Results 91 to 100 of about 17,322,277 (172)
Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets [PDF]
This paper presents a multifactor asset pricing model for currency, bond, and stock returns for ten emerging markets to investigate the effect of the exchange rate regime on the cost of capital and the integration of emerging financial markets.
Antonio Diez de los Rios
core
Persistence Characteristics of the Chinese Stock Markets [PDF]
This paper identifies such fundamental characteristics as the lack of ergodicity, stationarity, and independence, and it identifies the degree of initial persistence of the Chinese stock markets when they were more regulated.
Bing Yu, Cornelis A. Los
core
Long Memory Options: LM Evidence and Simulations [PDF]
This paper demonstrates the impact of the observed financial market persistence or long term memory on European option valuation by simple simulation. Many empirical researchers have observed the non-Fickian degrees of persistence or long memory in the ...
Cornelis A. Los, Sutthisit Jamdee
core
Como siempre, incluimos en este número el suplemento Miscelánea que incluye, en sus apartados lecturas y material didáctico sobre diversos temas relacionados con la enseñanza de la física y las ciencias naturales.
Los Editores
doaj +2 more sources
IMPACT OF ADVANCED REPRODUCTIVE BIOTECHNOLOGIES ON ANIMAL HEALTH AND LIVESTOCK PRODUCTION
La producción in vitro de embriones por fertilización in vitro o por procedimientos de transferencia de núcleos es una herramienta poderosa utilizada ampliamente para propósitos científicos, conservacionistas y comerciales. Sin embargo, las alteraciones
M Bertolini
doaj
Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate [PDF]
This paper identifies the Multifractal Models of Asset Return (MMARs) from the eight nodal term structure series of US Treasury rates as well as the Fed Funds rate and, after proper synthesis, simulates those MMARs.
Cornelis A. Los, Sutthisit Jamdee
core
Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash [PDF]
The multifractal model of asset returns captures the volatility persistence of many financial time series. Its multifractal spectrum computed from wavelet modulus maxima lines provides the spectrum of irregularities in the distribution of market returns ...
CORNELIS A. LOS, ROSSITSA M. YALAMOVA
core
Pneumocystis pneumonia--Los Angeles.
M. Gottlieb +5 more
semanticscholar +1 more source

