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In this paper, the results of seasonal modeling of Sokoto monthly average temperature have been obtained using seasonal autoregressive integrated moving average modeling approach. Based on this seasonal modeling analysis, we conclude that, the best seasonal model among the models that are...
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The issue of outsourcing as a form of foreign direct investment (FDI) has been widely discussed in the recent past. In this essay, I analyze what determines the outsourcing activity by looking at U. S. manufacturing industries between 1972 and 2002. I concentrate on correlation between the...
Persistent link: https://www.econbiz.de/10008518096
This article provides a procedure for the estimation of parametric homogeneous stochastic volatility (SV) pricing formulae based on option data. Our estimator has the advantage of being (i) based on option data, (ii) easy to implement in practice, (iii) with clear statistic properties and (iv)...
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