Libros sobre el tema "Price variances"
Crea una cita precisa en los estilos APA, MLA, Chicago, Harvard y otros
Consulte los 28 mejores mejores libros para su investigación sobre el tema "Price variances".
Junto a cada fuente en la lista de referencias hay un botón "Agregar a la bibliografía". Pulsa este botón, y generaremos automáticamente la referencia bibliográfica para la obra elegida en el estilo de cita que necesites: APA, MLA, Harvard, Vancouver, Chicago, etc.
También puede descargar el texto completo de la publicación académica en formato pdf y leer en línea su resumen siempre que esté disponible en los metadatos.
Explore libros sobre una amplia variedad de disciplinas y organice su bibliografía correctamente.
Durlauf, Steven N. Bounds on the variances of specification errors in models with expectations. Cambridge, MA: National Bureau of Economic Research, 1989.
Buscar texto completoCampbell, John Y. A variance decomposition for stock returns. London: LSE Financial Markets Group, 1990.
Buscar texto completoCampbell, John Y. A variance decomposition for stock returns. Cambridge, MA: National Bureau of Economic Research, 1990.
Buscar texto completoEngel, Charles. Some new variance bounds for asset prices. Cambridge, MA: National Bureau of Economic Research, 2004.
Buscar texto completoGeert, Bekaert. Conditioning information and variance bounds on pricing kernels. Cambridge, MA: National Bureau of Economic Research, 1999.
Buscar texto completoOomen, Roel C. A. Using high frequency stock market index data to calculate, model & forecast realized return variance. San Domenico: European University Institute, Department of Economics, 2001.
Buscar texto completoCampbell, Sean D. A trend and variance decomposition of the rent-price ratio in housing markets. Washington, D.C: Federal Reserve Board, 2006.
Buscar texto completoCopeland, Laurence S. Inflation, interest rate risk and the variance of common stock prices. Manchester: Manchester Business School, 1986.
Buscar texto completoAllen, D. E. Minimum variance hedge ratios on the Sydney Futures Exchange. Perth, W.A: Edith Cowan University, Faculty of Business, School of Economics and Finance, 1996.
Buscar texto completoEngle, R. F. Index-option pricing with stochastic volatility and the value of accurate variance forecasts. Cambridge, MA: National Bureau of Economic Research, 1993.
Buscar texto completoCheung, Yin-Wong. A causality-in-variance test and its application to financial market prices. Kowloon, Hong Kong: City Polytechnic of Hong Kong, Department of Economics and Finance, 1994.
Buscar texto completoHolland, Stephen P. Is real-time pricing green?: The environmental impacts of electricity demand variance. Cambridge, Mass: National Bureau of Economic Research, 2007.
Buscar texto completoNoh, Jaesun. A test of efficiency for the S&P 500 index option market using variance forecasts. Cambridge, Mass: National Bureau of Economic Research, 1993.
Buscar texto completoG, Mendoza Enrique. On the instability of variance decompositions of the real exchange rate across exchange-rate-regimes: Evidence from Mexico and the United States. Cambridge, MA: National Bureau of Economic Research, 2000.
Buscar texto completoFrançois, La Rochefoucauld. Réflexions, ou Sentences et maximes morales, réflexions diverses, choix de lettres et variantes, apologie de M. le Prince de Marcillac. [Paris]: Librairie Générale Française, 1991.
Buscar texto completoRichardson, Matthew. Drawing inferences from statistics based on multi-year asset returns. Cambridge, MA: National Bureau of Economic Research, 1990.
Buscar texto completoCampbell, John Y. Measuring the persistence of expected returns. Cambridge, MA: National Bureau of Economic Research, 1990.
Buscar texto completoDochev, Konstantin. Katalog na bŭlgarskite srednovekovni moneti: XIII-XIV vek : tipove, varianti, t︠s︡eni = Catalogue of the Bulgarian medieval coins of the 13th-14th centuries : types, variants, prices. Veliko Tŭrnovo: T︠S︡entreks, 2009.
Buscar texto completoFovendae, Academia Latinitati, ed. Ad fines imperii romani anno bismillesimo cladis Varianae: Acta conventus Academiae Latinitati Fovendae XII Ratisbonensis (Regensburg, Institut für Klassische Philologie, Lehrstuhl Latein, 15.-19. Sept. 2009). Leuven: Leuven University Press, 2011.
Buscar texto completoCohen, Benjamin H. Derivatives and asset price volatility: A test using variance ratios. Basle, 1996.
Buscar texto completoNielson, Mark Luther. Investigation costs and the effects of own variance on security prices. 1993.
Buscar texto completoWalsh, Bruce y Michael Lynch. Theorems of Natural Selection: Results of Price, Fisher, and Robertson. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198830870.003.0006.
Texto completoRoederer-Rynning, Christilla. 8. The Common Agricultural Policy The Fortress Challenged. Oxford University Press, 2017. http://dx.doi.org/10.1093/hepl/9780199689675.003.0008.
Texto completoAlles, Lakshman Anuruddha. An investigation of the variation of skewness in asset returns and its estimation. 1991.
Buscar texto completoFernández-Villaverde, Jesús, Pablo Guerrón-Quintana y Juan Rubio-Ramírez. Futures markets, Bayesian forecasting and risk modelling. Editado por Anthony O'Hagan y Mike West. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780198703174.013.14.
Texto completoUrzha, Anastasia. Russian Literary Translation in the View of Communicative Grammar. LCC MAKS Press, 2021. http://dx.doi.org/10.29003/m2431.978-5-317-06673-4.
Texto completoThompson, Peter. About Face. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780199794607.003.0091.
Texto completoFetzer, Anita. Context. Editado por Yan Huang. Oxford University Press, 2016. http://dx.doi.org/10.1093/oxfordhb/9780199697960.013.15.
Texto completo