Works matching DE "DIFFUSION indexes"

Results: 82

On global solutions for the competitor-competitor-mutualist model with cross-diffusion in higher dimensional domains.

Published in:

Basic Sciences Journal of Textile Universities / Fangzhi Gaoxiao Jichu Kexue Xuebao, 2010, v. 23, n. 1, p. 29

By:

Gao Hai-yan

Publication type:

Article

Testing diffusion processes for non-stationarity.

Published in:

Mathematical Methods of Operations Research, 2009, v. 69, n. 3, p. 509, doi. 10.1007/s00186-008-0250-9

By:

Hamrick, Jeff;
Taqqu, Murad S.

Publication type:

Article

Anomalous Diffusion Index for Lévy Motions.

Published in:

Journal of Statistical Physics, 2006, v. 123, n. 3, p. 685, doi. 10.1007/s10955-006-9074-2

By:

Dorea, Chang C. Y.;
Medino, Ary V .

Publication type:

Article

Network Monitoring and Early Warning System of Economic Benefit Decline in Ecological, Agricultural and Pastoral Areas.

Published in:

Ekoloji Dergisi, 2019, n. 107, p. 4625

By:

Liyang Zheng;
Xinling Zhang

Publication type:

Article

Pricing Interest Rate Derivatives: A General Approach.

Published in:

Review of Financial Studies, 2002, v. 15, n. 1, p. 195, doi. 10.1093/rfs/15.1.195

By:

Chacko, George;
Das, Sanjiv

Publication type:

Article

Do call prices and the underlying stock always move in the same direction?

Published in:

Review of Financial Studies, 2000, v. 13, n. 3, doi. 10.1093/rfs/13.3.549

By:

Bakshi, G;
Bakshi, Gurdip;
Cao, C;
Cao, Charles;
Chen, Z;
Zhiwu Chen

Publication type:

Article

Option pricing under a Gamma-modulated diffusion process.

Published in:

Annals of Finance, 2011, v. 7, n. 2, p. 199, doi. 10.1007/s10436-011-0176-8

By:

Iglesias, Pilar;
San Martín, Jaime;
Torres, Soledad;
Viens, Frederi

Publication type:

Article

Pricing General Exchange Option on Jump-diffusion Model.

Published in:

Journal of Systems Science & Information, 2008, v. 6, n. 2, p. 189

By:

Rong Li;
Yun Xu

Publication type:

Article

Estimating stochastic daerential equations efficiently by minimum chi-squared.

Published in:

Biometrika, 1997, v. 84, n. 1, p. 125, doi. 10.1093/biomet/84.1.125

By:

GALLANT, RONALD;
LONG, JONATHAN R.

Publication type:

Article

Identification and critical time forecasting of real estate bubbles in the USA.

Published in:

Quantitative Finance, 2017, v. 17, n. 4, p. 613, doi. 10.1080/14697688.2016.1207796

By:

Ardila, Diego;
Sanadgol, Dorsa;
Cauwels, Peter;
Sornette, Didier

Publication type:

Article

Pricing vulnerable options with correlated jump-diffusion processes depending on various states of the economy.

Published in:

Quantitative Finance, 2016, v. 16, n. 7, p. 1129, doi. 10.1080/14697688.2015.1090623

By:

Niu, Huawei;
Wang, Dingcheng

Publication type:

Article

Semi-closed form cubature and applications to financial diffusion models.

Published in:

Quantitative Finance, 2013, v. 13, n. 5, p. 769, doi. 10.1080/14697688.2012.752102

By:

Bayer, Christian;
Friz, Peter;
Loeffen, Ronnie

Publication type:

Article

The Forecasting Potential of the ACMA Survey.

Published in:

Economic Record, 1979, v. 55, n. 151, p. 339, doi. 10.1111/j.1475-4932.1979.tb02238.x

By:

Tompkinson, P.;
Magill, W.G.W.;
Hagger, A.J.

Publication type:

Article

The Role of Income Distribution in the Diffusion of Corporate Social Responsibility.

Published in:

Metroeconomica, 2015, v. 66, n. 2, p. 187, doi. 10.1111/meca.12066

By:

D'Alessandro, Simone;
Fanelli, Domenico

Publication type:

Article

Enhancing Estimation for Interest Rate Diffusion Models With Bond Prices.

Published in:

Journal of Business & Economic Statistics, 2017, v. 35, n. 3, p. 486, doi. 10.1080/07350015.2015.1089773

By:

Zou, Tao;
Chen, Song Xi

Publication type:

Article

Diffusion Indexes With Sparse Loadings.

Published in:

Journal of Business & Economic Statistics, 2017, v. 35, n. 3, p. 434, doi. 10.1080/07350015.2015.1084308

By:

Kristensen, Johannes Tang

Publication type:

Article

Bootstrap Prediction Intervals for Factor Models.

Published in:

Journal of Business & Economic Statistics, 2017, v. 35, n. 1, p. 53, doi. 10.1080/07350015.2015.1054492

By:

Gonçalves, Sílvia;
Perron, Benoit;
Djogbenou, Antoine

Publication type:

Article

FRED-MD: A Monthly Database for Macroeconomic Research.

