Literatura científica selecionada sobre o tema "Price variances"
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Artigos de revistas sobre o assunto "Price variances"
Heny Sidanti e 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, n.º 4 (23 de julho de 2021): 1357–66. http://dx.doi.org/10.46729/ijstm.v2i4.269.
Texto completo da fonteDuchin, Ran, e Moshe Levy. "Disagreement, Portfolio Optimization, and Excess Volatility". Journal of Financial and Quantitative Analysis 45, n.º 3 (31 de março de 2010): 623–40. http://dx.doi.org/10.1017/s0022109010000189.
Texto completo da fonteRahgozar, Reza, e 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, n.º 1 (30 de junho de 2015): 37–50. http://dx.doi.org/10.58886/jfi.v14i1.2288.
Texto completo da fonteBiałek, Jacek. "Basic Statistics of Jevons and Carli Indices under the GBM Price Model". Journal of Official Statistics 36, n.º 4 (1 de dezembro de 2020): 737–61. http://dx.doi.org/10.2478/jos-2020-0037.
Texto completo da fonteCHEN, Jieh-Haur, Chuan Fan ONG, Linzi ZHENG e Shu-Chien HSU. "FORECASTING SPATIAL DYNAMICS OF THE HOUSING MARKET USING SUPPORT VECTOR MACHINE". International Journal of Strategic Property Management 21, n.º 3 (11 de julho de 2017): 273–83. http://dx.doi.org/10.3846/1648715x.2016.1259190.
Texto completo da fonteFunke, Michael, Petar Mihaylovski e Adrian Wende. "Out of Sync Subnational Housing Markets and Macroprudential Policies in the UK". De Economist 169, n.º 4 (9 de outubro de 2021): 445–67. http://dx.doi.org/10.1007/s10645-021-09394-1.
Texto completo da fonteCore, John E., Wayne R. Guay e Robert E. Verrecchia. "Price versus Non-Price Performance Measures in Optimal CEO Compensation Contracts". Accounting Review 78, n.º 4 (1 de outubro de 2003): 957–81. http://dx.doi.org/10.2308/accr.2003.78.4.957.
Texto completo da fonteRahman, Sajjadur, e Apostolos Serletis. "THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS". Macroeconomic Dynamics 15, S3 (novembro de 2011): 437–71. http://dx.doi.org/10.1017/s1365100511000204.
Texto completo da fonteEkara, Kingsley E., e Anthony Usoro. "Fitting Alternative Autoregressive and Moving Average Models to Nigeria Crude Oil Prices". International Journal of Mathematics and Statistics Studies 12, n.º 1 (15 de janeiro de 2024): 1–13. http://dx.doi.org/10.37745/ijmss.13/vol12n1113.
Texto completo da fonteWang, Xingchun, Zhiwei Su e Guangli Xu. "THE VALUATION OF EXECUTIVE STOCK OPTIONS UNDER GARCH MODELS". Probability in the Engineering and Informational Sciences 32, n.º 3 (11 de agosto de 2017): 409–33. http://dx.doi.org/10.1017/s0269964817000316.
Texto completo da fonteTeses / dissertações sobre o assunto "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.
Texto completo da fonteNowadays, 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/.
Texto completo da fonteRaval, 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.
Texto completo da fonteDahlin, 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.
Texto completo da fonteDetta 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.
Texto completo da fonteThierbach, 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.
Texto completo da fonteRenfroe, Laura A. "The International iPad Index: Price Variants across Countries and Associated Population Factors". Scholarship @ Claremont, 2013. http://scholarship.claremont.edu/cmc_theses/731.
Texto completo da fonteLee, 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.
Texto completo da fontePark, 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.
Texto completo da fonteIssaka, 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.
Texto completo da fonteLivros sobre o assunto "Price variances"
Durlauf, Steven N. Bounds on the variances of specification errors in models with expectations. Cambridge, MA: National Bureau of Economic Research, 1989.
Encontre o texto completo da fonteCampbell, John Y. A variance decomposition for stock returns. London: LSE Financial Markets Group, 1990.
Encontre o texto completo da fonteCampbell, John Y. A variance decomposition for stock returns. Cambridge, MA: National Bureau of Economic Research, 1990.
Encontre o texto completo da fonteEngel, Charles. Some new variance bounds for asset prices. Cambridge, MA: National Bureau of Economic Research, 2004.
Encontre o texto completo da fonteGeert, Bekaert. Conditioning information and variance bounds on pricing kernels. Cambridge, MA: National Bureau of Economic Research, 1999.
