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Generalized Aberration (GA) is one of the most frequently used criteria to quantify the suitability of an orthogonal array (OA) to be used as an experimental design. We demonstrate that this criterion is less suitable than other criteria to classify multi-level OAs of strength 3. For this...
Persistent link: https://www.econbiz.de/10008756141
The stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is a...
Persistent link: https://www.econbiz.de/10010838005
[En] The aim of the paper is to redefine, the notational aspect of the traditional formulas of the, numbers index 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...
Persistent link: https://www.econbiz.de/10008625744
Persistent link: https://www.econbiz.de/10008625749
Persistent link: https://www.econbiz.de/10008625750
The stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is a...
Persistent link: https://www.econbiz.de/10008725779
This dissertation investigates two methodological problems. The first problem concerns developing and optimizing multicomponent interventions. The traditional approach to this problem is to conduct a two-group randomized trial of a "likelybest" intervention vs. control, followed by observational...
Persistent link: https://www.econbiz.de/10009477001
An irreversible investment opportunity has value V governed by Brownian motion with upward drift and random expiration. Human subjects choose in continuous time when to invest. If she invests before expiration, the subject receives V−C : the final value V less a given avoidable cost C ....
Persistent link: https://www.econbiz.de/10010843032
This paper investigates the role of punctuation in the peer-to-peer (P2P) lending market. Using data from Renrendai, one of the largest P2P lending platforms in the People's Republic of China, we investigate how the amount of punctuation used in loan descriptions influences the funding...
Persistent link: https://www.econbiz.de/10011944171
word is a speech unit used for the purposes of human communication, materially representing a group of sounds, possessing a … denote the system of words and word-groups that the language possesses. Vocabulary means the sum of all the words in the … language. Good knowledge of the rules of word-formation, origin and history of words help us to discover the meaning of new …
Persistent link: https://www.econbiz.de/10011220616