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Artykuły w czasopismach na temat "Vector prices"
Rifin, A., i D. Nauly. "Vector error correction model relationship between three vegetable oil products". IOP Conference Series: Earth and Environmental Science 892, nr 1 (1.11.2021): 012062. http://dx.doi.org/10.1088/1755-1315/892/1/012062.
Pełny tekst źródłaTunang, Yulin, Tohap Manurung i Nelson Nainggolan. "Penerapan Model Vector Autoregressive (VAR) untuk Memprediksi Harga Cengkeh, Kopra dan Pala di Sulawesi Utara". d'CARTESIAN 8, nr 2 (25.07.2019): 100. http://dx.doi.org/10.35799/dc.8.2.2019.23967.
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 źródłaPrasada, I. made Yoga, Moh Wahyudi Priyanto i Yahya Shafiyuddin Hilmi. "KETAHANAN PANGAN PENDUDUK DI PULAU JAWA: PENDEKATAN VECTOR ERROR CORRECTION MODEL". Agrisocionomics: Jurnal Sosial Ekonomi Pertanian 4, nr 1 (27.05.2020): 85–95. http://dx.doi.org/10.14710/agrisocionomics.v4i1.5560.
Pełny tekst źródłaUsman, Mustofa, M. Komarudin, Nurhanurawati Nurhanurawati, Edwin Russel, Wamiliana Wamiliana i Faiz A. M. Elfaki. "Analysis Forecasting of Gasoline Prices in Some ASEAN Countries by Using State Space Representation on Vector Autoregressive Model". International Journal of Energy Economics and Policy 13, nr 6 (10.11.2023): 194–202. http://dx.doi.org/10.32479/ijeep.14893.
Pełny tekst źródłaAli, Mostafa, Gang Sun i Mohammed Ali Arshad Chowdhury. "Dynamic Interaction Between Macroeconomic Fundamentals and Stock Prices in Bangladesh". Indonesian Journal of Management and Business Economics 1, nr 1 (26.01.2018): 66. http://dx.doi.org/10.32455/ijmbe.v1i1.53.
Pełny tekst źródłaRoman, Monika, Aleksandra Górecka i Joanna Domagała. "The Linkages between Crude Oil and Food Prices". Energies 13, nr 24 (11.12.2020): 6545. http://dx.doi.org/10.3390/en13246545.
Pełny tekst źródłaPai, Ping-Feng, i Wen-Chang Wang. "Using Machine Learning Models and Actual Transaction Data for Predicting Real Estate Prices". Applied Sciences 10, nr 17 (23.08.2020): 5832. http://dx.doi.org/10.3390/app10175832.
Pełny tekst źródłaBaranowski, Paweł, i Aleksandra Hałka. "Inflacja importowana w Polsce". Wiadomości Statystyczne. The Polish Statistician 2012, nr 8 (28.08.2012): 44–54. http://dx.doi.org/10.59139/ws.2012.08.3.
Pełny tekst źródłaAlgahtani, Goblan J. "The Effect of Oil Price Shocks on Economic Activity in Saudi Arabia: Econometric Approach". International Journal of Business and Management 11, nr 8 (20.07.2016): 124. http://dx.doi.org/10.5539/ijbm.v11n8p124.
Pełny tekst źródłaRozprawy doktorskie na temat "Vector prices"
Sjödin, Wågberg Anton. "Prices on electricity and the prices on stocks : -A Vector autoregressive approach". Thesis, Umeå universitet, Nationalekonomi, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-153448.
Pełny tekst źródłaBethapudi, Daniel Naveen. "Dynamic interactions between electricity prices and the regional economy". Texas A&M University, 2003. http://hdl.handle.net/1969.1/2275.
Pełny tekst źródłaDongo, Kouadio Kouman. "Forecasting the Chinese Futures Markets Prices of Soy Bean and Green Bean Commodities". Digital Archive @ GSU, 2007. http://digitalarchive.gsu.edu/math_theses/23.
Pełny tekst źródłaÅngman, Josefin. "What is driving house prices in Stockholm?" Thesis, Stockholms universitet, Nationalekonomiska institutionen, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-130692.
Pełny tekst źródłaWong, Kin-man, i 黃健文. "A vector autoregression (VAR) model of housing starts and housing price in Hong Kong". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hdl.handle.net/10722/194603.
Pełny tekst źródłapublished_or_final_version
Real Estate and Construction
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Master of Philosophy
Persson, Rickard. "The short and long-term interdependencies between stock prices and dividends: A panel vector error correction approach". Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-255666.
