Jumps and regime switching in commodity prices
Jumps and regime switching in commodity prices
... importance of regime switching in conjunction with jumps which none of the extant models address Conclusion This article explores the importance of jumps and changes in regime in commodity prices Unlike ... of jumps and changes in regime in modeling the behavior of crude oil futures prices We find evidence of high and low volatility regimes which are very p...
Ngày tải lên: 10/09/2015, 15:52
nasser et al - 2006 - auditor‐client relationship- the case of audit tenure and auditor switching in malaysia
... H2 and H4 are accepted However, the growth of company’s business, the increase in operating income and increase in market value not affect the length of tenure of the audit firm, thus allowing ... changes in operating income and market value of equity were found not to be significant The results indicate that the main factors for switching audit firm are...
Ngày tải lên: 06/01/2015, 19:43
Regime switching in international securitized property markets
... Original securitized property index Regime switching in securitized property markets Derive returns from property index Original macroeconomic data from Datastream Univariant regime switching ... shift induces endogenous regime switching in the real interest rate Another group of literature focuses on examining the exchange rate by regime switching models The p...
Ngày tải lên: 14/09/2015, 14:13
Finite horizon trading strategy with transaction costs and exponential utility in a regime switching market
... Abstract This thesis studies the finite horizon optimal trading strategy with proportional transaction costs in a regime switching stock market This problem is an extension of the classic investment ... buying and selling boundaries This is due to the difficulty in dealing with the variational inequalities with gradient constraints Dai et al (2010) has establis...
Ngày tải lên: 06/10/2015, 20:57
A study on code switching techniques used in translating english terms and vietnamese equivalents in electronics
... view on technical terms in comparison with a literal translation as a remarkable division in translation field called literary and technical translation In addition, one way of defining technical ... translator examine abbreviated terms in a particular context before consulting meanings from a professional dictionary As well, a translator can approach acronyms in t...
Ngày tải lên: 29/01/2014, 10:33
POLICY REGIME CHANGE AND CORPORATE CREDIT IN BULGARIA: ASYMMETRIC SUPPLY AND DEMAND RESPONSES pdf
... Publication No 607: Policy Regime Change and Corporate Credit in Bulgaria: Asymmetric Supply and Demand Responses No 606: Corporate Performance and Market Structure During Transition in Hungary No ... in this paper are those of the authors and not necessarily of the organizations they are affiliated with POLICY REGIME CHANGE AND CORPORATE CREDIT...
Ngày tải lên: 15/03/2014, 07:20
Stock prices and macroeconomic variables in vietnam
... effects of macroeconomic variables on stock prices indicate informational inefficiency of the stock market If this is the case, individual investors can earn abnormal profits by exploiting past macroeconomic ... among stock prices indices and macroeconomic variables in five ASEAN countries, Indonesia; Malaysia; the Philippines; Singapore; and Thailand with particular...
Ngày tải lên: 27/05/2014, 22:55
essays on regime switching models in finance
... ……………………………………………………………………… 118 ix Essays on Regime Switching Models in Finance Hong Miao Abstract This dissertation consists of four essays focusing on applications of regime switching models in …nance The …rst ... four essays focusing on applications of regime switching models in finance The first essay discusses the investment timing problem in a...
Ngày tải lên: 03/06/2014, 01:51
Báo cáo sinh học: " Research Article A New Switching-Based Median Filtering Scheme and Algorithm for Removal of High-Density Salt and Pepper Noise in Images" pptx
... DBA REMF PA Figure 10: Noise density versus IEF for cameraman image A new switching-based median filtering scheme and an algorithm for removal of high-density salt and pepper noise in images is ... autocorrelation for lags and Sort the 1-D array Z and calculate the median value Assuming stochastic approximation for maintaining simplest computationa...
Ngày tải lên: 21/06/2014, 16:20
the value of switching and growth options in foreign direct investmentl
... real options The purpose of this dissertation is to address these problems in the multinational flexibility literature In the main essay, Growth and Switching Options in Foreign Direct Investments,’ ... examine in greater depth the two important perspectives of real options associated with foreign direct investments, growth and switching We show th...
Ngày tải lên: 02/11/2014, 00:48
numerical methods for control and games of regime-switching diffusion systems algorithms, analysis, and computations
Ngày tải lên: 13/11/2014, 11:08
Electrical conductivity switching behavior and memory effects in electroactive polymers and nanocomposites
... linear (Ohmic) behavior of the current response in the polymer thin film, resulting in electrical conductivity switching behavior and memory effect in the sandwich structure The individual memory ... insulator, bistable electrical conductivity switching (WORM memory and flash memory effects) , and conductor behaviors, when the CNT content in the composit...
Ngày tải lên: 11/09/2015, 09:59
Electrical switching and memory effects in electroactive polymers containing electron donor and acceptor moieties
... ELECTRICAL SWITCHING AND MEMORY EFFECTS IN ELECTROACTIVE POLYMERS CONTAINING ELECTRON- DONOR AND -ACCEPTOR MOIETIES LIU YILIANG (M.Eng, XJTU) A THESIS ... 3.3.4 Switching Mechanism 68 3.4 Conclusion 95 CHAPTER ELECTRICAL SWITCHING AND MEMORY EFFECTS IN POLYFLUORENE COPOLYMERS CONTAINING DIFFERENT II ELECTRON ACCEPTOR MOIETIES ... 5.3.2 Electr...
Ngày tải lên: 11/09/2015, 09:59