搜索结果: 1-15 共查到“average”相关记录16条 . 查询时间(0.166 秒)
On the Relation Between the Variability of Inflation and the Average Inflation Rate
Inflation the Average Inflation Rate
2015/8/5
On the Relation Between the Variability of Inflation and the Average Inflation Rate.
Perverse reverse price competition:Average wholesale prices and Medicaid pharmaceutical spending
Medicaid Reimbursement policy Prescription drugs Competition
2015/7/17
Generic drugs comprise an increasing share of total prescriptions dispensed in the U.S., rising from nearly 50% in 1999 to 75% in 2009. The generic drug market has typically been viewed at the wholesa...
Average and Quantile Effects in Nonseparable Panel Models
Panel data nonseparable model treatment effects perturbed bootstrap union premium labor force participation
2014/9/10
Nonseparable panel models are important in a variety of economic settings, including discrete choice. This paper gives identification and estimation results for nonseparable models under time-homogene...
Effect of contract farming on the U.S. crop farmers’ average return
average return contract farming grain industry marketing contract
2014/2/24
In the literature of contract farming, most of the studies focus on the functions of risk managements and reducing transaction costs. Only a few study the effect of contract farming on the productivit...
On-Line Portfolio Selection with Moving Average Reversion
Portfolio Selection Moving Average Reversion
2012/9/14
On-line portfolio selection has attracted in-creasing interests in machine learning and AI communities recently. Empirical evidence show that stock’s high and low prices are temporary and stock price ...
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework
exponential weighted moving average time -varying higher moments Cornish-Fisher expansion Gram -Charlier density risk management Value-at -Risk
2012/9/14
This paper provides an insight to the time-varying dynamics of the shape of the distribution of financial return series by proposing an exponential weighted moving average model that joint...
Pricing of average strike Asian call option using numerical PDE methods
Asian Option Crank Nicolson Implicit Method Higher Order Compact Monte Carlo Simulation
2011/7/4
In this paper, a standard PDE for the pricing of arithmetic average strike Asian call option is presented. A Crank-Nicolson Implicit Method and a Higher Order Compact finite difference scheme for this...
Application of Simulation Model as a Strategic Option for Determining the Amount of Time Required By an Average Voter to Cast Vote
voting elections simulation model
2011/6/1
Since the return to civil rule in Nigeria in 1999, the country has organised two general elections and numerous re - run elections at different levels.
Multifractal detrending moving average cross-correlation analysis
cross-correlations multifractal detrended cross-correlation analysis extensive numerical experiments
2011/3/30
There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross-correlations. The multifractal detrended cross-correla...
BSDEs with time-delayed generators of a moving average type with applications to pricing and utilities
backward stochastic differential equations time-delayed
2010/10/21
In this paper we consider backward stochastic differential equations with time-delayed generators of a moving average type. The classical and well-known framework with linear generators depending on $...
Detrending moving average algorithm for multifractals
Detrending moving average algorithm multifractals
2010/10/20
The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which...
Macroeconomic Phase Transitions Detected from the Dow Jones Industrial Average Time Series
DJI macroeconomic cycle phase transitions segmentation clustering
2010/11/1
In this paper, we perform statistical segmentation and clustering analysis of the Dow Jones Industrial Average time series between January 1997 and August 2008.Modeling the index movements and log-ind...
Using a Moving Average to Determine Cotton Futures Market Entry Dates
Using a Moving Average Determine Cotton Futures Market Entry Dates
2008/12/9
A persisting question in using the cotton (Gossypium hirsutum L.) futures market to increase the net price received is that of determining the time to place hedges. The objective of this research was ...
On the Necessity of Using Average Cost as a Base for Transfer Price
Multibusiness enterprise OECD taxation guidelines Transfer pricing Vertical integration
2010/10/20
Both older and recent literature on transfer pricing is not unified about the opinion whether optimal transfer price should be equal to marginal cost of supplying company and set by centralized decisi...
A finite dimensional approximation for pricing moving average options
pricing moving average
2010/12/13
We propose a method for pricing American options whose pay-off depends on the moving average of the underlying asset price. The method uses a finite dimensional approximation of the infinite-dimension...