Results 171 to 180 of about 505,642 (295)
Mortgage Terminations: The Role of Conditional Volatility [PDF]
This article is the winner of the Real Estate Finance manuscript prize (sponsored by Fannie Mae Foundation) presented at the 2001 American Real Estate Society Annual Meeting.
David M. Harrison +2 more
core
Learning and Using Different Task Rule Updating Strategies Require Extensive Practice. [PDF]
Xu S +4 more
europepmc +1 more source
ABSTRACT This study examines the strategic efficacy of corporate low‐carbon energy transition, such as through nuclear energy adoption, as a response to decarbonization pressures. Analyzing an international sample of energy firms, we demonstrate that the relationship between this form of transition and emission reductions is not technologically ...
Bilal Ahmed Abbasi +4 more
wiley +1 more source
"Multivariate stochastic volatility" [PDF]
We provide a detailed summary of the large and vibrant emerging literature that deals with the multivariate modeling of conditional volatility of financial time series within the framework of stochastic volatility.
Manabu Asai +2 more
core
Strategic Risk Based Forecasting of Brent Crude Oil Prices: A Comparative Analysis of Econometric and Machine Learning Models. [PDF]
Yılmaz TE, Zehir C.
europepmc +1 more source
ABSTRACT As sustainability transitions accelerate, firms increasingly engage in innovation ecosystems to pursue disruptive sustainable innovation (DSI). Nevertheless, empirical understanding regarding how innovation ecosystem coopetition—simultaneous cooperation and competition among interdependent actors—translates into sustainability‐oriented ...
Jin‐Sup Jung, Min‐Jae Lee
wiley +1 more source
Entropic Dynamics of Jump-Diffusion Option Pricing. [PDF]
Abedi M.
europepmc +1 more source
ABSTRACT This study examines whether CEO risk orientation shapes environmental sustainability disclosure (ESD) and how institutional constraints condition this relationship. We argue that environmental disclosure constitutes a strategic exposure decision because greater transparency can increase regulatory scrutiny and stakeholder pressure.
Muhammad Jameel Hussain +3 more
wiley +1 more source
VOLATILITY AND SPILL OVER EFFECTS IN INDIAN COMMODITY MARKETS: A CASE OF PEPPER [PDF]
Modeling of volatility has been felt one of the major academic contributions in Indian commodity futures market. We have selected black pepper as a commodity for estimating volatility and its spillover incorporating a series of models.
Maitra Debasish, Dey Kushankur
core
Quasi-Maximum Exponential Likelihood Estimation of Conditional Quantiles for GARCH Models Based on High-Frequency Augmented Data. [PDF]
Zhang Z, Zhao S, Cheng J, Wang A.
europepmc +1 more source

