Search Results - subject:"diffusion processes"

Country-level technological disparities, market feedback, and scientists' choice of technologies

Jin, Byungchae - In: Research policy : policy, management and economic … 48 (2019) 1, pp. 385-400

Persistent link: https://www.econbiz.de/10012127111

Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias

Amaya, Diego; Boudreault, Mathieu; McLeish, Don L. - In: Journal of economic dynamics & control 100 (2019), pp. 297-313

Persistent link: https://www.econbiz.de/10012130974

A systematic and efficient simulation scheme for the Greeks of financial derivatives

Lyuu, Yuh-dauh; Teng, Huei-Wen; Tseng, Yao-Te; Wang, … - In: Quantitative finance 19 (2019) 7, pp. 1199-1219

Persistent link: https://www.econbiz.de/10012194755

Edgeworth expansion for functionals of continuous diffusion processes

Podolskij, Mark; Yoshida, Nakahiro - School of Economics and Management, University of Aarhus - 2013

Edgeworth expansion for power variation of diffusion processes. Our methodology relies on martingale embedding, Malliavin …This paper presents new results on the Edgeworth expansion for high frequency functionals of continuous diffusion … processes. We derive asymptotic expansions for weighted functionals of the Brownian motion and apply them to provide the …

Persistent link: https://www.econbiz.de/10010851189

Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions

Chen, Songxi; Peng, Liang; Yu, Cindy - Volkswirtschaftliche Fakultät, … - 2013

Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for Lévy-driven processes. We propose an empirical likelihood...

Persistent link: https://www.econbiz.de/10011257884

Structural Reforms and Regional Convergence

Spilimbergo, Antonio; Che, Natasha Xingyuan - International Monetary Fund (IMF) - 2012

Which structural reforms affect the speed the regional convergence within a country? We found that domestic financial development, trade/current account openness, better institutional infrastructure, and selected labor market reforms facilitate regional convergence. However, these reforms have...

Persistent link: https://www.econbiz.de/10011142004

REGIONAL ANALYSIS OF FINANCIAL RESOURCES INVOLVED IN RESEARCH DEVELOPMENT AND INNOVATION (RDI) SECTOR IN ROMANIA IN THE LAST DECADE '"STUDY DONE ON MACROREGIONS

MIRELA, NICOLOV - In: Annals of Faculty of Economics 1 (2012) 2, pp. 250-255

The present paper present a study done on the Financial Resources in Research Development and Innovation (RDI) sector in Romania during 2000-2010 . The present paper analyze Regional Systems of Financial Resources of the research development and innovation sector in Romania in the last decade....

Persistent link: https://www.econbiz.de/10010617380

A REGIONAL STUDY OF FINANCIAL RESOURCES INVOLVED IN RDI SECTOR IN ROMANIA IN THE LAST DECADE

MIRELA, NICOLOV - In: Annals of Faculty of Economics 1 (2012) 2, pp. 244-249

The present paper present a study done on the Financial Resources in Research Development and Innovation (RDI) sector in Romania during 2000-2010 . These studies are conducted on the regions and counties in Romania in the specified period. The present study is part of Doctoral Grant...

Persistent link: https://www.econbiz.de/10010617413

On the existence and uniqueness of the optimal central bank intervention policy in a forex market with jumps

Perera, Sandun; Buckley, Winston - In: Journal of the Operational Research Society : OR 68 (2017) 8, pp. 877-885

Persistent link: https://www.econbiz.de/10011794501

Governance and the China innovation economy

Yu, Yongda; Yu, Junbo; Pan, Xinglin; Stough, Roger - In: Asia-Pacific journal of regional science 1 (2017) 1, pp. 63-84

Persistent link: https://www.econbiz.de/10011772910