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Artykuły w czasopismach na temat "Price variances"
Heny Sidanti i Annisa Istikhomah. "The Effect Of Stock Price, Share Return, Share Trading Volume, And Return Variant On Bid-Ask Spread On Textile And Garment Companies Listed On The Indonesia Stock Exchange, 2019-2020". International Journal of Science, Technology & Management 2, nr 4 (23.07.2021): 1357–66. http://dx.doi.org/10.46729/ijstm.v2i4.269.
Pełny tekst źródłaDuchin, Ran, i Moshe Levy. "Disagreement, Portfolio Optimization, and Excess Volatility". Journal of Financial and Quantitative Analysis 45, nr 3 (31.03.2010): 623–40. http://dx.doi.org/10.1017/s0022109010000189.
Pełny tekst źródłaRahgozar, Reza, i Mary Tichich. "Changes in Financial Variables and Altman’s Z Score on Stock Price: Consideration of Firm Size and Market Risk". Journal of Finance Issues 14, nr 1 (30.06.2015): 37–50. http://dx.doi.org/10.58886/jfi.v14i1.2288.
Pełny tekst źródłaBiałek, Jacek. "Basic Statistics of Jevons and Carli Indices under the GBM Price Model". Journal of Official Statistics 36, nr 4 (1.12.2020): 737–61. http://dx.doi.org/10.2478/jos-2020-0037.
Pełny tekst źródłaCHEN, Jieh-Haur, Chuan Fan ONG, Linzi ZHENG i Shu-Chien HSU. "FORECASTING SPATIAL DYNAMICS OF THE HOUSING MARKET USING SUPPORT VECTOR MACHINE". International Journal of Strategic Property Management 21, nr 3 (11.07.2017): 273–83. http://dx.doi.org/10.3846/1648715x.2016.1259190.
Pełny tekst źródłaFunke, Michael, Petar Mihaylovski i Adrian Wende. "Out of Sync Subnational Housing Markets and Macroprudential Policies in the UK". De Economist 169, nr 4 (9.10.2021): 445–67. http://dx.doi.org/10.1007/s10645-021-09394-1.
Pełny tekst źródłaCore, John E., Wayne R. Guay i Robert E. Verrecchia. "Price versus Non-Price Performance Measures in Optimal CEO Compensation Contracts". Accounting Review 78, nr 4 (1.10.2003): 957–81. http://dx.doi.org/10.2308/accr.2003.78.4.957.
Pełny tekst źródłaRahman, Sajjadur, i Apostolos Serletis. "THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS". Macroeconomic Dynamics 15, S3 (listopad 2011): 437–71. http://dx.doi.org/10.1017/s1365100511000204.
Pełny tekst źródłaEkara, Kingsley E., i Anthony Usoro. "Fitting Alternative Autoregressive and Moving Average Models to Nigeria Crude Oil Prices". International Journal of Mathematics and Statistics Studies 12, nr 1 (15.01.2024): 1–13. http://dx.doi.org/10.37745/ijmss.13/vol12n1113.
Pełny tekst źródłaWang, Xingchun, Zhiwei Su i Guangli Xu. "THE VALUATION OF EXECUTIVE STOCK OPTIONS UNDER GARCH MODELS". Probability in the Engineering and Informational Sciences 32, nr 3 (11.08.2017): 409–33. http://dx.doi.org/10.1017/s0269964817000316.
Pełny tekst źródłaRozprawy doktorskie na temat "Price variances"
Vù, Thi Minh Hàng. "Analysing the influence of revenue management characteristics on customers' price fairness perception, price acceptance and switching intention in the service industry". Electronic Thesis or Diss., Aix-Marseille, 2022. http://theses.univ-amu.fr.lama.univ-amu.fr/220120_VU_905yeynbv422j202mdju405xmo_TH.pdf.
