Search Results - subject:"STochastic process"

Regime-switching, stochastic volatility, fiscal policy shocks and macroeconomic fluctuations in Peru

Rodriguez, Gabriel; Santisteban, Joseph - 2024 - Primera edición

Persistent link: https://www.econbiz.de/10015156949

A comparative study of factor models for different periods of the electricity spot price market

Laudagé, Christian; Aichinger, Florian; Desmettre, Sascha - In: Journal of commodity markets : JCM 36 (2024), pp. 1-29

Persistent link: https://www.econbiz.de/10015162606

A new family of modified Gaussian copulas for market consistent valuation of government guarantees

Cerqueti, Roy; Cesarone, Francesco; Heusch, Maria C.; … - In: Review of managerial science : RMS 18 (2024) 7, pp. 1985-2005

Persistent link: https://www.econbiz.de/10015134056

Approximation of multistage stochastic programming problems by smoothed quantization

Šmíd, Martin; Kozmík, Václav - In: Review of managerial science : RMS 18 (2024) 7, pp. 2079-2114

Persistent link: https://www.econbiz.de/10015134060

Closed-form approximations for basket option pricing under normal tempered stable Lévy model

Hu, Dongdong; Sayit, Hasanjan; Yao, Jing; Zhong, Qifeng - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015134981

Orbit while in service

Hanukov, Gabi; Yechiali, Uri - In: Operational research : an international journal 24 (2024) 2, pp. 1-32

Persistent link: https://www.econbiz.de/10015135008

Economics of herbicide-free crop production

Ziehmann, Eileen; Möhring, Niklas; Finger, Robert - In: Applied economic perspectives and policy 46 (2024) 4, pp. 1692-1716

Persistent link: https://www.econbiz.de/10015135291

Revisiting risky money

Nesmith, Travis D. - 2024

Persistent link: https://www.econbiz.de/10015136042

Stochastic default risk estimation evidence from the South African financial market

Alfeus, Mesias; Fitzhenry, Kirsty; Lederer, Alessia - In: Computational economics 64 (2024) 3, pp. 1715-1756

Persistent link: https://www.econbiz.de/10015143953

Enhancing eficiency : Halton draws in the generalized true random effects model

Bernstein, David H. - In: Econometrics : open access journal 12 (2024) 4, pp. 1-19

This paper measures the impact of the number of Halton draws in excess of ⌈√𝑛⌉ on technical efficiency in the generalized true random effects (four-component) stochastic frontier model estimated by simulated maximum likelihood. A substantial set of Monte Carlo simulations demonstrates...

Persistent link: https://www.econbiz.de/10015272901