Search Results - subject:"Distance method"

The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods

Ma, Baiquan; Ślepaczuk, Robert - 2022

Persistent link: https://www.econbiz.de/10012816711

I distance application in the ranking of Group 8 and European Union countries by level of development

Račić, Željko V.; Kovačević, Slaviša; Babić, Nemanja - In: Croatian review of economic, business and social … 8 (2022) 2, pp. 43-52

formulated goal, the I distance method was applied. A decision for the I distance method comes from the fact that this model …

Persistent link: https://www.econbiz.de/10014287677

High-frequency pairs trading on a small stock exchange

Mikkelsen, Andreas; Kjærland, Frode - In: International journal of economics and financial issues … 8 (2018) 4, pp. 78-88

Persistent link: https://www.econbiz.de/10011979366

Redesigning the Global Food Security Index : a multivariate Composite I-distance Indicator approach

Maricic, Milica; Bulajic, Milica; Dobrota, Marina; … - In: International journal of food and agricultural … 4 (2016) 1, pp. 69-86

Persistent link: https://www.econbiz.de/10011558048

Analysis of Heuristic Validity, Efficiency and Applicability of the Profile Distance Method for Implementation in Decision Support Systems

Bernroider, Edward; Obwegeser, Nikolaus; Stix, Volker - 2011

This article seeks to enhance acceptance of the profile distance method (PDM) in decision support systems. The PDM is a …

Persistent link: https://www.econbiz.de/10009480901

Numerical Analysis of the Magnetic Field of High-Current Busducts and GIL Systems

Sarajcev, Petar - In: Energies 4 (2011) 12, pp. 2196-2211

filaments and the subsequent application of the mesh-current method, with the aid of the geometric mean distance method. The …

Persistent link: https://www.econbiz.de/10011031311

Frontier Techniques: Contrasting the Performance of (Single-) Truncated Order Regression Methods and Replicated Moments

Martins, Ana Paula - 2010

This research contrasts three econometric alternatives for stochastic efficiency frontier analysis: order – inter-quantile – and inverse order regression under the assumption of truncated error term distribution, and replicated moment estimation. The demonstration departs from a simple...

Persistent link: https://www.econbiz.de/10011496139

Frontier Techniques: Contrasting the Performance of (Single-) Truncated Order Regression Methods and Replicated Moments

Martins, Ana Paula - Economics and Econometrics Research Institute (EERI) - 2010

Persistent link: https://www.econbiz.de/10008784334

Frontier techniques : contrasting the performance of (single) truncated order regression methods and replicated moments

Martins, Ana Paula - 2010

Persistent link: https://www.econbiz.de/10011524740

Dynamic Pairs Trading Strategy For The Companies Listed In The Istanbul Stock Exchange

Bolgun, Evren; Kurun, Engin; Guven, Serhat - Volkswirtschaftliche Fakultät, … - 2009

In this research we performed pairs trading strategy based on a comparative mean reversion of asset prices with daily data over the period 2002 through 2008 in Istanbul Stock Exchange. We did not categorize stock pairs by sectors and therefore it is possible to observe mean reversion...

Persistent link: https://www.econbiz.de/10008567644