Pełny tekst źródłaNowadays, Revenue Management (RM) has been applied widely across industries around the world to maximize the short-term revenue and profit of firms. However, the effect of this pricing strategy on the long-term revenue and profit remains unanswered. In the investigation of the RM practice which discriminates prices for the same customer over time, to contribute to filling the gap in the pricing literature, the present study, firstly, aimed to illuminate the links between customer perception and consequent behavioural responses which are directly associated with the long-term profit of firms, including Price fairness perception, Price acceptance, and Switching intention. Secondly, the present study elucidated how three typical price variance characteristics caused by the RM practice (Intensity, Speed, and Regularity) influence customers’ Price fairness perception, Price acceptance, and Switching intention. Thirdly, whether Type of price variance (a price increase or a price decrease) moderates the influences of the Intensity, Speed, and Regularity on the three customers’ perception and reactions was also discovered in this study. Findings of the current study not only provided the detailed answers for the three research objectives, but also shed light on the interaction effects of Intensity, Speed, and Regularity on customers’ perception and reactions. Theoretical contributions of the research findings were discussed, followed by the managerial suggestions to establish a more efficient RM pricing Strategy for sustainable financial development in the long term, and recommendations for future research
Zhao, Xiaolu. "Essays on financial econometrics : variance and covariance estimation using price durations". Thesis, Lancaster University, 2017. http://eprints.lancs.ac.uk/89003/.
Pełny tekst źródłaRaval, Vimal. "Arbitrage bounds for prices of options on realised variance". Thesis, Imperial College London, 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.529358.
Pełny tekst źródłaDahlin, Alexander. "The Price Dynamics of Regional Family Houses in Sweden : Ripple Effect or Not?" Thesis, KTH, Fastigheter och byggande, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254836.
Pełny tekst źródłaDetta examensarbete ligger till grund av den tidigare studien Prices on the Second-handMarket for Swedish Family Houses av Lennart Berg, nationalekonom och professor emerituspå Uppsala Universitet, 2002. Denna studie har som mål att finna de inter-och intraregionala pris förhållanden i Sverige på den inhemska andrahandsmarknaden för en-och tvåfamiljhus. Med hjälp av ekonometriska analyser har fastighetsprisindex använts i rapportenmellan år 1990:1 till 2018:4 för samtliga regioner i landet enligt indelning av NUTS 2.Denna uppsats skattar de regionala prisförändringar för en-och två familjehus därindikationer tyder på att Stockholms län verkar vara prisledande i relation till alla andraregioner och storstadsområden i Sverige. Därutöver, visar det sig att huvudstaden harkointegrerande samband med resten av landets regioner dock ej tvärtom. Simuleradeekonomiska chocker på Stockholms län visar att att Stor-Göteborg, Västsverige och Stor-Malmö är påverkade samtidigt med hänsyn till tid följd av de resterande regionerna med ettvisst lag. Detta kan tyda på att Stockholms regionala utveckling samt prispåverkan lederprisutvecklingen i landet.
Holt, Andrew James. "On computing discrete logarithms : large prime(s) variants". Thesis, University of Bath, 2003. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.425879.
Pełny tekst źródłaThierbach, Frank. "Mean variance hedging in the presence of additionally observed market prices /". Aachen : Shaker, 2003. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=010527019&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.
Pełny tekst źródłaRenfroe, Laura A. "The International iPad Index: Price Variants across Countries and Associated Population Factors". Scholarship @ Claremont, 2013. http://scholarship.claremont.edu/cmc_theses/731.
Pełny tekst źródłaLee, Mou Chin. "An empirical test of variance gamma options pricing model on Hang Seng index options". HKBU Institutional Repository, 2000. http://repository.hkbu.edu.hk/etd_ra/263.
Pełny tekst źródłaPark, Sungwook. "Three essays on long run movements of real exchange rates". Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1180465881.
Pełny tekst źródłaIssaka, Aziz. "Analysis of Variance Based Financial Instruments and Transition Probability Densities Swaps, Price Indices, and Asymptotic Expansions". Diss., North Dakota State University, 2018. https://hdl.handle.net/10365/31742.
Pełny tekst źródłaKsiążki na temat "Price variances"
Durlauf, Steven N. Bounds on the variances of specification errors in models with expectations. Cambridge, MA: National Bureau of Economic Research, 1989.
Znajdź pełny tekst źródłaCampbell, John Y. A variance decomposition for stock returns. London: LSE Financial Markets Group, 1990.
Znajdź pełny tekst źródłaCampbell, John Y. A variance decomposition for stock returns. Cambridge, MA: National Bureau of Economic Research, 1990.
Znajdź pełny tekst źródłaEngel, Charles. Some new variance bounds for asset prices. Cambridge, MA: National Bureau of Economic Research, 2004.
Znajdź pełny tekst źródłaGeert, Bekaert. Conditioning information and variance bounds on pricing kernels. Cambridge, MA: National Bureau of Economic Research, 1999.
Znajdź pełny tekst źródłaOomen, 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.
