, stock returns and stock return volatility

Marozva, Godfrey; Magwedere, Margaret Rutendo - In: Acta Universitatis Danubius / Oeconomica 13 (2017) 4, pp. 237-260

Persistent link: https://www.econbiz.de/10012137022

Bivariate volatility modeling with high-frequency data

Matei, Marius; Rovira, Xari; Agell, Núria - In: Econometrics : open access journal 7 (2019) 3/41, pp. 1-15

We propose a methodology to include night volatility estimates in the day volatility modeling problem with high … the natural relationship between the realized measure and the conditional variance. This improves volatility modeling by … leverage effect and maintains a mathematical structure that facilitates volatility estimation. A class of bivariate models that …

Persistent link: https://www.econbiz.de/10012160811

Persistence in the Russian stock market volatility indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2018

Persistent link: https://www.econbiz.de/10011995731

A permanent and transitory component model of stock return volatility

Engle, Robert F.; Lee, Gary G. J. - 1993 - [Rev.]

Persistent link: https://www.econbiz.de/10000877975

1
2
3
4
5
6
7
8
9
10
Next
Last