搜索结果: 1-15 共查到“经济学 dependence”相关记录22条 . 查询时间(0.118 秒)
An Analysis of the Dependence of the Spanish Fisheries Industry on the Financial Instrument for Fisheries Guidance
FIFG Financial analysis Fisheries
2016/1/26
Fisheries are an important economic sector in the EU subject to an important restructuring in the most recent years. The Financial Instrument for Fisheries Guidance (FIFG) has been the tool deployed b...
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...
Caught in the Bulimic Trap?Persistence and State Dependence of Bulimia Among Young Women
Bulimia Nervosa Demographics State Dependence Instrumental Variables and Dynamic Panel Data Estimation
2015/9/18
Bulimia nervosa (BN) is a growing health concern and its consequences are especially serious given the compulsive nature of the disorder. However, little is known about the mechanisms underlying the p...
Does the degree to which founders keep control of their startups affect company value? I argue that founders face a "control dilemma" in which a startup's resource dependence drives a wedge between th...
Evolutionary Gaming Analysis of Path Dependence in Green Construction Technology Change
Green Construction Technology Path Dependent Evolutionary Game
2013/2/23
In the context of instigating green construction technology by changing current technology practices, evolutionary game theory is used to solve path dependence problems that yield stable equilibrium. ...
On dependence consistency of CoVaR and some other systemic risk;measures
dependence consistency of CoVaR some other systemic risk measures
2012/9/14
This paper is dedicated to the consistency of systemic risk mea-sures with respect to stochastic dependence. It compares two alter-native notions of Conditional Value-at-Risk (CoVaR) available in the ...
Drift dependence of optimal order execution strategies under transient price impact
Drift dependence of optimal order execution strategies transient price impact Trading and Market Microstructure
2012/4/28
We give a complete solution to the problem of minimizing the expected liquidity costs in presence of a general drift when the underlying market impact model has linear transient price impact with expo...
Hybrid property, path dependence, market segmentation and financial exclusion: the case of the banking industry in China
banking industry financial exclusion financial geographies hybrid property
2011/9/24
This paper investigates the role of the state in the liberalisation of the banking industry in China and the implications for the conventional convergence thesis of market segmentation and financial e...
Collateralized CDS and Default Dependence
CVA CSA CCP swap collateral derivatives OIS EONIA Fed-Fund
2011/7/22
In this paper, we have studied the pricing of a continuously collateralized CDS. We have made use of the "survival measure" to derive the pricing formula in a straightforward way. As a result, we have...
A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications
Spatial dependence Score test Robust test Distribution misspecification Local misspecification
2011/4/2
It is well known that the standard Lagrange multiplier (LM) test loses its local optimality when the true non-null model is not correctly specified. In this paper, we derive a score test robust to loc...
Dependence of defaults and recoveries in structural credit risk models
Credit risk Loss distribution Value at Risk Expected Tail Loss Stochastic
2011/3/23
The current research on credit risk is primarily focused on modeling default probabilities. Recovery rates are often treated as an afterthought; they are modeled independently, in many cases they are ...
Nonparametric Regression With Nearly Integrated Regressors Under Long Run Dependence
Asymptotics kernel smoothing local time of an Ornstein-Uhlenbeck fractional Brownian motion nonlinearity nonstationary covariates unit root
2011/4/2
We study nonparametric estimation of regression function with nonstationary (integrated or nearly integrated) covariates and the error series of the regressor process following a fractional ARIMA mode...
Horizon dependence of utility optimizers in incomplete models
Incompleteness Brownian motion
2010/10/20
This paper studies the utility maximization problem with changing time horizons in the incomplete Brownian setting. We first show that the primal value function and the optimal terminal wealth are co...
On detecting the dependence of time series
serial dependence non-parametric methods technical analysis
2010/10/22
This short note suggests a heuristic method for detecting the dependence of random time series that can be used in the case when this dependence is relatively weak and such that the traditional metho...
On dependence of the implied volatility on returns for stochastic volatility models
stochastic volatility the Heston model
2010/10/21
We study the dependence of volatility on the stock price in the stochastic volatility framework on the example of the Heston model.To be more specific, we consider the conditional expectation of vari...