Znajdź pełny tekst źródłaCampbell, Sean D. A trend and variance decomposition of the rent-price ratio in housing markets. Washington, D.C: Federal Reserve Board, 2006.
Znajdź pełny tekst źródłaCopeland, Laurence S. Inflation, interest rate risk and the variance of common stock prices. Manchester: Manchester Business School, 1986.
Znajdź pełny tekst źródłaAllen, 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.
Znajdź pełny tekst źródłaEngle, R. F. Index-option pricing with stochastic volatility and the value of accurate variance forecasts. Cambridge, MA: National Bureau of Economic Research, 1993.
Znajdź pełny tekst źródłaCzęści książek na temat "Price variances"
Osborne, Martin J., i Ariel Rubinstein. "Monopoly". W Models in Microeconomic Theory, 89–102. Wyd. 2. Cambridge, UK: Open Book Publishers, 2023. http://dx.doi.org/10.11647/obp.0362.07.
Pełny tekst źródłaPrivault, Nicolas, i Dichuan Yang. "Variance-GGC Asset Price Models and Their Sensitivity Analysis". W Statistical Methods and Applications in Insurance and Finance, 81–101. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-30417-5_3.
Pełny tekst źródłaDhankar, Raj S. "Variance Ratio Test, ARIMA Model and Stock Price Behaviour". W India Studies in Business and Economics, 95–112. New Delhi: Springer India, 2019. http://dx.doi.org/10.1007/978-81-322-3950-5_6.
Pełny tekst źródłaLachapelle, J. M., i H. I. Maibach. "The Methodology of Prick Testing and Its Variants". W Patch Testing and Prick Testing, 149–62. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-662-09215-6_11.
Pełny tekst źródłaFroeb, Luke M. "Log Spectral Analysis: Variance Components of Asset Prices". W Computational Economics and Finance, 305–29. New York, NY: Springer New York, 1996. http://dx.doi.org/10.1007/978-1-4612-2340-5_13.
Pełny tekst źródłaResta, Marina. "SOM Variants for the Simulation of Market Price Modeling". W Intelligent Systems Reference Library, 49–67. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-21440-5_4.
Pełny tekst źródłaLachapelle, Jean-Marie, i Howard I. Maibach. "Methodology of Open (Non-prick) Testing, Prick Testing, and Its Variants". W Patch Testing and Prick Testing, 159–70. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-25492-5_11.
Pełny tekst źródłaLachapelle, Jean-Marie, i Howard I. Maibach. "Methodology of Open (Non-prick) Testing, Prick Testing, and Its Variants". W Patch Testing and Prick Testing, 177–91. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-27099-5_11.
Pełny tekst źródłaKalidindi, Amit Raja, Naga Sudhakar Ramisetty, Srikalpa Sankeerth Kruthiventi, Jayam Sri Harsha Srinivas i Lekshmi S. Nair. "Comparative Analysis of RNN Variants Performance in Stock Price Prediction". W Advances in Intelligent Systems and Computing, 779–95. Singapore: Springer Nature Singapore, 2023. http://dx.doi.org/10.1007/978-981-19-5443-6_59.
Pełny tekst źródłaPeng, Jin-Tang, i Chen-Fu Chien. "A Study of Variance of Locational Price in a Deregulated Generation Market". W Multi-Objective Programming and Goal Programming, 383–88. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-540-36510-5_55.
Pełny tekst źródłaStreszczenia konferencji na temat "Price variances"
Melet, Arthur. "Post-Investment Reviews of Oil and Gas Projects: Methodology, Lessons Learnt, and Limitations". W Abu Dhabi International Petroleum Exhibition & Conference. SPE, 2021. http://dx.doi.org/10.2118/207601-ms.
Pełny tekst źródłaNissanka, Nipunika, i Tilanka Wijesinghe. "REGIONAL RELEVANCY OF THE CIDA PRICE INDICES UNDER THE RESTRICTIONS URGED BY THE COVID-19 PANDEMIC". W The SLIIT International Conference on Engineering and Technology 2022. Faculty of Engineering, SLIIT, 2022. http://dx.doi.org/10.54389/dcgt7296.
Pełny tekst źródłaQian, Li, i David Ben-Arieh. "Joint Pricing and Platform Configuration in Product Family Design With Genetic Algorithm". W ASME 2009 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2009. http://dx.doi.org/10.1115/detc2009-86110.
