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Heterogeneous speculators and stock market dynamics : a simple agent-based computational model
Schmitt, Noemi; Schwartz, Ivonne; Westerhoff, Frank H. - 2020
crashes, excess volatility, serially uncorrelated returns, fat-tailed return distributions and volatility clustering, thereby … regimes with high volatility originate from the fact that speculators extract stronger trading signals out of past stock price …
Persistent link: https://www.econbiz.de/10012257370
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Quantifying reflexivity in financial markets : towards a prediction of flash crashes
Filimonov, Vladimir; Sornette, Didier - 2012
driving. complex systems ; econophysics ; exogenous ; versus endogenous ; high-frequency trading ; criticality ; trading …
Persistent link: https://www.econbiz.de/10009561617
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A Markov-switching multifractal approach to forecasting realized volatility
Lux, Thomas; Morales-Arias, Leonardo; Sattarhoff, Cristina - 2011
The volatility specification of the Markov-switching Multifractal (MSM) model is proposed as an alternative mechanism … for realized volatility (RV). We estimate the RV-MSM model via Generalized Method of Moments and perform forecasting by … volatility models of asset returns. An intra-day data set for five major international stock market indices is used to evaluate …
Persistent link: https://www.econbiz.de/10009314521
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Scenes from a marriage : bancassurance and litigation with clients in the Italian market
Auricchio, Marta; Bracale, Alessandro; Imposimato, Sara; … - 2023
Persistent link: https://www.econbiz.de/10014371941
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The effects of immigration on NHS waiting times
Giuntella, Osea; Nicodemo, Catia; Vargas-Silva, Carlos - 2015
This paper analyses the effects of immigration on waiting times in the National Health Service (NHS) in England. Linking administrative records from the Hospital Episode Statistics (2003-2012) with immigration data drawn from the UK Labour Force Survey, we find that immigration reduced waiting...
Persistent link: https://www.econbiz.de/10011346681
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Dynamic hospital competition under rationing by waiting times
Sá, Luís; Siciliani, Luigi; Straume, Odd Rune - 2019
We develop a dynamic model of hospital competition where (i) waiting times increase if demand exceeds supply; (ii) patients choose a hospital based in part on waiting times; and (iii) hospitals incur waiting time penalties. We show that, whereas policies based on penalties will lead to lower...
Persistent link: https://www.econbiz.de/10012024415
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The effects of immigration on NHS waiting times
Giuntella, Osea; Nicodemo, Catia; Vargas-Silva, Carlos - 2015
Persistent link: https://www.econbiz.de/10011286016
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Location, quality and choice of hospital : evidence from England 2002/3-2012/13
Moscelli, Giuseppe; Siciliani, Luigi; Gutacker, Nils; … - 2016
Persistent link: https://www.econbiz.de/10011518188
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Disentangling the effect of waiting times on hospital choice : evidence from a panel data analysis
Lippi Bruni, Matteo; Ugolini, Cristina; Verzulli, Rossella - 2018
This study examines the effect of waiting times on hospital choice by using patientlevel data on elective Percutaneous Transluminal Coronary Angioplasty (PTCA) procedures in the Italian NHS over the years 2008-2011. We perform a multinomial logit analysis including conditional logit and mixed...
Persistent link: https://www.econbiz.de/10011808789
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Explaining the gender gap in waiting times for scheduled surgery in the Portuguese National Health Service
Cima, Joana; Guimarães, Paulo; Almeida, Alvaro Santos - 2018
Persistent link: https://www.econbiz.de/10011914718