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Books on the topic 'Stack models'

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Author: Grafiati

Published: 10 March 2023

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1

Lee, Myung W. Applications of velocity-stack methods to seismic data processing. Washignton: U.S. G.P.O., 1994.

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2

Goldfarb, Michael. Modeling piezoelectric stack actuators for control of micromanipulation. [Washington, DC: National Aeronautics and Space Administration, 1997.

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3

Fundamentals of stack gas dispersion. 3rd ed. Irvine, Calif: Milton R. Beychok, 1994.

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4

American Bar Association. Committee on Mergers and Acquisitions, ed. Model stock purchase agreement. 2nd ed. Chicago: American Bar Association, 2010.

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5

Gulisashvili, Archil. Analytically Tractable Stochastic Stock Price Models. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-31214-4.

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6

service), SpringerLink (Online, ed. Analytically Tractable Stochastic Stock Price Models. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012.

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7

Pagan, Adrian R. Alternative models for conditional stock volatility. Cambridge, MA: National Bureau of Economic Research, 1989.

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8

Ahmed, Ayaz. Stock market interlinkages in emerging markets. Islamabad: Pakistan Institute of Development Economics, 1998.

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9

Schwert, G. William. Heteroskedasticity in stock returns. Cambridge, MA: National Bureau of Economic Research, 1989.

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10

Weathering rolling stock. Hersham, Surrey: Ian Allan Publishing, 2013.

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11

Corrigan, Eoin. New models of market behaviour. Dublin: Universitry College Dublin, 1995.

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12

Guo, Hui. Does stock market volatility forecast returns: The international evidence. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2003.

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13

Mizen, Paul. Buffer Stock Models and the Demand for Money. London: Macmillan Education UK, 1994. http://dx.doi.org/10.1007/978-1-349-23660-2.

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14

Tracy, Joseph S. Testing strategic bargaining models using stock market data. Cambridge, MA: National Bureau of Economic Research, 1988.

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15

Buffer stock models and the demand for money. Basingstoke, Hampshire: Macmillan, 1994.

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16

American Bar Association. Committee on Negotiated Acquisitions., ed. Model stock purchase agreement: With commentary. Chicago, Ill: Committee on Negotiated Acquisitions, Section of Business Law, American Bar Association, 1995.

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17

Mohan, Neeraj. Artificial neural network models for forecasting stock price index in Bombay Stock Exchange. Ahmedabad: Indian Institute of Management, 2005.

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18

Parker, Jonathan A. Consumption risk and expected stock returns. Cambridge, Mass: National Bureau of Economic Research, 2003.

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19

Parker, Jonathan A. Consumption risk and expected stock returns. [Princeton, NJ]: Woodrow Wilson School of Public and International Affairs, 2003.

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20

Calvet, Laurent E. Multifrequency news and stock returns. Cambridge, MA: National Bureau of Economic Research, 2005.

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21

Calvet, Laurent E. Multifrequency news and stock returns. Cambridge, Mass: National Bureau of Economic Research, 2005.

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22

Alberto Nino de Zepeda D. Dinamica de stock bovino: Un modelo matematico. Santiago de Chile: Centro de Estudios del Desarrollo (CED), 1987.

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23

Finnerty, John D. Valuing employee stock options: A comparison of alternative models. Florham Park, NJ: Financial Executives Research Foundation, 2003.

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24

Gilbert, Claude. Safety Cultures, Safety Models: Taking Stock and Moving Forward. Cham: Springer Nature, 2018.

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25

Indian Institute of Management, Ahmedabad., ed. Value at risk models in the Indian stock market. Ahmedabad: Indian Institute of Management, 1999.

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26

Conrad, Jon M. Stock pollutants and risky accumulation. Ithaca, N.Y: Dept. of Agricultural Economics, New York State College of Agriculture and Life Sciences, Cornell University, 1991.

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27

Livdan, Dmitry. Financially constrained stock returns. Cambridge, Mass: National Bureau of Economic Research, 2006.

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28

Steve, Smith. Building the Pro Stock Late Model Sportsman. Santa Ana, CA: Steve Smith Autosports, 1991.

