搜索结果: 1-15 共查到“理论经济学 processes”相关记录49条 . 查询时间(0.078 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
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
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
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
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
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 ...
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.
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
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.
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...
Comparison results for Garch processes
Comparison results Garch processes Statistical Finance
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...
Resources, Institutions, and Political-Economic Processes: Beyond Allegory and
intellectual innovation resources
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
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
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...
Finance Capital Markets and Corporate Decision-Making Processes: The Case of W.T. Grant Company's Bankruptcy
capital markets scholarly attention long-term consequences
2011/9/12
The effect of capital markets on corporate decision making has been a focus of scholarly attention for more than a century. The existing literature has remained sparse, however, in detailed analyses o...
Path properties and regularity of affine processes on general state spaces
affine processes path properties regularity Markov semimartingales
2011/7/20
We provide a new proof for regularity of affine processes on general state spaces by methods from the theory of Markovian semimartingales. On the way to this result we also show that the definition of...
Archimedean Survival Processes
Archimedean copula gamma process Liouville distribution L´ evy random bridge dependence modelling
2011/7/4
We introduce a class of multivariate Markov processes that we call ‘Archimedean
survival processes’ (ASPs) and present some of their properties. An ASP is de-
fined over a finite time horizon and, a...