Search Results - subject:"EMM"

A model for the environmental assessment of time resolved electricity mixes including trade

Finke, Sebastian - 2014

Persistent link: https://www.econbiz.de/10011284022

An integrated approach to service delivery at Ekurhuleni Metropolitan Municipality / Mamoitoi Annathia Sebiloane

Sebiloane, Mamoitoi Annathia - 2010

(EMM), one of the largest metropolitan municipalities in the country was a case study to examine this shift away from the … delivery in EMM results from the inability to integrate its development plan, budget and service delivery budget implementation …

Persistent link: https://www.econbiz.de/10009456110

Forecasting Volatility Using A Continuous Time Model

Veiga, Maria Helena Lopes Moreira da - Departament d'Economia i Història Econòmica, … - 2003

This paper evaluates the forecasting performance of a continuous stochastic volatility model with two factors of volatility (SV2F) and compares it to those of GARCH and ARFIMA models. The empirical results show that the volatility forecasting ability of the SV2F model is better than that of the...

Persistent link: https://www.econbiz.de/10005582598

Parametric Inference for Diffusion Processes Observed at Discrete Points in Time: a Survey.

Sørensen, Helle - Økonomisk Institut, Københavns Universitet - 2002

(iv) indirect inference and EMM which both introduce auxiliary (but wrong) models and correct for the implied bias by …

Persistent link: https://www.econbiz.de/10005543460

Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates

Jiang, G.J.; van der Sluis, P.J. - Tilburg University, Center for Economic Research - 2000

processes. We first estimate the multivariate SV model via the efficient method of moments (EMM) technique based on observations …

Persistent link: https://www.econbiz.de/10011092809

Simulated asymptotic least squares theory

Dridi, Ramdan - London School of Economics (LSE) - 2000

of Moments (EMM). We produce a new notion of Efficiency Bounds in Direction and provide a general study of the efficiency … in the SALS framework. In the particular case of the II and the EMM methods and when the instrumental model is of a GMM …

Persistent link: https://www.econbiz.de/10010744799

Simulated Asymptotic Least Squares Theory

Dridi, Ramdan - Suntory and Toyota International Centres for Economics … - 2000

Persistent link: https://www.econbiz.de/10005797509