搜索结果: 46-60 共查到“知识库 应用经济学 price”相关记录85条 . 查询时间(0.227 秒)
Producer price disparities in the EU agriculture: divergence or convergence?
convergence EU agriculture producer prices integration agricultural markets
2014/2/24
The issue of price disparities in the EU commodity markets has given rise to a fair amount of empirical and theoretical research. Price convergence studies were generally on the aggregate level, and i...
Stock Price Processes with Infinite Source Poisson Agents
fractional Brownian motion arbitrage stock price model stable L´ evy motion long-range dependence self-similarity
2011/7/5
We construct a general stochastic process and prove weak convergence results. It
is scaled in space and through the parameters of its distribution. We show that
our simplified scaling is equivalent ...
Extension theorems for linear operators on $L_\infty$ and application to price systems
linear operators equivalent martingale measures price systems
2011/3/23
In an $L_\infty$-framework, we present a few extension theorems for linear operators. We focus the attention on majorant preserving and sandwich preserving types of extensions. These results are then ...
Non - Randomness Stock Market Price Model
Non - Randomness Stock Market Price Model everywhere discontinuous function
2011/3/23
A new model for the stock market price analysis is proposed. It is suggested to look at price as an everywhere discontinuous function of time of bounded variation.
Studies of the limit order book around large price changes
limit order book large price changes
2010/10/29
We study the dynamics of the limit order book of liquid stocks after experiencing large intra-day price changes. In the data we find large variations in several microscopical measures, e.g., the volat...
In this paper, we apply the theory of rational expectation bubbles to the Chinese house market. Rational expectation bubbles imply that negative returns on house prices are, theoretically, less likely...
A tick size is the smallest increment of a security price. It is clear that at the shortest time scale on which individual orders are placed the tick size has a major role which affects where limit o...
The price impact of order book events: market orders, limit orders and cancellations
price impact market orders limit orders cancellations market microstructure order flow
2010/10/29
While the long-ranged correlation of market orders and their impact on prices has been relatively well studied in the literature, the corresponding studies of limit orders and cancellations are scarce...
In this paper we outline initial concepts for an immune inspired algorithm to evaluate price time series data. The proposed solution evolves a short term pool of trackers dynamically through a process...
Bayesian Cointegrated Vector Autoregression models incorporating Alpha-stable noise for inter-day price movements via Approximate Bayesian Computation
Cointegrated Vector Autoregression -stable Approximate Bayesian Computation
2010/10/21
We consider a statistical model for pairs of traded assets, based on a Cointegrated Vector Auto Regression (CVAR) Model. We extend standard CVAR models to incorporate estimation of model parameters in...
Market Price of Risk and Random Field Driven Models of Term Structure: A Space-Time Change of Measure Look
Market Price Risk Random Field Driven Models Term Structure
2010/10/20
No-arbitrage models of term structure have the feature that the return on zero-coupon bonds is the sum of the short rate and the product of volatility and market price of risk. Well known models rest...
Determinants of agricultural chemical price in China’s export-oriented vegetable production area
agricultural chemical China export-oriented vegetable production hedonic price spatial
2014/4/2
Agricultural chemicals may have an adverse impact on environment and food safety. The demand prices of such chemicals reveal farmers’ willingness to pay and their preferences. This article examines th...
The relations between the rent and price of agricultural land in the EU countries
price of land land rent capitalization rate payback period
2014/4/1
The price of agricultural land and its value are of importance when forming the production potential of agricultural enterprises. The price of land marked an irregular development in the period 2006–2...
Superstatistical fluctuations in time series: Applications to share-price dynamics and turbulence
Superstatistical fluctuations dynamics turbulence
2010/10/29
We report a general technique to study a given experimental time series with superstatistics.
Crucial for the applicability of the superstatistics concept is the existence of a parameter β that fluct...
Liquidity Crisis, Granularity of the Order Book and Price Fluctuations
Liquidity Crisis Granularity of the Order Book Price Fluctuations
2010/10/29
We introduce a microscopic model for the dynamics of the order book to study how the lack of liquidity influences price fluctuations. We use the average density of the stored orders (granularity g) as...