Works matching DE "PRICE variance"
Results: 538
Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes.
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- Journal of Financial Econometrics, 2005, v. 3, n. 4, p. 555, doi. 10.1093/jjfinec/nbi027
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A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data.
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- Journal of Financial Econometrics, 2005, v. 3, n. 4, p. 525, doi. 10.1093/jjfinec/nbi028
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The Relative Contribution of Jumps to Total Price Variance.
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- Journal of Financial Econometrics, 2005, v. 3, n. 4, p. 456, doi. 10.1093/jjfinec/nbi025
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- Article
DECOMPOSING THE WEALTH EFFECT ON CONSUMPTION.
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- Review of Economics & Statistics, 2017, v. 99, n. 4, p. 710, doi. 10.1162/REST_a_00629
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- Article
THE EMPLOYMENT AND WAGE EFFECTS OF OIL PRICE CHANGES: A SECTORAL ANALYSIS.
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- Review of Economics & Statistics, 1996, v. 78, n. 3, p. 389, doi. 10.2307/2109786
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WORLD PRICE VARIABILITY VERSUS PROTECTIONISM IN AGRICULTURE: A CAUSALITY ANALYSIS.
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- Review of Economics & Statistics, 1993, v. 75, n. 2, p. 342, doi. 10.2307/2109442
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THE INCIDENCE OF PRICE CHANGES IN THE U.S. ECONOMY.
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- Review of Economics & Statistics, 1982, v. 64, n. 2, p. 191, doi. 10.2307/1924298
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THE DETERMINANTS OF OFFICIAL OPEC CRUDE PRICES.
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- Review of Economics & Statistics, 1982, v. 64, n. 2, p. 177, doi. 10.2307/1924296
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ON THE REAL EFFECTS OF INFLATION AND RELATIVE-PRICE VARIABILITY: SOME EMPIRICAL EVIDENCE.
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- Review of Economics & Statistics, 1980, v. 62, n. 4, p. 539, doi. 10.2307/1924778
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- Article
Detecting Long-run Relationships in Regional House Prices in the UK.
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- International Review of Applied Economics, 2005, v. 19, n. 1, p. 107, doi. 10.1080/0269217042000312632
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- Article
The Nature and Direction of Economic Reform in North Korea.
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- Political Studies, 2007, v. 55, n. 4, p. 754, doi. 10.1111/j.1467-9248.2007.00663.x
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Variance Swaps Under Multiscale Stochastic Volatility of Volatility.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 1, p. 39, doi. 10.1007/s11009-020-09834-6
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Error Analysis and Comparison of Two Algorithms Measuring Compensated Income.
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- Computational Economics, 2013, v. 42, n. 4, p. 433, doi. 10.1007/s10614-012-9344-9
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Cost of Being Poor: Retail Price and Consumer Price Search Differences across Inner-City and Suburban Neighborhoods.
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- Journal of Consumer Research, 2008, v. 35, n. 3, p. 457, doi. 10.1086/589563
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Toward a Reconciliation of Market Power and Information Theories of Advertising Effects on Price Elasticity.
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- Journal of Consumer Research, 1995, v. 21, n. 4, p. 644, doi. 10.1086/209425
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- Article
Consumer Evaluations of Multiple versus Single Price Change.
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- Journal of Consumer Research, 1993, v. 20, n. 3, p. 441, doi. 10.1086/209360
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Correlates of Price Acceptability.
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- Journal of Consumer Research, 1988, v. 15, n. 2, p. 243, doi. 10.1086/209161
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Market Effects of Recognition and Disclosure.
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- Journal of Accounting Research (Wiley-Blackwell), 2003, v. 41, n. 4, p. 581, doi. 10.1111/1475-679X.00117
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Experiments in the Heuristics of Human Information Processing.
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- Journal of Accounting Research (Wiley-Blackwell), 1976, v. 14, n. 3, p. 159, doi. 10.2307/2490450
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- Article
Price Variation Accounting--A Rejoinder.
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- Journal of Accounting Research (Wiley-Blackwell), 1968, v. 6, n. 2, p. 284, doi. 10.2307/2490243
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- Article
Price Variation Accounting--An Improved Presentation.
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- Journal of Accounting Research (Wiley-Blackwell), 1967, v. 5, n. 2, p. 215, doi. 10.2307/2490256
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- Article
Pricing Variance Swaps under MRG Model with Regime-Switching: Discrete Observations Case.
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- Mathematics (2227-7390), 2023, v. 11, n. 12, p. 2730, doi. 10.3390/math11122730
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A Closed-Form Pricing Formula for Log-Return Variance Swaps under Stochastic Volatility and Stochastic Interest Rate.
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- Mathematics (2227-7390), 2022, v. 10, n. 1, p. 5, doi. 10.3390/math10010005
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Fund Flows and Underlying Returns: The Case of ETFs.
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- International Journal of Business, 2017, v. 22, n. 4, p. 275
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Rize İli Merkez İlçesinde Konut Fiyatlarının Hedonik Fiyat Modeliyle Değerlemesi.