Pełny tekst źródłaFischer, Manfred M., Florian Huber, Michael Pfarrhofer i Petra Staufer-Steinnocher. "The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions". WU Vienna University of Economics and Business, 2018. http://epub.wu.ac.at/6065/1/2018%2D02%2D16_housing_favar_final.pdf.
Pełny tekst źródłaSeries: Working Papers in Regional Science
Borén, Christofer, i Felix Ewert. "Assessing the Effect of the Riksbank Repo Rate on National Output and Price Level in Sweden : Focusing on Employment and Housing Prices". Thesis, KTH, Matematisk statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-228969.
Pełny tekst źródłaDet finns ingen allmänt vedertagen modell som beskriver olika penningpolitiska instruments påverkan på ekonomin. Under 2011-2017 har Sveriges inflationstakt legat under 2-procentsmålet vilket har fått Riksbanken att vidta åtgärder i syfte att stimulera inflationen. Fram till maj 2018 har upprepade sänkningar av reporäntan genomförts och den ligger i dagsläget på 0:50% vilket är den lägsta nivån någonsin. Då inflationstakten inte nått målet samtidigt som bostadsmarknaden har upplevt kraftig tillväxt och nylig nedgång uppstår frågan gällande vilken effekt som reporäntan utlovar på diverse makroekonomiska mått. I denna rapport genomförs en statistisk tidsserieanalys med en vektorautoregression och impuls-responserna studeras. En modell med 7 ekonomiska variabler skapas för att specifikt studera effekten av reporäntan på sysselsättning och bostadspriser. Resultaten visar att rationella förväntningar finns i ekonomin. Vidare visar resultaten att reporäntan influerar inflationspåverkade variabler omgående, med maximal påverkan inom det första året efter chocken. Å andra sidan påverkas volymbaserade variabler som justeras för inflation maximalt först efter en fördröjning på 6 till 7 kvartal. Sysselsättningen upplever störst negativ påverkan från en reporäntechock efter 7 kvartal motsvarande 0.317 standardavvikelser per standardavvikelse i chocken. Bostadspriser upplever störst negativ påverkan från en reporäntechock efter 4 kvartal motsvarande 0.209 standardavvikelser per standardavvikelse i chocken.
Rostami, Jako, i Fredrik Hansson. "Time Series Forecasting of House Prices: An evaluation of a Support Vector Machine and a Recurrent Neural Network with LSTM cells". Thesis, Uppsala universitet, Statistiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-385823.
Pełny tekst źródłaTao, Juan. "A re-examination of the relationship between FTSE100 index and futures prices". Thesis, Loughborough University, 2008. https://dspace.lboro.ac.uk/2134/8071.
Pełny tekst źródłaKsiążki na temat "Vector prices"
Howlett, Derval. Money, credit and prices: A VAR analysis. Dublin: Research and Publications Department, Central Bank of Ireland, 1994.
Znajdź pełny tekst źródłaElitzak, Howard. Quarterly forecasting of meat retail prices: A vector autoregression approach. [Washington, DC]: U.S. Dept of Agriculture, Economic Research Service, Commodity Economics Division, 1989.
Znajdź pełny tekst źródłaEckstein, Zvi. Agricultural supply response using vector autoregressions (VAR) with panel data: Some evidence from India. [Tel Aviv]: David Horowitz Institute for the Research of Developing Countries, Tel-Aviv University, 1985.
Znajdź pełny tekst źródłaAng, Andrew. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables. Cambridge, MA: National Bureau of Economic Research, 2001.
Znajdź pełny tekst źródłaBeltratti, Andrea. Asset prices and persistence in fundamentals: A vector arma estimation of expectations theories for stocks and bonds. London: LSE Financial Markets Group, 1991.
Znajdź pełny tekst źródłaBidard, Christian. Monotonic movement of price vectors. Manchester: Department of Economics and Economic History, Manchester Metropolitan University, 1994.
Znajdź pełny tekst źródłaSalvatore, R. A. Vector Prime. New York: Random House Publishing Group, 2003.
Znajdź pełny tekst źródłaSalvatore, R. A. Star Wars: Vector Prime: The New Jedi Order #1. New York: Ballantine Pub. Group, 1999.
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 źródłaCzęści książek na temat "Vector prices"
Mokhtarzadeh, Fatemeh. "A global vector autoregression model for softwood lumber trade." W International trade in forest products: lumber trade disputes, models and examples, 174–93. Wallingford: CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0174.
