Results 61 to 70 of about 22,356,003 (311)
Econometric analysis of realized volatility and its use in estimating stochastic volatility models
, 2002 Summary. The availability of intraday data on the prices of speculative assets means that we can use quadratic variation‐like measures of activity in financial markets, called realized volatility, to study the stochastic properties of returns.
O. Barndorff-Nielsen, N. Shephard
semanticscholar +1 more source
International Journal of Environmental Research and Public Health, 2018 While the progress of China’s industrialization and urbanization has made great strides, atmospheric pollution has become the norm, with a wide range of influence and difficult governance.
Beidi Diao +3 more
semanticscholar +1 more source
An Econometric Analysis of Volatility Discovery
Journal of Business & Economic StatisticsWe investigate information processing in the stochastic process driving stock’s volatility (volatility discovery). We apply fractionally cointegration techniques to decompose the estimates of the market-specific integrated variances into an estimate of the common integrated variance of the efficient price and a transitory component.
Fruet Dias, Gustavo +2 more
openaire +4 more sources
Mathematics, 2020 In this paper, starting from the conceptual model of the rational behavior theory developed by Icek Ajzen, the authors develop a behavioral model of rational expectations of the managerial decisions in order to determine the influence of the behavior of ...
Cristian Busu, Mihail Busu
doaj +1 more source
arXiv, 2021 This paper aims at solving FX market volatility modeling problem and finding the most becoming approach to this task. Validity of two competing approaches, classical econometric generalized conditional heteroscedasticity and mathematical (singular spectrum analysis and dynamical systems stability analysis) are tested on major currency pairs (EUR/USD ...
arxiv
Production Analysis: Econometric Issues [PDF]
This article has been presented at the Workshop on Methods for Agricultural Policy Analysis held at the UP Los Baños on August 13-14, 1985. It addresses some econometric issues arising in production analysis.
Bantilan, Maria Cynthia S.
core +2 more sources
SPILLOVERS OF CONSTRUCTION BOOM TO MACROECONOMY IN A SMALL-OPEN DEVELOPING ECONOMY: THE CASE OF ARMENIA [PDF]
Proceedings on Engineering SciencesIn this article, the authors attempt to assess the spillover effects of the construction sector on the domestic economy of Armenia, for which purpose the economic and construction sector trends, cycles, and their interrelations were studied.
Narek Karapetyan +4 more
doaj +1 more source
Mathematics, 2021 To study the reasons of the low academic performance of students in Spain, authorities must consider emotional dimensions, such as well-being, which directly affect their learning achievement.
Sandra González-Gallardo +2 more
doaj +1 more source
Oil Factor in Economic Development
Energies, 2019 The research examines the role of oil in the world economy and the evaluation of the oil factor in the economy of Azerbaijan. The error correction model (ECM) has been used in terms of reliability of the obtained results, and assessment has been done by ...
Sugra Ingilab Humbatova +1 more
doaj +1 more source
Econometrics meets sentiment : an overview of methodology and applications [PDF]
, 2020 The advent of massive amounts of textual, audio, and visual data has spurred the development of econometric methodology to transform qualitative sentiment data into quantitative sentiment variables, and to use those variables in an econometric analysis ...
Algaba, Andres +4 more
core +2 more sources