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The variability and volatility of sleep: an archetypal approach
Hamermesh, Daniel S.; Pfann, Gerard A. - 2022
independent of other demographics. A theory of economic incentives to minimize the dispersion of sleep predicts that higher …
Persistent link: https://www.econbiz.de/10012805079
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Comovement, excess volatility, and home production
Chang, Yongsung - In: Journal of monetary economics 46 (2000) 2, pp. 385-396
Persistent link: https://www.econbiz.de/10001506955
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Modelling Asset Price Volatility Over Time Using LSTM
Datta, Suman - 2022
This note explores machine learning based modelling approach over classical quantitative methods with a focus on modelling realized volatility of asset price over time. Initially, a few modelling assumptions of classical quantitative finance are examined using recent market data. Daily stock...
Persistent link: https://www.econbiz.de/10014238231
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A representative agent asset pricing model with heterogeneous beliefs and recursive utility
Suzuki, Masataka - In: International review of economics & finance : IREF 45 (2016), pp. 298-315
Persistent link: https://www.econbiz.de/10011626381
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Market timing using the VIX for style rotation
Boscaljon, Brian; Filbeck, Greg; Zhao, Xin - In: Financial services review : the journal of individual … 20 (2011) 1, pp. 35-44
Persistent link: https://www.econbiz.de/10009248014
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The Variability and Volatility of Sleep : An ARCHetypal Behavior
Hamermesh, Daniel S.; Pfann, Gerard A. - National Bureau of Economic Research - 2022
independent of other demographics. A theory of economic incentives to minimize the dispersion of sleep predicts that higher …
Persistent link: https://www.econbiz.de/10012814433
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Volatility Timing Using ETF Options : Evidence from Hedge Funds
Aragon, George O.; Chen, Shuaiyu; Shi, Zhen - 2022
We find that hedge funds’ ETF option positions predict cross-sectional differences in the future volatility of underlying ETFs. The predictive power is strongest for straddle positions and non-equity ETFs. A tracking portfolio of straddles based on funds’ straddle positions earns quarterly...
Persistent link: https://www.econbiz.de/10014238958
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Labor Time Allocation of Farm Households : The Case of Volatile Food Prices
Hochscherf, Julian - 2016
Subsistence farmers in low income countries are confronted with multiple risks. Hence, small scale farmers have developed several strategies to cope with weather related risks in order to self-insure against weather risks. Recent developments on global food markets have increased food price...
Persistent link: https://www.econbiz.de/10014139155
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Towards a theory of life satisfaction accounting for stability, change and volatility in 25-year life trajectories in Germany
Headey, Bruce; Muffels, Ruud J. A. - 2016
An adequate theory of Life Satisfaction (LS) needs to take account of both factors that tend to stabilise LS and those … that change it. The most widely accepted theory in psychology - setpoint theory - focussed solely on stability. That theory … recorded large, long term changes in LS. In this paper we elaborate a revised theory of LS change, based on analysis of the LS …
Persistent link: https://www.econbiz.de/10011502854
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Towards a theory of life satisfaction : accounting for stability, change and volatility in 25-year life trajectories in Germany
Headey, Bruce; Muffels, Ruud J. A. - 2016
An adequate theory of Life Satisfaction (LS) needs to take account of both factors that tend to stabilise LS and those … that change it. The most widely accepted theory in the recent past – set-point theory – focussed solely on stability … (Brickman and Campbell, 1971; Lykken and Tellegen, 1996). That theory is now regarded as inadequate by most researchers, given …
Persistent link: https://www.econbiz.de/10011538173