Search Results - subject:"indicator function"

Alternative Asymmetric Stochastic Volatility Models

Asai, Manabu; McAleer, Michael - Faculteit der Economische Wetenschappen, Erasmus … - 2010

model, the threshold effects indicator function of Glosten, Jagannathan and Runkle (1992), and the negative correlation …

Persistent link: https://www.econbiz.de/10010838005

Alternative Asymmetric Stochastic Volatility Models

Asai, Manabu; McAleer, Michael - Institute of Economic Research, Kyoto University - 2010

model, the threshold effects indicator function of Glosten, Jagannathan and Runkle (1992), and the negative correlation …

Persistent link: https://www.econbiz.de/10008725779

The Generalised Index Numbers

Verrecchia, Flavio - In: JeSP 1 (2008) 1, pp. 9-10

theory. After having defined the total value index, the “generalised Index Numbers” (g-IN) are introduced and the “indicator … function of the copresent” and the Basket factor are defined. [It] L’obiettivo dell’articolo è ridefinire, dal punto di vista …

Persistent link: https://www.econbiz.de/10008625744

Notes on: “The Generalised Index Numbers”

Balk, Bert M. - In: JeSP 1 (2008) 1, pp. 11-11

Persistent link: https://www.econbiz.de/10008625749

Reply to Notes on: “The Generalised Index Numbers”

Verrecchia, Flavio - In: JeSP 1 (2008) 1, pp. 11-12

Persistent link: https://www.econbiz.de/10008625750