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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

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

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

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

Waiting times for outpatient treatment in Germany: New experimental evidence from primary data

Heinrich, Nils; Wübker, Ansgar; Wuckel, Christiane - 2017

Long waiting lines are a common feature and a major concern in many public health care delivery systems. The waiting lines are often characterized as inefficient, because they are a burden to patients without generating any gains for providers. There is an ongoing debate in Germany regarding the...

Persistent link: https://www.econbiz.de/10011632295

Competition and waiting times in hospital markets

Brekke, Kurt R.; Siciliani, Luigi; Straume, Odd Rune - 2007

This paper studies the impact of hospital competition on waiting times. We use a Salop-type model, with hospitals that differ in (geographical) location and, potentially, waiting time, and two types of patients; high-benefit patients who choose between neighbouring hospitals (competitive...

Persistent link: https://www.econbiz.de/10010264231

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/10011401619

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/10012052767

Effect of type of insurance and income on waiting time for outpatient care

Roll, Kathrin; Stargardt, Tom; Schreyögg, Jonas - 2011

This paper analyzes the impact of type of insurance, income, and reason for appointment on waiting time for an appointment and waiting time in the physician's practice in the outpatient sector. Data were obtained from a German patient survey conducted between 2007 and 2009. We differentiated...

Persistent link: https://www.econbiz.de/10010310628

Saving the public from the private? Incentives and outcomes in dual practice

Kuhn, Michael; Nuscheler, Robert - 2013

We consider a setting of dual practice, where a physician offers free public treatment and, if allowed, a private treatment for which patients have to pay out of pocket. Private treatment is superior in terms of health outcomes but more costly and time intensive. For the latter reason it...

Persistent link: https://www.econbiz.de/10010321498

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