Pełny tekst źródłaMokhtarzadeh, Fatemeh. "A global vector autoregression model for softwood lumber trade." W International trade in forest products: lumber trade disputes, models and examples, 174–93. Wallingford: CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0008.
Pełny tekst źródłaChiroma, Haruna, Sameem Abdul-Kareem, Adamau Abubakar, Akram M. Zeki i Mohammed Joda Usman. "Orthogonal Wavelet Support Vector Machine for Predicting Crude Oil Prices". W Lecture Notes in Electrical Engineering, 193–201. Singapore: Springer Singapore, 2013. http://dx.doi.org/10.1007/978-981-4585-18-7_23.
Pełny tekst źródłaAnnas, Suwardi, Zulkifli Rais, Aswi Aswi, Indrayasaro i Nurfajriani. "Implementation of Support Vector Regression (SVR) Analysis in Predicting Gold Prices in Indonesia". W Advances in Computer Science Research, 97–107. Dordrecht: Atlantis Press International BV, 2023. http://dx.doi.org/10.2991/978-94-6463-332-0_12.
Pełny tekst źródłaXiao-lin, Zhou, i Wu Hai-wei. "Crude Oil Prices Predictive Model Based on Support Vector Machine and Particle Swarm Optimization". W Advances in Intelligent and Soft Computing, 645–50. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-29455-6_89.
Pełny tekst źródłaÖstermark, Ralf. "Modeling Cointegrated Processes by a Vector-Valued State Space Algorithm — Evidence on The Impact of Japanese Stock Prices on The Finnish Derivatives Market". W Applications of Computer Aided Time Series Modeling, 141–79. New York, NY: Springer New York, 1997. http://dx.doi.org/10.1007/978-1-4612-2252-1_7.
Pełny tekst źródłaCampbell, Geoffrey B. "Euler Products Over Primes and New VPV Formulas". W Vector Partitions, Visible Points and Ramanujan Functions, 485–90. Boca Raton: Chapman and Hall/CRC, 2024. http://dx.doi.org/10.1201/9781003174158-30.
Pełny tekst źródłaNapolitano, Jim. "Vectors and Matrices". W A Mathematica Primer for Physicists, 71–86. Boca Raton, FL : CRC Press, Taylor & Francis Group, [2018] |: CRC Press, 2018. http://dx.doi.org/10.1201/b21981-6.
Pełny tekst źródłaShiller, Robert J. "Price-Conditional Vector Autoregressions and Theories of Stock Price Determination". W A Reappraisal of the Efficiency of Financial Markets, 409–29. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-642-74741-0_24.
Pełny tekst źródłaR., Abirami, i Vijaya M.S. "Stock Price Prediction Using Support Vector Regression". W Communications in Computer and Information Science, 588–97. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-29219-4_67.
Pełny tekst źródłaStreszczenia konferencji na temat "Vector prices"
Tören, Evrim. "The Impact of Stock Prices on Consumption and Interest Rate in Turkey: Evidence from a Time Varying Vector Autoregressive Model". W International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.01142.
Pełny tekst źródłaSantana, Everton, Saulo Mastelini i Sylvio Jr. "Deep Regressor Stacking for Air Ticket Prices Prediction". W XIII Simpósio Brasileiro de Sistemas de Informação. Sociedade Brasileira de Computação, 2017. http://dx.doi.org/10.5753/sbsi.2017.6022.
Pełny tekst źródłaStepovaya, A. Y., i N. A. Babkina. "ANALISIS OF PRICES OF GOODS OF THE COMPANY "PROCTER&GAMBLE" ON THE INTERNET PLATFORMS OF RUSSIA AND CHINA". W RUSSIA AND CHINA: A VECTOR OF DEVELOPMENT. Amur State University, 2019. http://dx.doi.org/10.22250/rc.2019.1.46.
Pełny tekst źródłaİzgi, Mehmet Tevfik, Faig Mammadov i Oğuzhan Özçelebi. "The Impact of Agricultural Price Inflation on Food Security: An Analysis of Countries Surrounding the Black Sea". W International Conference on Eurasian Economies. Eurasian Economists Association, 2023. http://dx.doi.org/10.36880/c15.02806.
Pełny tekst źródłaSroka, Lukasz. "APPLYING OF RANDOM FOREST AND SUPPORT VECTOR MACHINE IN PREDICTING PRICES OF URANIUM COMPANIES". W 10th SWS International Scientific Conferences on SOCIAL SCIENCES - ISCSS 2023. SGEM WORLD SCIENCE, 2023. http://dx.doi.org/10.35603/sws.iscss.2023/s03.14.
