Results 101 to 110 of about 1,341,862 (199)
Persistence of price-cost margins in the U.S. food and tobacco manufacturing industries is measured while accounting for price-cost margin risk. Direct measurement of persistence and of long- and short-run price-cost margin risk is accomplished by ...
Cranfield, John A.L.
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An Economic Activity Index for Ireland: The Dynamic Single-Factor Method [PDF]
This paper estimates a coincident indicator of economic activity for Ireland using a dynamic single-factor model. The composite index is used to identify the peaks and troughs in Irish economic activity, and is capable of being updated on a timelier ...
Murphy, Alan P
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OPTIMAL PORTFOLIO FORMATION USING SINGLE INDEX MODEL
, 2023 The objective of this task was to create an optimal portfolio using shares from companies listed in the LQ-45 Index for the period between June 2020 and June 2022.
Ali, Muhammad +2 more
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Modelling illiquid volatility skews
, 2014 Includes bibliographical references.Most markets trade liquidly in options on the market index, in fact they often trade at a wide range of strike levels.
Crowther, Servaas Marcus
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THE ROBUSTNESS OF SINGLE INDEX MODELS IN CROP MARKETS: A MULTIPLE INDEX MODEL TEST: COMMENT
Crop Production/Industries, Marketing,
Collins, Robert A.
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PLoS ONEEnvironmental health studies are of great interest in research to evaluate the mortality-temperature relationship by adjusting spatially correlated random effects as well as identifying significant change points in temperature. However, this relationship
Hamdy F F Mahmoud, Inyoung Kim
doaj +1 more source
THE ROBUSTNESS OF SINGLE INDEX MODELS IN CROP MARKETS: A MULTIPLE INDEX MODEL TEST: REPLY
Crop Production/Industries, Marketing,
Blank, Steven C.
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Composite quantile regression for the single-index model [PDF]
, 2013 Quantile regression is in the focus of many estimation techniques and is an important tool in data analysis. When it comes to nonparametric specifications of the conditional quantile (or more generally tail) curve one faces, as in mean regression, a dimensionality problem. We propose a projection based single index model specification.
Yan Fan +3 more
openaire +2 more sources
Forecasting of Passenger Conveyances in Latvian Regions Applying Semiparametric Regression Models
In this paper the regression models used for description and forecasting the rail passenger conveyances of the regions of Latvia are considered. Two estimation approaches were compared: parametric and semi-parametric (single index model).
Santalova, Diāna
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ANALISIS PERBANDINGAN HASIL PEMBENTUKAN PORTOFOLIO OPTIMAL ANTARA MODEL MARKOWITZ DAN SINGLE INDEX MODEL [PDF]
, 2019 Penelitian ini bertujuan untuk mengetahui komposisi saham hasil pembentukan portofolio optimal model Markowitz dan Single Index Model dan besarnya proporsi dana yang dialokasikan untuk investasi saham hasil pembentukan portofolio optimal Single Index ...
Dewi, Asriani Tiara
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