Literatura académica sobre el tema "Prices – Statistical methods"
Crea una cita precisa en los estilos APA, MLA, Chicago, Harvard y otros
Consulte las listas temáticas de artículos, libros, tesis, actas de conferencias y otras fuentes académicas sobre el tema "Prices – Statistical methods".
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.
Artículos de revistas sobre el tema "Prices – Statistical methods"
Ellingerová, Helena, Zora Petráková y Ingrida Skalíková. "Statistical Methods in Building Industry to Determine Prices Indices". Tehnički glasnik 14, n.º 4 (9 de diciembre de 2020): 458–65. http://dx.doi.org/10.31803/tg-20200604105846.
Texto completoRudko, G. I., M. M. Kurylo, V. V. Bala y Yu S. Makovskyi. "METHODS FOR PRICE DETERMINATION (JUSTIFICATION) AT ECONOMIC-GEOLOGICAL EVALUATION OF COAL DEPOSITS". Мінеральні ресурси України, n.º 4 (28 de diciembre de 2018): 45–48. http://dx.doi.org/10.31996/mru.2018.4.45-48.
Texto completoRiansut, Warangkhana. "Forecasting of Wollongong Prices via the Use of Statistical Methods". Journal of Applied Science 20, n.º 2 (6 de septiembre de 2021): 65–79. http://dx.doi.org/10.14416/j.appsci.2021.02.007.
Texto completoLin, Lisha, Yaqiong Li, Rui Gao y Jianhong Wu. "The numerical simulation of Quanto option prices using Bayesian statistical methods". Physica A: Statistical Mechanics and its Applications 567 (abril de 2021): 125629. http://dx.doi.org/10.1016/j.physa.2020.125629.
Texto completoGaca, Radosław. "Parametric and Non-Parametric Statistical Methods in the Assessment of the Effect of Property Attributes on Prices". Real Estate Management and Valuation 26, n.º 2 (1 de junio de 2018): 83–91. http://dx.doi.org/10.2478/remav-2018-0018.
Texto completoWebster, Michael y Rory C. Tarnow-Mordi. "Decomposing Multilateral Price Indexes into the Contributions of Individual Commodities". Journal of Official Statistics 35, n.º 2 (1 de junio de 2019): 461–86. http://dx.doi.org/10.2478/jos-2019-0020.
Texto completoAkbulaev, Nurkhodzha, Basti Aliyeva y Shehla Rzayeva. "Analysis of the Influence of the Price of Raw Oil and Natural Gas on the Prices of Indices and Shares of the Turkish Stock Exchange". Pénzügyi Szemle = Public Finance Quarterly 66, n.º 1 (2021): 151–66. http://dx.doi.org/10.35551/pfq_2021_1_8.
Texto completoAfanasyev, V. N. "Statistical Methods in the Study of Changes in the Structure and Elements of the Cost of Electricity Generation". Vestnik NSUEM, n.º 4 (29 de diciembre de 2019): 286–303. http://dx.doi.org/10.34020/2073-6495-2019-4-286-303.
Texto completoChuluunsaikhan, Tserenpurev, Ga-Ae Ryu, Kwan-Hee Yoo, HyungChul Rah y Aziz Nasridinov. "Incorporating Deep Learning and News Topic Modeling for Forecasting Pork Prices: The Case of South Korea". Agriculture 10, n.º 11 (30 de octubre de 2020): 513. http://dx.doi.org/10.3390/agriculture10110513.
Texto completoMarushkevych, Dmytro y Yevheniia Munchak. "Estimation of Parameters and Verification of Statistical Hypotheses for Gaussian Models of Stock Price". Lietuvos statistikos darbai 55, n.º 1 (20 de diciembre de 2016): 91–101. http://dx.doi.org/10.15388/ljs.2016.13871.
Texto completoTesis sobre el tema "Prices – Statistical methods"
Xin, Ling y 辛聆. "The statistical properties and effectiveness of filter trading rule". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hdl.handle.net/10722/196092.
Texto completopublished_or_final_version
Statistics and Actuarial Science
Doctoral
Doctor of Philosophy
任漢全 y Hon-chuen Yam. "Statistical analysis of some technical trading rules in financial markets". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1996. http://hub.hku.hk/bib/B31213819.
