Similar Search Results

Scaling properties of financial time series

Schreier, David - 2007

fractal power laws and scaling will be explained. The main part focuses on the estimation of the tail index as a scaling …

Persistent link: https://www.econbiz.de/10009467109

Entlohnung von Versicherungsintermediären und Interessenkonflikte : empirische Evidenz für Europa

Finger, Christian - 2014

Das Vertrauen der Verbraucher in die Finanzdienstleistungsbranche hat in den letzten Jahren stark abgenommen und befindet sich auf einem Tiefpunkt. Schuld an dieser Situation sind oftmals die Strukturen der verkaufsorientierten Finanzberatung. Ein häufig genanntes Problem in diesem Zusammenhang...

Persistent link: https://www.econbiz.de/10010341236

Stochastic modelling of financial processes with memory and semi-heavy tails

Pesee, Chatchai - 2005

This PhD thesis aims to study financial processes which have semi-heavy-tailed marginal distributions and may exhibit memory. The traditional Black-Scholes model is expanded to incorporate memory via an integral operator, resulting in a class of market models which still preserve the...

Persistent link: https://www.econbiz.de/10009438240

Mathematical modeling of diseases to inform health policy

Faissol, Daniel Mello - 2008

In this dissertation we present mathematical models that help answer health policy questions relating to HIV and Hepatitis C (HCV), and analyze bias in Markov models of disease progression. We begin by developing a Markov decision process model that examines the timing of testing and treatment...

Persistent link: https://www.econbiz.de/10009475891

Airline passengers' online search and purchase behaviors

Lee, Misuk - 2009

This paper studies airline customers' online search and purchase behaviors. Twofundamental aspects of online behavior are examined: (1) the link between searchbehavior and buying behavior and (2) the evolution of inter-temporal search andpurchase decisions of strategic buyers.In the first study,...

Persistent link: https://www.econbiz.de/10009475969

Essays in economic design : information, markets and dynamics

Hayashi, Takashi (contributor); … - 2011

This dissertation consists of three essays that apply both economic theory and econometric methods to understand design and dynamics of institutions. In particular, it studies how institutions aggregate information and deal with uncertainty and attempts to derive implications for optimal...

Persistent link: https://www.econbiz.de/10009429384

An Empirical Investigation of Unscalable Components in Scaling Models

Braaten, Kristine Norene - 2009

Guttman (1947) developed a scaling method in which the items measuring an attribute can be ordered according to the … strength of the attribute. The Guttman scaling model assumes that every member of the population belongs to a scale type and … contingency tables, pi-star can be applied to latent class models, including scaling models for dichotomous data. This study …

Persistent link: https://www.econbiz.de/10009450865