Published in:

Journal of Business & Economic Statistics, 2016, v. 34, n. 4, p. 574, doi. 10.1080/07350015.2015.1086655

By:

McCracken, Michael W.;
Ng, Serena

Publication type:

Article

On selection of components for a diffusion index model: it's not the size, it's how you use it.

Published in:

Applied Economics Letters, 2009, v. 16, n. 12, p. 1249, doi. 10.1080/13504850701367221

By:

Siliverstovs, Boriss;
Kholodilim, KinstantinA.

Publication type:

Article

Weak Localization in Media with Refractive-Index Gradient: the Diffusion Approximation.

Published in:

Radiophysics & Quantum Electronics, 2015, v. 57, n. 10, p. 730, doi. 10.1007/s11141-015-9559-4

By:

Ilyushin, Ya.

Publication type:

Article

Patterns of Reinvention: The Nature of Evolution During Policy Diffusion.

Published in:

Policy Studies Journal, 1996, v. 24, n. 4, p. 551, doi. 10.1111/j.1541-0072.1996.tb01646.x

By:

Hays, Scott P.

Publication type:

Article

Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors.

Published in:

Emerging Markets Finance & Trade, 2016, v. 52, n. 8, p. 1935, doi. 10.1080/1540496X.2015.1058075

By:

Gupta, Rangan;
Modise, Mampho P.;
Uwilingiye, Josine

Publication type:

Article

Ciclos de negocios en Colombia, 1975-2011.

Published in:

Lecturas de Economia, 2013, n. 78, p. 115, doi. 10.17533/udea.le.n78a14463

By:

Alfonso, Viviana;
Arango, Luis;
Arias, Fernando;
Cangrejo, Guillermo;
Pulido, José

Publication type:

Article

Pricing the credit default swap rate for jump diffusion default intensity processes.

Published in:

Quantitative Finance, 2010, v. 10, n. 8, p. 809, doi. 10.1080/14697680903382768

By:

Ma, Yong-Ki;
Kim, Jeong-Hoon

Publication type:

Article

A jump-diffusion model for pricing corporate debt securities in a complex capital structure.

Published in:

Quantitative Finance, 2001, v. 1, n. 6, p. 611, doi. 10.1088/1469-7688/1/6/303

By:

Kijima, Masaaki;
Suzuki, Teruyoshi

Publication type:

Article

CAN A POVERTY INDEX BE BOTH RELATIVE AND ABSOLUTE?

Published in:

Econometrica, 1994, v. 62, n. 6, p. 1453, doi. 10.2307/2951756

By:

Buhong Zheng

Publication type:

Article

DATING POSTWAR BUSINESS CYCLES IN THE NETHERLANDS, 1948-1976.

Published in:

De Economist (0013-063X), 1978, v. 126, n. 4, p. 474, doi. 10.1007/BF01849811

By:

Van Duijn, J. J.

Publication type:

Article

A NOTE ON THE METROPOLITAN AREA ECONOMIC INDEX: A DIFFUSION INDEX APPROACH.

Published in:

Journal of Regional Science, 1975, v. 15, n. 1, p. 73, doi. 10.1111/j.1467-9787.1975.tb01135.x

By:

Bonham, John M.

Publication type:

Article

Understanding the Trade Winds: The Global Evolution of Production, Consumption, and the Internet.

Published in:

Journal of Consumer Research, 2000, v. 27, n. 1, p. 115, doi. 10.1086/314313

By:

Dickson, Peter R.

Publication type:

Article

A Propositional Inventory for New Diffusion Research.

Published in:

Journal of Consumer Research, 1985, v. 11, n. 4, p. 849, doi. 10.1086/209021

By:

Gatignon, Hubert;
Robertson, Thomas S.

Publication type:

Article

An Early-Warning System for Shipping Market Crisis Using Climate Index.

Published in:

Journal of Coastal Research, 2015, v. 73, p. 620, doi. 10.2112/SI73-108.1

By:

Chen, Jing;
Lu, Linjun;
Lu, Jianjohn;
Luo, Yinghao

Publication type:

Article

The Structure of Spot Rates and Immunization.

Published in:

Journal of Finance (Wiley-Blackwell), 1990, v. 45, n. 2, p. 629, doi. 10.1111/j.1540-6261.1990.tb03708.x

By:

Elton, Edwin J.;
Gruber, Martin J.;
Michaely, Roni

Publication type:

Article

Jump-Diffusion Processes and the term Structure of Interest Rates.

Published in:

Journal of Finance (Wiley-Blackwell), 1988, v. 43, n. 1, p. 155, doi. 10.1111/j.1540-6261.1988.tb02595.x

By:

AHN, CHANG MO;
THOMPSON, HOWARD E.

Publication type:

Article

Monitoring and Forecasting Currency Crises.

