搜索结果: 1-15 共查到“经济学 processes”相关记录75条 . 查询时间(0.156 秒)
On spatial processes and asymptotic inference under near-epoch dependence
Random fields Near-epoch dependent processes Central limit theorem Law of large numbers GMM estimator
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2015/9/24
The development of a general inferential theory for nonlinear models with cross-sectionally or spatially dependent data has been hampered by a lack of appropriate limit theorems. To facilitate a gener...
Economic and political constraints on the demandside of electricity industry restucturing processes
electricity industry political constraints
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2015/7/31
Economic and political constraints on the demandside of electricity industry restucturing processes。
Managing Demand-Side Economic and Political Constraints on Electricity Industry Restructuring Processes
Demand-Side Economi Political Constraints
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2015/7/31
This paper identifies the major political and economic constraints that impact the
demand side of electricity industry restructuring processes. Demand-side
constraints have been a major barrier to...
Managing Demand-Side Economic and Political Constraints on Electricity Industry Re-structuring Processes
Demand-Side Economic Political Constraints
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2015/7/31
This paper identifies the major political and economic constraints that impact the demandside of electricity industry re-structuring processes. It then describes how these constraints have
been addre...
Defining the Attributes and Processes that Enhance the Effectiveness of Workforce Diversity Initiatives in Knowledge Intensive Firms
Diversity Characteristics Globalization Employees Retention Knowledge Sharing Research United States
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2015/4/20
Workforce diversity continues to be a key focus for organizations, driven by globalization of the U.S. economy and the desire for organizations to more accurately reflect the demographic diversity of ...
Concatenated Processes in Commercial Business and in Global Economy
Probability Goods Agents Clients Pyramidal Structure
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2013/2/23
The paper deals with an application of theory stochastic processes on business practices and with consequences which the concatenated economic co-operation may have on the future economic growth. The ...
Asymptotics for Exponential Levy Processes and their Volatility Smile: Survey and New Results
Exponential Levy processes short-time asymptotics long-time asymp-totics implied volatility Lewis-Lipton formula.
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2012/9/14
Exponential Levy processes can be used to model the evolution of various nancial variables such as FX rates, stock prices, etc. Considerable e orts have been devoted to pricing derivatives written o...
On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes
Stock price model random walk Gaussian processes weak con-vergence
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2012/9/14
This paper considers a sequence of discrete-time random walk markets with a safe and a single risky investment opportunity, and gives conditions for the existence of arbitrages or free lunches with va...
Robust utility maximization for Levy processes:Penalization and solvability
Convex risk measures duality robust utility Levy processes.
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2012/9/14
In this paper the robust utility maximization problem for a market model based on Levy processes is analyzed. The interplay between the formof the utility function and the penalization function requir...
Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets
Variance-optimal hedging Follmer-Schweizer decomposition Levy process Cumulative generating function Characteristic function
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2012/6/5
We consider the discretized version of a (continuous-time) two-factor model introduced by Benth and coauthors for the electricity markets. For this model, the underlying is the exponent of a sum of in...
Comparison results for Garch processes
Comparison results Garch processes Statistical Finance
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2012/4/28
We consider the problem of stochastic comparison of general Garch-like processes, for different parameters and different distributions of the innovations. We identify several stochastic orders that ar...
Time-Changed Ornstein-Uhlenbeck Processes And Their Applications In Commodity Derivative Models
Time-Changed Ornstein-Uhlenbeck Processes Commodity Derivative Models Pricing of Securities
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2012/4/28
This paper studies subordinate Ornstein-Uhlenbeck (OU) processes, i.e., OU diffusions time changed by L\'{e}vy subordinators. We construct their sample path decomposition, show that they possess mean-...
Resources, Institutions, and Political-Economic Processes: Beyond Allegory and
intellectual innovation resources
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2011/10/23
This article discusses issues which have major implications for several social science disciplines. The resource and development economics fields, in which social processes, market failure and state i...
Orchestration Processes in Network-Centric Innovation: Evidence From the Field
innovation initiatives internal resources external networks evidence from an extensive
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2011/10/6
Companies have increasingly shifted from innovation initiatives that are centered on internal resources to those that are centered on external networks (said another way, a shift from firm-centric inn...
Physical processes of resource creation
economics entropy Natural resources natural science
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2011/9/19
Economic theories of natural resource utilisation need a physical basis because production processes are irreversible, and this must be recognised in order to understand fully the consequences of econ...