Results 41 to 50 of about 1,715 (221)

Probabilistic weighted Dirichlet process mixture with an application to stochastic volatility models

Canadian Journal of Statistics, Volume 53, Issue 2, June 2025.
Abstract In this article, we propose a flexible Bayesian modelling framework and investigate the probabilistic weighted Dirichlet process mixture (pWDPM). The construction and properties of a probabilistic weight function are illustrated. The advantage of the pWDPM under the log‐squared transformed stochastic volatility (SV) model is demonstrated.
Peng Sun, Inyoung Kim, Ki‐Ahm Lee
wiley   +1 more source

MODELISATION DE TYPE GARCH DE LA VOLATILITE DES PRIX DU PIMENT SEC SUR LES MARCHES CENTRAUX DU BENIN

Revue des Etudes Multidisciplinaires en Sciences Economiques et Sociales, 2017
L’objectif  de  cet  article  est d’analyser la nature  de la  volatilité des prix du piment sec sur les marchés centraux au Bénin. Les résultats  des différents  tests économétriques  sur les séries de prix indiquent la présence d’une variabilité ...
Ichaou MOUNIROU
doaj   +1 more source

Covid-19'un Uluslararası Pay Piyasalarına Etkisi

Ekonomi, Politika & Finans Araştırmaları Dergisi, 2020
Pay piyasaları, ekonominin bir göstergesi olarak sayılmakta, bunun yanında sosyal ve ekonomik sorunlar da bu piyasalarda volatiliteye neden olmaktadır.
Deniz Sevinç
doaj   +1 more source

Trade volume and return volatility in Istanbul Stock Exchange [PDF]

, 2010
Bu çalışmada, işlem hacmi ve İstanbul Menkul Kıymetler Borsası bileşik endeks (İMKB-100) getiri volatilitesi arasındaki ilişki, 1990-2008 dönemleri için GARCH, EGARCH ve TGARCH modellerine işlem hacmi ve haftanın günleri etkileri ilave edilerek ...
Kıran, Burcu
core  

Coordination, croissance et géographie économique [PDF]

, 1950
À partir d'une réflexion sur les apports récents des théories de la croissance et de la géographie économique, cette contribution met en avant que les mécanismes essentiels des processus de croissance et de concentration/dispersion géographique résident ...
Gaffard, Jean-Luc, Quéré, Michel
core   +1 more source

The Effect of Operating Leverage on Managers' Capital Investment Decisions*

Accounting Perspectives, Volume 24, Issue 2, Page 393-422, June 2025.
ABSTRACT Holding all else constant, a larger proportion of fixed costs in the cost structure (i.e., higher operating leverage) implies a greater profit volatility for a given level of demand fluctuation. In a setting where operating leverage is irrelevant to the choice of investment projects, I experimentally examine whether managers under high ...
Sangmok Lee
wiley   +1 more source

Impact du développement de l'accès à l'eau souterraine sur la dynamique d'une filière irriguée Le cas de l'oignon d'été dans le Saïs au Maroc [PDF]

, 2015
À l'échelle mondiale, un tiers des superficies irriguées pour l'agriculture est basé sur l'exploitation des ressources souterraines, grâce au développement fulgurant des puits et des forages. En sécurisant l'irrigation, l'accès à l'eau souterraine permet
Courilleau, Solène, Lejars, Caroline
core   +1 more source

Can investors learn from patent documents? Evidence from textual analysis

Contemporary Accounting Research, Volume 42, Issue 2, Page 1331-1358, Summer 2025.
Abstract This paper examines the role of patent texts in the stock market valuation of patents. Utilizing the large language model BERT (Bidirectional Encoder Representations from Transformers) to summarize contextual information within patent texts, I find that patent texts explain 31.5% of the variation in the stock market valuation of patents and ...
Yuxiang Zheng
wiley   +1 more source

Hierarchical Models and Tuning of Random Walk Metropolis Algorithms

Journal of Probability and Statistics, Volume 2019, Issue 1, 2019., 2019
We obtain weak convergence and optimal scaling results for the random walk Metropolis algorithm with a Gaussian proposal distribution. The sampler is applied to hierarchical target distributions, which form the building block of many Bayesian analyses.
Mylène Bédard, Hyungjun Cho
wiley   +1 more source

Investor overreactions to transnational peer firm earnings: The role of accounting standards

Contemporary Accounting Research, Volume 42, Issue 2, Page 1145-1175, Summer 2025.
Abstract This study finds that accounting standards play an important role in cross‐border investor reactions to peer firm earnings. Specifically, we document that when international peer firms report under the same accounting standards, investors overreact to peer firms' earnings announcements.
Manuel Herkenhoff, Martin Nienhaus
wiley   +1 more source