Pełny tekst źródłaBal, Harun, Mehmet Demiral i Filiz Yetiz. "Exchange Rate Pass-Through to Domestic Prices: Evidence from OECD Countries". W International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01951.
Pełny tekst źródłaPongiannan, R. K., Swetanshu Agrawal, Samudra Banerjee, R. Brindha, Richard Pravin A i Franklin J. "Predicting Average Tomato Prices Using Support Vector Machine with Polynomial Features". W 2023 International Conference on System, Computation, Automation and Networking (ICSCAN). IEEE, 2023. http://dx.doi.org/10.1109/icscan58655.2023.10394972.
Pełny tekst źródłaHu, T., C. Chen i H. Wei. "A Novel Methodology for Forecasting Petrochemical Product Prices in East China Market by Applying ARIMAX Time Series and Machine Learning Models". W International Petroleum Technology Conference. IPTC, 2024. http://dx.doi.org/10.2523/iptc-23114-ms.
Pełny tekst źródłaTören, Evrim, i Mehmet Balcılar. "Fiscal Policy Shocks and the Dynamics of Asset Prices in Turkey". W International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01285.
Pełny tekst źródłaNainggolan, Nelson, Hanny A. H. Komalig i Tohap Manurung. "Vector autoregressive time series model in predicting food prices in Manado city". W THE 2ND INTERNATIONAL CONFERENCE ON NATURAL SCIENCES, MATHEMATICS, APPLICATIONS, RESEARCH, AND TECHNOLOGY (ICON-SMART 2021): Materials Science and Bioinformatics for Medical, Food, and Marine Industries. AIP Publishing, 2023. http://dx.doi.org/10.1063/5.0119696.
Pełny tekst źródłaRaporty organizacyjne na temat "Vector prices"
Galindo, 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 źródłaMoran, Kevin, Dalibor Stevanovic i Stéphane Surprenant. Risk Scenarios and Macroeconomic Forecasts. CIRANO, maj 2024. http://dx.doi.org/10.54932/dcxi8467.
Pełny tekst źródłaDassanayake, Wajira, Xiaoming Li i Klaus Buhr. A Revisit of Price Discovery Dynamics Across Australia and New Zealand. Unitec ePress, sierpień 2015. http://dx.doi.org/10.34074/rsrp.039.
Pełny tekst źródłaDassanayake, Wajira, Xiaoming Li i Klaus Buhr. A Revisit of Price Discovery Dynamics Across Australia and New Zealand. Unitec ePress, sierpień 2015. http://dx.doi.org/10.34074/rsrp.039.
Pełny tekst źródłaRead, Matthew. Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions. Reserve Bank of Australia, styczeń 2023. http://dx.doi.org/10.47688/rdp2022-09.
Pełny tekst źródłaKhadan, Jeetendra. An Econometric Analysis of Energy Revenue and Government Expenditure Shocks on Economic Growth in Trinidad and Tobago. Inter-American Development Bank, grudzień 2016. http://dx.doi.org/10.18235/0011776.
Pełny tekst źródłaAgudelo, Johana, Yolima Reyes, Leslie Bruzón, Viviana Flórez, Zulibeth Flórez, José Bonivento, José Luis Daza i in. Primer caso identificado de leishmaniasis visceral en el municipio de Hatonuevo, La Guajira, 2018. Instituto Nacional de Salud, kwiecień 2020. http://dx.doi.org/10.33610/01229907.2020v2n1a4.
Pełny tekst źródłaBaluga, Anthony, i Masato Nakane. Maldives Macroeconomic Forecasting:. Asian Development Bank, grudzień 2020. http://dx.doi.org/10.22617/wps200431-2.
Pełny tekst źródłaAmbaw, Dessie, Madhavi Pundit, Arief Ramayandi i Nicholas Sim. Real Exchange Rate Misalignment and Business Cycle Fluctuations in Asia and the Pacific. Asian Development Bank, marzec 2022. http://dx.doi.org/10.22617/wps220066-2.
Pełny tekst źródłaMawassi, Munir, Baozhong Meng i Lorne Stobbs. Development of Virus Induced Gene Silencing Tools for Functional Genomics in Grapevine. United States Department of Agriculture, lipiec 2013. http://dx.doi.org/10.32747/2013.7613887.bard.
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