Works about DIFFUSION indexes

Results: 82

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

A MARKET WITH FRICTIONS IN THE MATCHING PROCESS: AN EXPERIMENTAL STUDY.

Published in:

International Economic Review, 2007, v. 48, n. 2, p. 665, doi. 10.1111/j.1468-2354.2007.00441.x

By:

Cason, Timothy N.;
Noussair, Charles

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

Hedging Surprises, Jumps, and Model Misspecification: A Risk Management Perspective on Hedging S&P 500 Options*.

Published in:

Review of Finance, 2013, v. 17, n. 4, p. 1535, doi. 10.1093/rof/rfs027

By:

Kaeck, Andreas

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

Is Geographical Proximity Necessary for Knowledge Spillovers within a Cooperative Technological Network? The Case of the French Biotechnology Sector.

Published in:

Regional Studies, 2009, v. 43, n. 1, p. 33, doi. 10.1080/00343400701652818

By:

Gallié, Emilie-Pauline

Publication type:

Article

Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose* Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose.

Published in:

Oxford Bulletin of Economics & Statistics, 2013, v. 75, n. 1, p. 64, doi. 10.1111/obes.12010

By:

Barhoumi, Karim;
Darné, Olivier;
Ferrara, Laurent

Publication type:

Article

A Canonical Correlation Approach for Selecting the Number of Dynamic Factors.

Published in:

Oxford Bulletin of Economics & Statistics, 2013, v. 75, n. 1, p. 23, doi. 10.1111/obes.12003

By:

Breitung, Jörg;
Pigorsch, Uta

Publication type:

Article

Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components.

Published in:

Oxford Bulletin of Economics & Statistics, 2013, v. 75, n. 1, p. 80, doi. 10.1111/obes.12006

By:

Pinheiro, Maximiano;
Rua, António;
Dias, Francisco

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

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

Spanish diffusion indexes.

Published in:

Spanish Economic Review, 2003, v. 5, n. 3, p. 173, doi. 10.1007/s10108-003-0062-2

By:

Camacho, Maximo;
Sancho, Israel

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

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

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

Financial Development and Technology Diffusion.

Published in:

IMF Economic Review, 2019, v. 67, n. 2, p. 395, doi. 10.1057/s41308-019-00078-0

By:

Comin, Diego;
Nanda, Ramana

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

Diffusion indexes of employment change, seasonally adjusted.

Published in:: Monthly Labor Review, 1989, v. 112, n. 6, p. 70
Publication type:: Article

Industry diffusion indexes for average weekly hours.

Published in:

Monthly Labor Review, 1983, v. 106, n. 5, p. 33

By:

Esposito, Richard;
Shipp, Kenneth

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

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

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

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

THE GERBER-SHIU EXPECTED DISCOUNTED PENALTY-REWARD FUNCTION UNDER AN AFFINE JUMP-DIFFUSION MODEL.

Published in:

Astin Bulletin, 2008, v. 38, n. 2, p. 461, doi. 10.1017/S0515036100015257

By:

AVRAM, FLORIN;
USABEL, MIGUEL

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

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

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

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

Optimism and firm formation.

Published in:

Economic Theory, 2011, v. 46, n. 1, p. 1, doi. 10.1007/s00199-009-0501-x

By:

Rigotti, Luca;
Ryan, Matthew;
Vaithianathan, Rhema

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

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

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

New numbers.

Published in:: Monthly Labor Review, 2005, v. 128, n. 7, p. 73
Publication type:: Article

Diffusion indexes of employment change, seasonally adjusted.

Published in:: Monthly Labor Review, 1991, v. 114, n. 11, p. 126
Publication type:: Article

18. Diffusion indexes of employment change, data seasonally adjusted.

Published in:: Monthly Labor Review, 1991, v. 114, n. 5, p. 72
Publication type:: Article

Diffusion indexes: A barometer of the economy.

Published in:

Monthly Labor Review, 1990, v. 113, n. 4, p. 13

By:

Getz, Patricia M.;
Ulmer, Mark G.

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

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

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

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

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

On-Line and Adaptive Optimum Advertising Control by a Diffusion Approximation.

Published in:

Operations Research, 1975, v. 23, n. 5, p. 890, doi. 10.1287/opre.23.5.890

By:

Tapiero, Charles S.

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

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