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29

Tarallo, Mark J., and David M. Barbash. The revised ABA model stock purchase agreement. [Boston, MA]: MCLE, 2012.

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30

Building and detailing scale model stock cars. Waukesha, WI: Kalmbach Pub., 1998.

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31

Fundamentals of Stack Gas Dispersion. 4th ed. Newport Beach, California, USA: Milton R. Beychok, 2005.

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32

Funk, F., TJ Quinn II, J. Heifetz, JN Ianelli, JE Powers, JF Schweigert, PJ Sullivan, and CI Zhang, eds. Fishery Stock Assessment Models. Alaska Sea Grant, University of Alaska Fairbanks, 1998. http://dx.doi.org/10.4027/fsam.1998.

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33

Spencer, James N., and H. Anthony Neidig. Chemical Models: Ball-and-Stick Models of Organic Compounds. Chemical Education Resources, 1994.

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34

Jappelli, Tullio, and Luigi Pistaferri. The Buffer Stock Model. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780199383146.003.0007.

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We analyze models that combine precautionary saving and liquidity constraints to provide a unified, more realistic treatment of intertemporal decisions. We start off with a simple three-period model to illustrate how the expectation of future borrowing constraints can induce precautionary saving even in scenarios in which marginal utility is linear. A more general model that allows liquidity constraints and precautionary saving to interact fully is the buffer stock model, of which there are two versions. One, developed by Deaton (1991), emphasizes the possibility that a prudent and impatient consumer may face credit constraints. The other, by Carroll (1997), features the same type of consumer but allows for the possibility of income falling to zero and so generating a natural borrowing constraint.

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35

Ta, Ton Viet. Intel INTC Stock: Price-Forecasting Models. Independently Published, 2020.

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36

Gulisashvili, Archil. Analytically Tractable Stochastic Stock Price Models. Springer Berlin / Heidelberg, 2014.

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37

Analytically Tractable Stochastic Stock Price Models. Springer, 2012.

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38

Stock-Flow-Consistent Models and Institutional Variety. Vernon Press, 2017.

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39

Stock-Flow-Consistent Models and Institutional Variety. Vernon Press, 2017.

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40

Ta, Ton Viet. Price-Forecasting Models for Cerner CERN Stock. Independently Published, 2020.

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41

Stallings, L. H. Marvelous Stank Matter. University of Illinois Press, 2017. http://dx.doi.org/10.5406/illinois/9780252039591.003.0005.

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This chapter reviews the importance of sacred subjectivity to various black sexual cultures. In its proposal of nonmonogamy as an alternative practice for funk's genealogy of affection, relationality, and sexuality between human and nonhuman beings, the chapter addresses M. Jacqui Alexander's question about sacred subjectivity. Using queer legal theory, debates about the marriage crisis in black communities, and cultural depictions of nonmonogamy in the science fiction of Octavia Butler and the erotica of Fiona Zedde, the chapter reveals how funk attends to alternative models of family and community to challenge the heteropatriarchal recolonization that happens with capitalism and the Western model of family.

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42

Ta, Ton Viet. Price-Forecasting Models for Tesla Inc TSLA Stock. Independently Published, 2020.

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43

Ta, Ton Viet. Price-Forecasting Models for Albemarle Corp ALB Stock. Independently Published, 2020.

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44

Ta, Ton Viet. Price-Forecasting Models for Dollar Tree DLTR Stock. Independently Published, 2020.

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45

Ta, Ton Viet. Price-Forecasting Models for Walmart Inc WMT Stock. Independently Published, 2020.

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46

Ta, Ton Viet. Price-Forecasting Models for Caterpillar Inc CAT Stock. Independently Published, 2020.

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47

Ta, Ton Viet. Price-Forecasting Models for Accenture Plc ACN Stock. Independently Published, 2020.

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48

Mizen, Paul. Buffer Stock Models and the Demand for Money. St. Martin's Press, 1994.

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49

Ta, Ton Viet. Price-Forecasting Models for Apple Inc AAPL Stock. Independently Published, 2020.

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50

Ta, Ton Viet. Price-Forecasting Models for Adobe Inc ADBE Stock. Independently Published, 2020.

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