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Effects of demand shock and its volatility on oligopolistic pricing
Cho, Sung-jin - In: Journal of economic research 10 (2005) 1, pp. 49-71
Persistent link: https://www.econbiz.de/10003075079
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Price and inventory dynamics in an oligopoly industry : a framework for commodity markets
Steinmetz, Alexander (contributor) - 2010
This paper analyzes the interaction between price and inventory decisions in an oligopoly industry and its implications … endogenous prices and strategic oligopoly competition. We show that the optimal decision rule is an (S, s) order policy and … markets and especially observed autocorrelation in price fluctuations. -- Inventory dynamics ; price competition ; oligopoly …
Persistent link: https://www.econbiz.de/10003961661
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Price and inventory dynamics in an oligopoly industry : a framework for commodity markets
Steinmetz, Alexander - 2010
This paper analyzes the interaction between price and inventory decisions in an oligopoly industry and its implications … endogenous prices and strategic oligopoly competition. We show that the optimal decision rule is an (S, s) order policy and … markets and especially observed autocorrelation in price fluctuations. -- inventory dynamics ; price competition ; oligopoly …
Persistent link: https://www.econbiz.de/10003965038
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Price and inventory dynamics in an oligopoly industry : a framework for commodity markets
Steinmetz, Alexander - In: The B.E. journal of theoretical economics 16 (2016) 1, pp. 159-180
Persistent link: https://www.econbiz.de/10011431353
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Nonlinear and stochastic dynamical systems modeling price dynamics : aspects of financial economics in oil markets
Jäger, Simon - 2008
Persistent link: https://www.econbiz.de/10003719533
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Intermittency, long-memory and financial returns
Bhansali, Raj; Holland, Mark P.; Kokoszka, Piotr S. - In: Long memory in economics : with 50 tables, (pp. 39-68). 2006
Persistent link: https://www.econbiz.de/10003375590
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Applications of agent-based models and nonlinear econometrics in finance
Demary, Markus - 2010
This dissertation contains applications of agent-based financial market models and nonlinear econometric methods in financial economics. The first part deals with the analysis of the effectiveness of currency transaction taxes within financial market models with traders with heterogeneous...
Persistent link: https://www.econbiz.de/10008664302
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Essays in empirical economics
Cohen-Cole, Ethan - 2006
Persistent link: https://www.econbiz.de/10003971783
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The Markov-switching multifractal model of asset returns : GMM estimation and linear forecasting of volatility
Lux, Thomas - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 194-210
Persistent link: https://www.econbiz.de/10003675695
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The Markov-Switching Multifractal Model of asset returns : GMM estimation and linear forecasting of volatility
Lux, Thomas (contributor) - 2006
Multifractal processes have recently been proposed as a new formalism for modelling the time series of returns in finance. The major attraction of these processes is their ability to generate various degrees of long memory in different powers of returns - a feature that has been found in...
Persistent link: https://www.econbiz.de/10003392192