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- Journal of the Institute of Science & Technology / Iğdır Üniversitesi Fen Bilimleri Enstitüsü Dergisi, 2019, v. 9, n. 4, p. 2294, doi. 10.21597/jist.551319
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Oil Prices and Government Bond Risk Premiums.
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- Lahore Journal of Business, 2012, v. 1, n. 1, p. 1, doi. 10.35536/ljb.2012.v1.i1.a1
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- Article
Analysis of binarized high frequency financial data.
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- European Physical Journal B: Condensed Matter, 2006, v. 50, n. 1/2, p. 129, doi. 10.1140/epjb/e2006-00139-4
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- Article
An Econometric Analysis of Volatility Discovery.
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- Journal of Business & Economic Statistics, 2024, v. 42, n. 3, p. 1095, doi. 10.1080/07350015.2023.2292178
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- Article
Sparse and Stable Portfolio Selection With Parameter Uncertainty.
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- Journal of Business & Economic Statistics, 2015, v. 33, n. 3, p. 381, doi. 10.1080/07350015.2014.954708
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- Article
Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation.
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- Journal of Business & Economic Statistics, 2007, v. 25, n. 3, p. 247, doi. 10.1198/073500107000000214
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Menu Pricing: An Experimental Approach.
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- Journal of Business & Economic Statistics, 1994, v. 12, n. 3, p. 329, doi. 10.2307/1392089
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Predicting stock realized variance based on an asymmetric robust regression approach.
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- Bulletin of Economic Research, 2023, v. 75, n. 4, p. 1022, doi. 10.1111/boer.12392
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- Article
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements.
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- Sustainability (2071-1050), 2021, v. 13, n. 14, p. 7987, doi. 10.3390/su13147987
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Analyzing Spatial Variance of Airbnb Pricing Determinants Using Multiscale GWR Approach.
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- Sustainability (2071-1050), 2020, v. 12, n. 11, p. 4710, doi. 10.3390/su12114710
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- Article
Estimation of Housing Price Variations Using Spatio-Temporal Data.
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- Sustainability (2071-1050), 2019, v. 11, n. 6, p. 1551, doi. 10.3390/su11061551
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Price Fixing and Minimum Resale Price Restrictions Are Two Different Animals.
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- Graziadio Business Report, 2009, v. 12, n. 2, p. 1
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- Article
THE INCIDENCE OF INFORMATIONAL CASCADES AND THE BEHAVIOR OF TRADE INTERARRIVAL TIMES DURING THE STOCK MARKET BUBBLE.
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- Macroeconomic Dynamics, 2010, v. 14, n. S1, p. 111, doi. 10.1017/S1365100509991143
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Price dynamics in agricultural commodity markets: a comparison of European and US markets.
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- Empirical Economics, 2015, v. 48, n. 3, p. 1103, doi. 10.1007/s00181-014-0816-8
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- Article
The trade effect of price risk: a system-wide approach.
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- Empirical Economics, 2015, v. 48, n. 3, p. 1149, doi. 10.1007/s00181-014-0818-6
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- Article
Modelling financial transaction price movements: a dynamic integer count data model.
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- Empirical Economics, 2005, v. 30, n. 4, p. 795, doi. 10.1007/s00181-005-0001-1
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- Article
Intraday stock prices, volume, and duration: a nonparametric conditional density analysis.
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- Empirical Economics, 2005, v. 30, n. 4, p. 827, doi. 10.1007/s00181-005-0004-y
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- Article
Promotional Competition Between Supermarket Chains.
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- Review of Industrial Organization, 2013, v. 42, n. 1, p. 45, doi. 10.1007/s11151-012-9352-x
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- Article
Boosted Tree Ensembles for Artificial Intelligence Based Automated Valuation Models (AI-AVM).
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- Journal of Real Estate Finance & Economics, 2022, v. 65, n. 4, p. 649, doi. 10.1007/s11146-021-09861-1
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- Article
Short-Term andLong-TermDiscountRates For Real Estate Investment Trusts.
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- Journal of Real Estate Finance & Economics, 2021, v. 63, n. 3, p. 493, doi. 10.1007/s11146-020-09750-z
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- Article
Energy Factors, Leasing Structure and the Market Price of Office Buildings in the U.S.
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- Journal of Real Estate Finance & Economics, 2019, v. 59, n. 3, p. 329, doi. 10.1007/s11146-018-9676-x
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Profitability of alternative methods of combining the signals from technical trading systems.
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- Intelligent Systems in Accounting, Finance & Management, 2019, v. 26, n. 1, p. 32, doi. 10.1002/isaf.1442
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Domino Effect.
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- Builder: The Magazine of the National Association of Home Builders, 2012, v. 35, n. 10, p. 62
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Critics review or preceding week's admissions explaining movie admissions.
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- Liiketaloudellinen Aikakauskirja, 2011, n. 3, p. 290
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Arithmetic and Continuous Return Mean-Variance Efficient Frontiers.
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- Journal of Investing, 2009, v. 18, n. 3, p. 62, doi. 10.3905/JOI.2009.18.3.062
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- Article
Learning the rules of the new game? Comparing the reactions in financial markets to announcements before and after the Bank of England's operational independence.
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- Bank of England Quarterly Bulletin, 2005, v. 45, n. 2, p. 179
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- Article