Published in:

Journal of Money, Credit & Banking (Wiley-Blackwell), 2008, v. 40, n. 2/3, p. 523, doi. 10.1111/j.1538-4616.2008.00125.x

By:

INOUE, ATSUSHI;
ROSSI, BARBARA

Publication type:

Article

THE OPTIMAL LAUNCH SCHEDULE FOR TWO NEW CANNIBALISTIC DURABLES: A DIFFUSION THEORY APPROACH.

Published in:

Asia-Pacific Journal of Operational Research, 2002, v. 19, n. 1, p. 1

By:

Chen Miao-Sheng;
Yu Chien

Publication type:

Article

State-Mediated Globalization Processes and the Adoption of Corporate Social Responsibility Reporting in China.

Published in:

Management & Organization Review, 2017, v. 13, n. 1, p. 167, doi. 10.1017/mor.2016.55

By:

Marquis, Christopher;
Juelin Yin;
Dongning Yang

Publication type:

Article

Forecasting using targeted diffusion indexes.

Published in:

Journal of Forecasting, 2010, v. 29, n. 3, p. 341, doi. 10.1002/for.1132

By:

Dias, Francisco;
Pinheiro, Maximiano;
Rua, António

Publication type:

Article

Nowcasting and predicting data revisions using panel survey data.

Published in:

Journal of Forecasting, 2010, v. 29, n. 3, p. 313, doi. 10.1002/for.1127

By:

Matheson, Troy D.;
Mitchell, James;
Silverstone, Brian

Publication type:

Article

A NOTE ON ESTIMATING THE PARAMETERS OF THE DIFFUSION-JUMP MODEL OF STOCK RETURNS.

Published in:

Journal of Financial & Quantitative Analysis, 1981, v. 16, n. 1, p. 127, doi. 10.2307/2330670

By:

Beckers, Stan

Publication type:

Article

A Conceptual Framework for Constructing a Corruption Diffusion Index.

Published in:

Journal of Business Ethics, 2014, v. 125, n. 1, p. 1, doi. 10.1007/s10551-013-1904-y

By:

Ogwang, Tomson;
Cho, Danny

Publication type:

Article

FORECASTING AUSTRALIAN MACROECONOMIC VARIABLES USING A LARGE DATASET.

Published in:

Australian Economic Papers, 2010, v. 49, n. 1, p. 44, doi. 10.1111/j.1467-8454.2010.00386.x

By:

TSIAPLIAS, SARANTIS;
CHEW LIAN CHUA

Publication type:

Article

Regime-Switching Univariate Diffusion Models of the Short-Term Interest Rate.

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2009, v. 13, n. 1, p. 1, doi. 10.2202/1558-3708.1614

By:

Seungmoon Choi

Publication type:

Article

DIFFUSION OF NEW PRODUCTS: EMPIRICAL GENERALIZATIONS AND MANAGERIAL USES.

Published in:

Marketing Science, 1995, v. 14, n. 3, p. G79, doi. 10.1287/mksc.14.3.G79

By:

Mahajan, Vijay;
Muller, Eitan;
Bass, Frank M.

Publication type:

Article

A Tale of Two Twitterspheres: Political Microblogging During and After the 2016 Primary and Presidential Debates.

Published in:

Journal of Marketing Research (JMR), 2019, v. 56, n. 6, p. 895, doi. 10.1177/0022243719861923

By:

Berman, Ron;
Melumad, Shiri;
Humphrey, Colman;
Meyer, Robert

Publication type:

Article

Financial markets diffusion patterns. The case of Mexican investment funds.

Published in:

Equilibrium (1689-765X), 2017, v. 12, n. 1, p. 83, doi. 10.24136/eq.v12i1.5

By:

Marszk, Adam;
Lechman, Ewa;
Kaur, Harleen

Publication type:

Article

On the Approximation of the SABR Model: A Probabilistic Approach.

Published in:

Applied Mathematical Finance, 2012, v. 19, n. 6, p. 553, doi. 10.1080/1350486X.2011.646523

By:

Kennedy, JoanneE.;
Mitra, Subhankar;
Pham, Duy

Publication type:

Article

Good-Deal Bounds in a Regime-Switching Diffusion Market.

Published in:

Applied Mathematical Finance, 2011, v. 18, n. 6, p. 491, doi. 10.1080/1350486X.2011.591156

By:

Donnelly, Catherine

Publication type:

Article

A market-based martingale valuation approach to optimum inventory control in a doubly stochastic jump-diffusion economy.

Published in:

Journal of the Operational Research Society, 2015, v. 66, n. 3, p. 405, doi. 10.1057/jors.2014.4

By:

Chang, Jack SK;
Chang, Carolyn;
Shi, Min

Publication type:

Article

Optimal pricing for a short life-cycle product when customer price-sensitivity varies over time.

Published in:

Naval Research Logistics, 2012, v. 59, n. 7, p. 552, doi. 10.1002/nav.21506

By:

Li, Hongmin;
Huh, Woonghee Tim

Publication type:

Article

How Well Do Diffusion Indexes Capture Business Cycles? A Spectral Analysis.

Published in:

Economic Quarterly (10697225), 2005, v. 91, n. 4, p. 23

By:

Owens, Raymond E.;
Sarte, Pierre-Daniel G.

Publication type:

Article