Texto completoMa, Po-yee Pauline y 馬寶兒. "The heteroscedastic structure of some Hong Kong price series". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1989. http://hub.hku.hk/bib/B31976062.
Texto completoShen, Rujun y 沈汝君. "Mining optimal technical trading rules with genetic algorithms". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2011. http://hub.hku.hk/bib/B47870011.
Texto completopublished_or_final_version
Statistics and Actuarial Science
Master
Master of Philosophy
Li, Chun-wah y 李振華. "Spatial autocorrelation and liquidity in Hong Kong's real estate market". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2010. http://hub.hku.hk/bib/B47278006.
Texto completopublished_or_final_version
Real Estate and Construction
Doctoral
Doctor of Philosophy
Ren, JinJuan y 任錦娟. "Investigating the role of accounting earnings in explaining increasingidiosyncratic volatility". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2004. http://hub.hku.hk/bib/B29851051.
Texto completoMohammadi, Limaei Soleiman. "Economically optimal values and decisions in Iranian forest management /". Umeå : Dept. of Forest Economics, Swedish University of Agricultural Sciences, 2006. http://epsilon.slu.se/200691.pdf.
Texto completoLawrence, Gerald D. "Stumpage price expectations: an empirical analysis of nonindustrial private landowners in the Mid-Atlantic states". Thesis, Virginia Polytechnic Institute and State University, 1985. http://hdl.handle.net/10919/51894.
Texto completoMaster of Science
Du, Toit Cornel. "Non-parametric volatility measurements and volatility forecasting models". Thesis, Stellenbosch : Stellenbosch University, 2005. http://hdl.handle.net/10019.1/50401.
Texto completoENGLISH ABSTRACT: Volatilty was originally seen to be constant and deterministic, but it was later realised that return series are non-stationary. Owing to this non-stationarity nature of returns, there were no reliable ex-post volatility measurements. Subsequently, researchers focussed on ex-ante volatility models. It was only then realised that before good volatility models can be created, reliable ex-post volatility measuremetns need to be defined. In this study we examine non-parametric ex-post volatility measurements in order to obtain approximations of the variances of non-stationary return series. A detailed mathematical derivation and discussion of the already developed volatility measurements, in particular the realised volatility- and DST measurements, are given In theory, the higher the sample frequency of returns is, the more accurate the measurements are. These volatility measurements referred to above, however, all have short-comings in that the realised volatility fails if the sample frequency becomes to high owing to microstructure effects. On the other hand, the DST measurement cannot handle changing instantaneous volatility. In this study we introduce a new volatility measurement, termed microstructure realised volatility, that overcomes these shortcomings. This measurement, as with realised volatility, is based on quadratic variation theory, but the underlying return model is more realistic.
AFRIKAANSE OPSOMMING: Volatiliteit is oorspronklik as konstant en deterministies beskou, dit was eers later dat besef is dat opbrengste nie-stasionêr is. Betroubare volatiliteits metings was nie beskikbaar nie weens die nie-stasionêre aard van opbrengste. Daarom het navorsers gefokus op vooruitskattingvolatiliteits modelle. Dit was eers op hierdie stadium dat navorsers besef het dat die definieering van betroubare volatiliteit metings 'n voorvereiste is vir die skepping van goeie vooruitskattings modelle. Nie-parametriese volatiliteit metings word in hierdie studie ondersoek om sodoende benaderings van die variansies van die nie-stasionêre opbrengste reeks te beraam. 'n Gedetaileerde wiskundige afleiding en bespreking van bestaande volatiliteits metings, spesifiek gerealiseerde volatiliteit en DST- metings, word gegee. In teorie salopbrengste wat meer dikwels waargeneem word tot beter akkuraatheid lei. Bogenoemde volatilitieits metings het egter tekortkominge aangesien gerealiseerde volatiliteit faal wanneer dit te hoog raak, weens mikrostruktuur effekte. Aan die ander kant kan die DST meting nie veranderlike oombliklike volatilitiet hanteer nie. Ons stel in hierdie studie 'n nuwe volatilitieits meting bekend, naamlik mikro-struktuur gerealiseerde volatiliteit, wat nie hierdie tekortkominge het nie. Net soos met gerealiseerde volatiliteit sal hierdie meting gebaseer wees op kwadratiese variasie teorie, maar die onderliggende opbrengste model is meer realisties.
