Search Results - subject:"time-dependence"

On the stochastic volatility in the generalized Black-Scholes-Merton model

Ivanov, Roman V. - In: Risks : open access journal 11 (2023) 6, pp. 1-23

This paper discusses the generalized Black-Scholes-Merton model, where the volatility coefficient, the drift coefficient of stocks, and the interest rate are time-dependent deterministic functions. Together with it, we make the assumption that the volatility, the drift, and the interest rate...

Persistent link: https://www.econbiz.de/10014335849

Convergence of per capita energy consumption around the world : new evidence from nonlinear panel unit root tests

Romero-Ávila, Diego; Omay, Tolga - In: Energy economics 111 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013350012

Time dependence in the cox proportional hazard model as a theory development opportunity : a step-by-step guide

Woo, Hyun-Soo; Kim, Jisun; Cannella, Albert A. <Jr.> - In: Organizational research methods : ORM 27 (2024) 3, pp. 516-538

Persistent link: https://www.econbiz.de/10015056566

Time dependence and preference : implications for compensation structure and shift scheduling

Chung, Doug J.; Kim, Byungyeon; Park, Byoung Gun - 2021

This study jointly examines agents’ time dependence—period effects within instantaneous utility—and time preference …—behavior on discounting future utility. The study considers the start- and end-of-period effects for time dependence and …

Persistent link: https://www.econbiz.de/10012586500

The Time Dependence of Audit Firm Alumni Effects: Evidence from Audit Committees

Baumann, Matthias F.; Ratzinger‐Sakel, Nicole V. S. - In: International Journal of Auditing 24 (2020) 1, pp. 110-130

This article empirically examines the time dependence of audit quality and audit fee effects resulting from the …

Persistent link: https://www.econbiz.de/10012428703

Does real U.K. GDP have a unit root? : evidence from a multi-century perspective

Canarella, Giorgio; Gupta, Rangan; Miller, Stephen M.; … - In: Applied economics 52 (2020) 10, pp. 1070-1087

Persistent link: https://www.econbiz.de/10012197516

State-dependence vs. timedependence: An empirical multi-country investigation of price sluggishness

Ahrens, Steffen; Hartmann, Matthias - 2014

In this paper we empirically investigate the time- and state-dependent behavior of aggregate price setting. We implement a testing procedure by means of a nonparametric representation of the structural form New Keynesian Phillips curve. By means of the so-called functional coefficient regression...

Persistent link: https://www.econbiz.de/10010332855

Multivariate distributions with time and cross-dependence : aggregation and capital allocation

Hu, Xiang; Lianzeng, Zhang - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 669-706

Persistent link: https://www.econbiz.de/10013270081

Dams mitigate the effect of rainfall shocks on Hindus-Muslims riots

Mary, Sébastien - In: World development : the multi-disciplinary … 150 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10013198422

Historical high, time-varying anchoring biases, and stock return predictability

Lo, Wen-Chi; Chou, Robin K.; Ko, Kuan-Cheng; Yang, Nien-Tzu - In: Journal of financial studies : JFS : the official … 30 (2022) 1, pp. 57-83

Persistent link: https://www.econbiz.de/10013464377