Similar Search Results

Forecasting High-Frequency Volatility Shocks : An Analytical Real-Time Monitoring System

Kömm, Holger - 2016 - 1st ed. 2016

This thesis presents a new strategy that unites qualitative and quantitative mass data in form of text news and tick-by-tick asset prices to forecast the risk of upcoming volatility shocks. Holger Kömm embeds the proposed strategy in a monitoring system, using first, a sequence of competing...

Persistent link: https://www.econbiz.de/10014018810

The Political Economy of Fiscal Policy : Public Deficits, Volatility, and Growth

Woo, Jaejoon - 2006

One of the most striking macroeconomic developments during the last three decades is the rise and persistence of large fiscal deficits in a number of countries. Despite recent major fiscal reforms around the world, many countries suffer from recurrent large fiscal imbalances that often reflect...

Persistent link: https://www.econbiz.de/10013520531

Towards a more accurate equity valuation : An empirical analysis

Henschke, Stefan - 2009

Valuing equity -- The accuracy of equity valuation methods -- Multiples: Controlling for differences between firms -- Linear information models: The effects of conservative accounting -- Summary and conclusions.

Persistent link: https://www.econbiz.de/10014015123

Equity Valuation Using Multiples : An Empirical Investigation

Schreiner, Andreas (contributor) - 2007

method into a comprehensive framework for using multiples in valuation practice, which corresponds to economic theory and is …, which corresponds to economic theory and is consistent with the results of a broad empirical study of European and U …

Persistent link: https://www.econbiz.de/10013521169

Gesundheitsökonomische Bewertung von Präventionsmaßnahmen : Eine Markov-Modellierung zur Analyse der Kosten-Effektivität juveniler Bewegungsförderung

Liersch, Sebastian - 2016

Wirtschaftlichkeitsuntersuchungen und gesundheitsökonomische Evaluation -- Methodik der Entscheidungsanalyse -- Entwicklung eines Markov-Modells -- Ergebnisse der Basisfallbetrachtung, Sensitivitäts- und Szenarioanalysen des Fallbeispiels.

Persistent link: https://www.econbiz.de/10013414512

Markov Chains : Models, Algorithms and Applications

Ching, Wai Ki - 2013 - 2nd ed. 2013

. Chapter 1 gives a brief introduction to the classical theory on both discrete and continuous time Markov chains. The … relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methods …-order Markov chain models, particularly a class of parsimonious higher-order Markov chain models. Efficient estimation methods for …

Persistent link: https://www.econbiz.de/10014016579

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

Gregoriou, Greg N. (ed.); Pascalau, Razvan (ed.) - 2011

This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets

Persistent link: https://www.econbiz.de/10012053890

Markovian Demand Inventory Models

Beyer, Dirk - 2010

scientific literature on inventory theory, and this volume reviews all the important conceptual developments of the subject … inventory theory." Paul Zipkin Duke University …

Persistent link: https://www.econbiz.de/10013521265

Markov Decision Processes in Practice

Boucherie, Richard J. (ed.); van Dijk, Nico M. (ed.) - 2017

This book presents classical Markov Decision Processes (MDP) for real-life applications and optimization. MDP allows users to develop and formally support approximate and simple decision rules, and this book showcases state-of-the-art applications in which MDP was key to the solution approach....

Persistent link: https://www.econbiz.de/10012397809

Level Crossing Methods in Stochastic Models

Brill, Percy H. - 2017 - 2nd ed. 2017

-Dimensional Models -- Chapter 8. Embedded Level Crossing Method -- Chapter 9. Level Crossing Estimation -- Chapter 10. Renewal Theory … stochastic application problems, including inventory control, queueing theory, reliability theory, actuarial ruin theory, renewal … theory, pharmacokinetics, and related Markov processes. The second edition includes a new section with a novel derivation of …

Persistent link: https://www.econbiz.de/10012398207