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Demand volatility, adjustment costs, and productivity : an examination of capacity utilization in hotels and airlines
Butters, R. Andrew - In: American economic journal : a journal of the American … 12 (2020) 4, pp. 1-44
Persistent link: https://www.econbiz.de/10012421862
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Demand Volatility, Adjustment Costs, and Productivity : An Examination of Capacity Utilization in Hotels and Airlines
Butters, R. Andrew - 2017
annual demand volatility have no effect on load factors of airlines at the destination-airline-year level …
Persistent link: https://www.econbiz.de/10012967587
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Genetic learning as an explanation of stylized facts of foreign exchange markets
Lux, Thomas; Schornstein, Sascha - 2002
This paper revisits the Kareken-Wallace model of exchange rate formation in a two-country overlapping generations world. Following the seminal paper by Arifovic (Journal of Political Economy, 104, 1996, 510-541) we investigate a dynamic version of the model in which agents' decision rules are...
Persistent link: https://www.econbiz.de/10011431839
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Heuristic learning in intraday trading under uncertainty
Bekiros, Stelios D. - In: Journal of empirical finance 30 (2015), pp. 34-49
Persistent link: https://www.econbiz.de/10011489212
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Genetic learning as an explanation of stylized facts of foreign exchange markets
Lux, Thomas; Schornstein, Sascha - In: Journal of mathematical economics 41 (2005) 1/2, pp. 169-196
Persistent link: https://www.econbiz.de/10002643241
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Genetic learning as an explanation of stylized facts of foreign exchange markets
Lux, Thomas (contributor); Schornstein, Sascha (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781205
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Genetic learning as an explanation of stylized facts of foreign exchange markets
Lux, Thomas; Schornstein, Sascha - 2002
This paper revisits the Kareken-Wallace model of exchange rate formation in a two-country overlapping generations world. Following the seminal paper by Arifovic (Journal of Political Economy, 104, 1996, 510 - 541) we investigate a dynamic version of the model in which agents' decision rules are...
Persistent link: https://www.econbiz.de/10001739289
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Evolutionary computation in option pricing : determining implied volatilities based on American put options
Keber, Christian - In: Evolutionary computation in economics and finance : …, (pp. 399-415). 2002
Persistent link: https://www.econbiz.de/10001677460
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Genetic Learning as an Explanation of Stylized Facts of Foreign Exchange Markets
Lux, Thomas - 2016
Persistent link: https://www.econbiz.de/10012991383
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A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu; McAleer, Michael; Wong, Wing Keung; Zhu, Lixing - In: The North American journal of economics and finance : a … 42 (2017), pp. 346-358
Persistent link: https://www.econbiz.de/10011938136