Keyword: financial

Found 1008 papers in total
A note on in-sample and out-of-sample tests for Granger causality
A note on in-sample and out-of-sample tests for Granger causality
2005,
This paper studies in-sample and out-of-sample tests for Granger causality using Monte...
Perpetual call options with non-tradability
Perpetual call options with non-tradability
2005,
We explicitly solve an optimal stopping problem related to the exercise of a perpetual...
Forecasting stock prices using a hierarchical Bayesian approach
Forecasting stock prices using a hierarchical Bayesian approach
2005,
The Ohlson model is evaluated using quarterly data from stocks in the Dow Jones Index....
A Bayesian threshold nonlinearity test for financial time series
A Bayesian threshold nonlinearity test for financial time series
2005,
We propose in this paper a threshold nonlinearity test for financial time series. Our...
Forecasting recessions using the yield curve
Forecasting recessions using the yield curve
2005,
We compare forecasts of recessions using four different specifications of the probit...
Testing and forecasting the degree of integration in the US inflation rate
Testing and forecasting the degree of integration in the US inflation rate
2005,
In this article we model the log of the US inflation rate by means of fractionally...
Multistage selection and the financing of new ventures
Multistage selection and the financing of new ventures
2006,
Using a random sample of 221 new Swedish ventures initiated in 1998, we examine why...
Funding intellectual-capital-abundant technology development: empirical evidence from the Finnish biotechnology business
Funding intellectual-capital-abundant technology development: empirical evidence from the Finnish biotechnology business
2005,
This study takes an interdisciplinary approach to answering the questions of whether...
Signed graphs for portfolio analysis in risk management
Signed graphs for portfolio analysis in risk management
2002,
We introduce the notion of structural balance for signed graphs in the context of...
50th anniversary article: selection, provisioning, shared fixed costs, maximum closure, and implications on algorithmic methods today
50th anniversary article: selection, provisioning, shared fixed costs, maximum closure, and implications on algorithmic methods today
2004,
Motivated by applications in freight handling and open-pit mining, Rhys, Balinski, and...
An outlier robust hierarchical Bayes model for forecasting: the case of Hong Kong
An outlier robust hierarchical Bayes model for forecasting: the case of Hong Kong
2004,
This paper introduces a Bayesian forecasting model that accommodates innovative...
Can out-of-sample forecast comparisons help prevent overfitting?
Can out-of-sample forecast comparisons help prevent overfitting?
2004,
This paper shows that out-of-sample forecast comparisons can help prevent data...
Asymmetries in conditional mean and variance: modelling stock returns by asMAasQGARCH
Asymmetries in conditional mean and variance: modelling stock returns by asMAasQGARCH
2004,
We propose a nonlinear time series model where both the conditional mean and the...
The boys in the bubble: Internet entrepreneurs and stock market value
The boys in the bubble: Internet entrepreneurs and stock market value
2006,
This paper expands the set of non-financial indicators of Internet stock value to...
Employee relationship and knowledge sharing: a case study of a Taiwanese finance and securities firm
Employee relationship and knowledge sharing: a case study of a Taiwanese finance and securities firm
2004,
Knowledge is a very important resource for preserving valuable heritage, learning new...
The use of multicriteria knowledge-based systems in financial risk management
The use of multicriteria knowledge-based systems in financial risk management
2006,
This paper investigates the contribution of knowledge-based decision support systems...
Characterization of optimal policy for capital replacement models
Characterization of optimal policy for capital replacement models
2002,
The behaviour of simple replacement decision models is described. We compare and...
Do scientists pay to be scientists?
Do scientists pay to be scientists?
2004,
This paper explores the relationship between wages and the scientific orientation of...
Soybean inventory and forward curve dynamics
Soybean inventory and forward curve dynamics
2005,
We present two results concerning soybean prices. First, we exhibit a simple...
Optimality with telecommunications network
Optimality with telecommunications network
2002,
This paper studies a telecommunications company's optimal network investment...
Road tunnel early cost estimates using multiple regression analysis
Road tunnel early cost estimates using multiple regression analysis
2006,
Among construction projects, the risk in the production of road tunnels is...
A prototype system for the prediction of final cost in construction projects
A prototype system for the prediction of final cost in construction projects
2006,
Civil engineering projects include several uncertainties and risks, due to the special...
An EOQ model for progressive payment scheme under DCF approach
An EOQ model for progressive payment scheme under DCF approach
2006,
An attempt is made to formulate optimal ordering policies for the retailer when the...
Ordering and inventory policies for step changes in the unit item cost: a discounted cash flow approach
Ordering and inventory policies for step changes in the unit item cost: a discounted cash flow approach
2004,
This paper considers the problem of determining the optimal ordering quantities of a...
Papers per page: