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Applications to Financial Series

Christian Gouriéroux and Alain Monfort

in Simulation-based Econometric Methods

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198774754
eISBN:
9780191596339
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198774753.003.0006
Subject:
Economics and Finance, Econometrics

Applications to estimation of Stochastic Differential Equations, Stochastic Volatility Models, and Factor Models are considered. The methods used are Indirect Inference, Simulated Moments (based on ... More


Planning for Scarcity and Price Shocks

Yossi Sheffi

in The Power of Resilience: How the Best Companies Manage the Unexpected

Published in print:
2015
Published Online:
May 2016
ISBN:
9780262029797
eISBN:
9780262330626
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262029797.003.0010
Subject:
Economics and Finance, Financial Economics

The rising economies of China, India, Brazil, and others have contributed to the globalization of supply chains in terms of new markets and new sources of supply. Yet the growing global economy in ... More


Emerging Markets Have Emerged

Marko Dimitrijević and Timothy Mistele

in Frontier Investor: How to Prosper in the Next Emerging Markets

Published in print:
2016
Published Online:
September 2017
ISBN:
9780231170444
eISBN:
9780231542357
Item type:
chapter
Publisher:
Columbia University Press
DOI:
10.7312/columbia/9780231170444.003.0002
Subject:
Business and Management, Strategy

Argues that emerging markets have emerged; the traditional distinctions between emerging and developed markets—the size of their economies, the size of their financial markets, corporate governance, ... More


What Factors Determine Changes in House Prices and Rents?

Geoffrey Meen and Christine Whitehead

in Understanding Affordability: The Economics of Housing Markets

Published in print:
2020
Published Online:
January 2021
ISBN:
9781529211863
eISBN:
9781529211870
Item type:
chapter
Publisher:
Policy Press
DOI:
10.1332/policypress/9781529211863.003.0003
Subject:
Economics and Finance, Economic Systems

Whatever measure of affordability is used house prices and rents play a central role and Chapter 3 is concerned with what causes these two variables to change over time and vary across different ... More


Another World?

Kathryn Tanner

in Christianity and the New Spirit of Capitalism

Published in print:
2019
Published Online:
September 2019
ISBN:
9780300219036
eISBN:
9780300241129
Item type:
chapter
Publisher:
Yale University Press
DOI:
10.12987/yale/9780300219036.003.0005
Subject:
Religion, Theology

This chapter explores how present and future are collapsed in the evaluation of assets on secondary financial markets such as stock exchanges, and the way efforts are made, by way of derivatives and ... More


I Am Now Exerting All My Thinking Powers: Women’s Struggle to Retain and to Regain Federal Positions

Jessica Ziparo

in This Grand Experiment: When Women Entered the Federal Workforce in Civil War-Era Washington, D.C.

Published in print:
2017
Published Online:
May 2018
ISBN:
9781469635972
eISBN:
9781469635989
Item type:
chapter
Publisher:
University of North Carolina Press
DOI:
10.5149/northcarolina/9781469635972.003.0007
Subject:
History, American History: Civil War

Chapter 6 addresses female employees’ struggles to keep their positions with the federal government. The number and percentage of women in the federal labor force grew fairly steadily throughout the ... More


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