Search Results - subject:"numerical analysis"

The equity premium in Brockś asset pricing model

Akdeniz, Levent (contributor); Dechert, W. Davis (contributor) - 2005

(1997): “Do CAPM results hold in a dynamic econ- omy? A numerical analysis,” Journal of Economic Dynamics and Control, 21 …

Persistent link: https://www.econbiz.de/10002740361

Convergence properties of the likelihood of computed dynamic models

Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2005

Persistent link: https://www.econbiz.de/10003165899

Convergence Properties of the Likelihood of Computed Dynamic Models

Fernandez-Villaverde, Jesus - 2005

This paper studies the econometrics of computed dynamic models. Since these models generally lack a closed-form solution, their policy functions are approximated by numerical methods. Hence, the researcher can only evaluate an approximated likelihood associated with the approximated policy...

Persistent link: https://www.econbiz.de/10012466983

Capital regulation, monetary policy and asymmetric effects of commercial banks' efficiency

Li, Yong; Wang, Mancang - In: China Finance Review International 2 (2012) 1, pp. 5-26

Purpose – Owing to the importance of the efficiency of commercial banks, the aim of this paper is to find the relationship between capital regulation, monetary policy and the asymmetric effects of the commercial banks' efficiency. Design/methodology/approach – First, the paper makes a static...

Persistent link: https://www.econbiz.de/10014694465

Environmental data analysis with MatLab

Menke, William; Menke, Joshua Ephraim - 2012 - 1. ed.

Persistent link: https://www.econbiz.de/10009420584

Qualitative investigation on effects of manifold shape on methanol steam reforming for hydrogen production

Zeng, Dehuai; Pan, Minqiang; Tang, Yong - In: Renewable Energy 39 (2012) 1, pp. 313-322

Fluid velocity distribution among microchannels plays important role on the reaction performances. In this work, the velocity distribution among microchannels with two different manifold structures is compared by a three-dimensional CFD model under two situations respectively, no reaction and...

Persistent link: https://www.econbiz.de/10010806506

A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets

Company, Rafael; Jódar, Lucas; Pintos, José-Ramón - In: Mathematics and Computers in Simulation (MATCOM) 82 (2012) 10, pp. 1972-1985

market effects are taken into account. This paper deals with the numerical analysis of nonlinear Black–Scholes equations … claim. Numerical analysis of a nonlinear model is necessary because disregarded computations may waste a good mathematical …

Persistent link: https://www.econbiz.de/10011050870

An estimation of the extreme wind speed using the Korea wind map

Lee, Bong-Hee; Ahn, Dong-Joon; Kim, Hyun-Goo; Ha, … - In: Renewable Energy 42 (2012) C, pp. 4-10

speeds were estimated. In order to ascertain the accuracy of the extreme values estimated from the numerical analysis data … ground. The results of the comparison indicated that the extreme values for both the numerical analysis data and the field … numerical analysis data and the field measurement data. So, it was more reliable to use the Gumbel distribution as the model of …

Persistent link: https://www.econbiz.de/10011044898

Capital regulation, monetary policy and asymmetric effects of commercial banks' efficiency

Li, Yong; Wang, Mancang - In: China Finance Review International 2 (2012) February, pp. 5-26

Purpose–Owing to the importance of the efficiency of commercial banks, the aim of this paper is to find the relationship between capital regulation, monetary policy and the asymmetric effects of the commercial banks' efficiency. Design/methodology/approach–First, the paper makes a static...

Persistent link: https://www.econbiz.de/10010561520

A quantitative methodology to evaluate thermal bridges in buildings

Asdrubali, Francesco; Baldinelli, Giorgio; Bianchi, … - In: Applied Energy 97 (2012) C, pp. 365-373

The use of multi-layer walls with high thermal resistance values is widely used to reduce heat losses in buildings during wintertime. Nevertheless, it is extremely important to treat also weaker components of the envelope such as doors, windows and all the various thermal bridges, otherwise the...

Persistent link: https://www.econbiz.de/10010702633