Lee, Yee-nin y 李綺年. "On a double smooth transition time series model". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B31215555.
Texto completoLibros sobre el tema "Prices – Statistical methods"
Duqing, Liu y Zhang Gengqiu, eds. Jia ge tong ji. Beijing: Zhongguo cai zheng jing ji chu ban she, 1987.
Buscar texto completoValʹtukh, K. K. Dinamika otnositelʹnykh t︠s︡en: Teorii︠a︡, statisticheskie issledovanii︠a︡. Novosibirsk: "Nauka", 2002.
Buscar texto completoBryan, Michael F. Asset prices in the measurement of inflation. Cambridge, MA: National Bureau of Economic Research, 2002.
Buscar texto completoBryan, Michael F. Asset prices in the measurement of inflation. Amsterdam: De Nederlandsche Bank, 2001.
Buscar texto completoGousen, Sarah. Producer price measurement--concepts and methods. [Washington, D.C.]: U.S. Dept. of Labor, Bureau of Labor Statistics, 1986.
Buscar texto completoDemecs, Lászlóné. A Fogyasztóiár-statisztika módszere. Budapest: Központi Statisztikai Hivatal, 2000.
Buscar texto completoProgramme, International Comparison. International Comparison Programme (ICP) phase VI: Report of conduct of surveys and analysis in Nigeria. Lagos, Nigeria: Federal Office of Statistics, 1996.
Buscar texto completoLinz, Stefan. Handbook on the application of quality adjustment methods in the Harmonised Index of Consumer Prices: Developed within the European project "CENEX HICP Quality Adjustment". Wiesbaden: Federal Statistical Office of Germany, 2009.
Buscar texto completoSchmidt, Bernd. Die Preisindex für die Lebenshaltung aller privaten Haushalte in Gestalt eines Kettenindex: Beurteilung aus praktischer, empirischer und theoretischer Sicht. Stuttgart: Metzler-Poeschel, 1997.
Buscar texto completoMendoza, Meyra Sebello. Pricing behavior in Philippine corn markets: Implications for market efficiency. Washington, D.C: International Food Policy Research Institute, 1995.
Buscar texto completoCapítulos de libros sobre el tema "Prices – Statistical methods"
Mashhoudy, Houshang. "Individualised Assignments on Modelling Car Prices using Data from the Internet". En Assessment Methods in Statistical Education, 247–57. Chichester, UK: John Wiley & Sons, Ltd, 2010. http://dx.doi.org/10.1002/9780470710470.ch21.
Texto completoBencivenga, Cristina, Giulia Sargenti y Rita L. D’Ecclesia. "Energy markets: crucial relationship between prices". En Mathematical and Statistical Methods for Actuarial Sciences and Finance, 23–32. Milano: Springer Milan, 2010. http://dx.doi.org/10.1007/978-88-470-1481-7_3.
Texto completoCaporin, Massimiliano, Luca Corazzini y Michele Costola. "Measuring the Impact of Behavioural Choices on the Market Prices". En Mathematical and Statistical Methods for Actuarial Sciences and Finance, 53–56. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-05014-0_12.
Texto completoBraione, Manuela y Davide De Gaetano. "Modelling the Australian Electricity Spot Prices: A VAR-BEKK Approach". En Mathematical and Statistical Methods for Actuarial Sciences and Finance, 191–97. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89824-7_35.
Texto completoYoshikawa, Hiroshi. "Stock Prices and the Real Economy: The Different Meaning of Efficiency". En Complexity, Heterogeneity, and the Methods of Statistical Physics in Economics, 3–19. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-4806-2_1.
Texto completoMa, Xiaojuan y Sergey Utev. "Modelling the share prices as a hidden random walk on the lamplighter group". En Mathematical and Statistical Methods for Actuarial Sciences and Finance, 263–70. Milano: Springer Milan, 2012. http://dx.doi.org/10.1007/978-88-470-2342-0_31.