Pełny tekst źródłaTekin, Bilgehan, i Seda Nur Bastak. "The Relationship of Stock Prices and Stock Market Performance Ratios in Companies Trading on Borsa Istanbul: An Application in Companies with the Highest Trading Volume". W International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02599.
Pełny tekst źródłaSuleman, Shafic, Godfred Kwaku Ennin, Omowumi Iledare i Constantine Kojo-Mawenena Kudzedzi. "Impact of Crude Oil Price Volatilities on Petroleum Revenue Collection and Allocation in Ghana". W SPE Nigeria Annual International Conference and Exhibition. SPE, 2023. http://dx.doi.org/10.2118/217257-ms.
Pełny tekst źródłaHarrant, Manuel, Thomas Nirmaier, Jerome Kirscher, Christoph Grimm i Georg Pelz. "Monte Carlo based post-silicon verification considering automotive application variances". W 2013 9th Conference on Ph.D. Research in Microelectronics and Electronics (PRIME). IEEE, 2013. http://dx.doi.org/10.1109/prime.2013.6603132.
Pełny tekst źródłaZyskowski, Matthew, i Quanyan Zhu. "Price and variance of anarchy in mean-variance cost density-shaping stochastic differential games". W 2013 IEEE 52nd Annual Conference on Decision and Control (CDC). IEEE, 2013. http://dx.doi.org/10.1109/cdc.2013.6760130.
Pełny tekst źródłaDias, Rui, Hortense Santos, Paulo Alexandre, Paula Heliodoro i Cristina Vasco. "RANDOM WALKS AND MARKET EFFICIENCY TESTS: EVIDENCE FOR US AND AFRICAN CAPITAL MARKETS". W 5th International Scientific Conference – EMAN 2021 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/eman.s.p.2021.17.
Pełny tekst źródłaYaşar, Aysu, i Kenan Terzioğlu. "Long Memory in Exchange Rate Volatility". W International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02560.
Pełny tekst źródłaAntoniuk, Kateryna, i Filip Škultéty. "Modification of the of the Viper SD-4 braking system". W Práce a štúdie. University of Žilina, 2023. http://dx.doi.org/10.26552/pas.z.2023.1.02.
Pełny tekst źródłaRaporty organizacyjne na temat "Price variances"
Dew-Becker, Ian, Stefano Giglio, Anh Le i Marius Rodriguez. The Price of Variance Risk. Cambridge, MA: National Bureau of Economic Research, maj 2015. http://dx.doi.org/10.3386/w21182.
Pełny tekst źródłaGalindo, Arturo, i Victoria Nuguer. Fuel-Price Shocks and Inflation in Latin America and the Caribbean. Inter-American Development Bank, marzec 2023. http://dx.doi.org/10.18235/0004724.
Pełny tekst źródłaCochrane, John. Explaining the Variance of Price Dividend Ratios. Cambridge, MA: National Bureau of Economic Research, listopad 1989. http://dx.doi.org/10.3386/w3157.
Pełny tekst źródłaEngel, Charles. Some New Variance Bounds for Asset Prices. Cambridge, MA: National Bureau of Economic Research, grudzień 2004. http://dx.doi.org/10.3386/w10981.
Pełny tekst źródłaBeckman, Jayson, i Thomas Hertel. Validating Energy-Oriented CGE Models. GTAP Working Paper, luty 2009. http://dx.doi.org/10.21642/gtap.wp54.
Pełny tekst źródłaJamilov, Rustam, Hélène Rey i Ahmed Tahoun. The Anatomy of Cyber Risk. Institute for New Economic Thinking Working Paper Series, maj 2023. http://dx.doi.org/10.36687/inetwp206.
Pełny tekst źródłaMissbach, Leonard, Jan Christoph Steckel i Adrien Vogt-Schilb. Cash transfers in the context of carbon pricing reforms in Latin America and the Caribbean. Inter-American Development Bank, listopad 2022. http://dx.doi.org/10.18235/0004568.
Pełny tekst źródłaFernandez, Andres, Andres Gonzalez i Diego Rodriguez. Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies. Inter-American Development Bank, grudzień 2015. http://dx.doi.org/10.18235/0011716.
Pełny tekst źródłaMonetary Policy Report - January 2022. Banco de la República, marzec 2022. http://dx.doi.org/10.32468/inf-pol-mont-eng.tr1-2022.
Pełny tekst źródłaAsian Development Outlook 2021 Update: Transforming Agriculture in Asia. Asian Development Bank, wrzesień 2021. http://dx.doi.org/10.22617/fls210352-3.
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