Texto completoNardon, Martina y Paolo Pianca. "Extracting implied dividends from options prices: Some applications to the Italian derivatives market". En Mathematical and Statistical Methods for Actuarial Sciences and Finance, 315–22. Milano: Springer Milan, 2012. http://dx.doi.org/10.1007/978-88-470-2342-0_37.
Texto completoNardon, Martina y Paolo Pianca. "The Effects of Curvature and Elevation of the Probability Weighting Function on Options Prices". En Mathematical and Statistical Methods for Actuarial Sciences and Finance, 149–52. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-05014-0_35.
Texto completoCrosato, Lisa, Luigi Grossi y Fany Nan. "Forecasting the Volatility of Electricity Prices by Robust Estimation: An Application to the Italian Market". En Mathematical and Statistical Methods for Actuarial Sciences and Finance, 279–83. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89824-7_50.
Texto completoArratia, Argimiro, Gustavo Avalos, Alejandra Cabaña, Ariel Duarte-López y Martí Renedo-Mirambell. "Sentiment Analysis of Financial News: Mechanics and Statistics". En Data Science for Economics and Finance, 195–216. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-66891-4_9.
Texto completoActas de conferencias sobre el tema "Prices – Statistical methods"
Radzikowski, Bartosz y Adam Śmietanka. "Online CASE CPI". En CARMA 2016 - 1st International Conference on Advanced Research Methods and Analytics. Valencia: Universitat Politècnica València, 2016. http://dx.doi.org/10.4995/carma2016.2016.3133.
Texto completoButryn, Krzysztof y Edward Preweda. "Analysis of the Impact of Quantitative and Qualitative Price-setting Attributes on a Market of Real Estate Intended for the Purpose of the Transformer Stations on the Example of Krakow". En Environmental Engineering. VGTU Technika, 2017. http://dx.doi.org/10.3846/enviro.2017.177.
Texto completoEcer, Fatih. "Comparision of Hedonic Regression Method and Artificial Neural Networks to Predict Housing Prices in Turkey". En International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.01150.
Texto completoShrestha, G. B. y Songbo Qiao. "Statistical characterization of electricity price in competitive power markets". En 2010 IEEE 11th International Conference on Probabilistic Methods Applied to Power Systems (PMAPS). IEEE, 2010. http://dx.doi.org/10.1109/pmaps.2010.5529006.
Texto completoGong, Yongshun, Zhibin Li, Jian Zhang, Wei Liu, Bei Chen y Xiangjun Dong. "A Spatial Missing Value Imputation Method for Multi-view Urban Statistical Data". En Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. California: International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/182.
Texto completoYu, Shujian, Ammar Shaker, Francesco Alesiani y Jose Principe. "Measuring the Discrepancy between Conditional Distributions: Methods, Properties and Applications". En Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. California: International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/385.
Texto completoLambkin, David, Ian Wade y Robin Stephens. "Estimating Operational Weather Downtime: A Comparison of Analytical Methods". En ASME 2019 38th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2019. http://dx.doi.org/10.1115/omae2019-95367.
Texto completoCerjan, Marin, Ivana Krzelj, Marko Vidak y Marko Delimar. "A literature review with statistical analysis of electricity price forecasting methods". En IEEE EUROCON 2013. IEEE, 2013. http://dx.doi.org/10.1109/eurocon.2013.6625068.
Texto completoNor, Abu Hassan Shaari Md, Tamat Sarmidi y Ehsan Hosseinidoust. "Forecasting of palm oil price in Malaysia using linear and nonlinear methods". En STATISTICS AND OPERATIONAL RESEARCH INTERNATIONAL CONFERENCE (SORIC 2013). AIP Publishing LLC, 2014. http://dx.doi.org/10.1063/1.4894340.
Texto completoHegland, Markus. "An Approximate Maximum a Posteriori Method with Gaussian Process Priors". En Proceedings of the International Statistics Workshop. WORLD SCIENTIFIC, 2006. http://dx.doi.org/10.1142/9789812772466_0020.
Texto completo