Encontre o texto completo da fonteOomen, 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.
Encontre o texto completo da fonteCampbell, Sean D. A trend and variance decomposition of the rent-price ratio in housing markets. Washington, D.C: Federal Reserve Board, 2006.
Encontre o texto completo da fonteCopeland, Laurence S. Inflation, interest rate risk and the variance of common stock prices. Manchester: Manchester Business School, 1986.
Encontre o texto completo da fonteAllen, 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.
Encontre o texto completo da fonteEngle, R. F. Index-option pricing with stochastic volatility and the value of accurate variance forecasts. Cambridge, MA: National Bureau of Economic Research, 1993.
Encontre o texto completo da fonteCapítulos de livros sobre o assunto "Price variances"
Osborne, Martin J., e Ariel Rubinstein. "Monopoly". In Models in Microeconomic Theory, 89–102. 2a ed. Cambridge, UK: Open Book Publishers, 2023. http://dx.doi.org/10.11647/obp.0362.07.
Texto completo da fontePrivault, Nicolas, e Dichuan Yang. "Variance-GGC Asset Price Models and Their Sensitivity Analysis". In 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.
Texto completo da fonteDhankar, Raj S. "Variance Ratio Test, ARIMA Model and Stock Price Behaviour". In 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.
Texto completo da fonteLachapelle, J. M., e H. I. Maibach. "The Methodology of Prick Testing and Its Variants". In 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.
Texto completo da fonteFroeb, Luke M. "Log Spectral Analysis: Variance Components of Asset Prices". In 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.
Texto completo da fonteResta, Marina. "SOM Variants for the Simulation of Market Price Modeling". In Intelligent Systems Reference Library, 49–67. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-21440-5_4.
Texto completo da fonteLachapelle, Jean-Marie, e Howard I. Maibach. "Methodology of Open (Non-prick) Testing, Prick Testing, and Its Variants". In 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.
Texto completo da fonteLachapelle, Jean-Marie, e Howard I. Maibach. "Methodology of Open (Non-prick) Testing, Prick Testing, and Its Variants". In Patch Testing and Prick Testing, 177–91. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-27099-5_11.
Texto completo da fonteKalidindi, Amit Raja, Naga Sudhakar Ramisetty, Srikalpa Sankeerth Kruthiventi, Jayam Sri Harsha Srinivas e Lekshmi S. Nair. "Comparative Analysis of RNN Variants Performance in Stock Price Prediction". In 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.
Texto completo da fontePeng, Jin-Tang, e Chen-Fu Chien. "A Study of Variance of Locational Price in a Deregulated Generation Market". In 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.
Texto completo da fonteTrabalhos de conferências sobre o assunto "Price variances"
Melet, Arthur. "Post-Investment Reviews of Oil and Gas Projects: Methodology, Lessons Learnt, and Limitations". In Abu Dhabi International Petroleum Exhibition & Conference. SPE, 2021. http://dx.doi.org/10.2118/207601-ms.
Texto completo da fonteNissanka, Nipunika, e Tilanka Wijesinghe. "REGIONAL RELEVANCY OF THE CIDA PRICE INDICES UNDER THE RESTRICTIONS URGED BY THE COVID-19 PANDEMIC". In The SLIIT International Conference on Engineering and Technology 2022. Faculty of Engineering, SLIIT, 2022. http://dx.doi.org/10.54389/dcgt7296.
Texto completo da fonteQian, Li, e David Ben-Arieh. "Joint Pricing and Platform Configuration in Product Family Design With Genetic Algorithm". In ASME 2009 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2009. http://dx.doi.org/10.1115/detc2009-86110.
Texto completo da fonteTekin, Bilgehan, e 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". In International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02599.
Texto completo da fonteSuleman, Shafic, Godfred Kwaku Ennin, Omowumi Iledare e Constantine Kojo-Mawenena Kudzedzi. "Impact of Crude Oil Price Volatilities on Petroleum Revenue Collection and Allocation in Ghana". In SPE Nigeria Annual International Conference and Exhibition. SPE, 2023. http://dx.doi.org/10.2118/217257-ms.
Texto completo da fonteHarrant, Manuel, Thomas Nirmaier, Jerome Kirscher, Christoph Grimm e Georg Pelz. "Monte Carlo based post-silicon verification considering automotive application variances". In 2013 9th Conference on Ph.D. Research in Microelectronics and Electronics (PRIME). IEEE, 2013. http://dx.doi.org/10.1109/prime.2013.6603132.
Texto completo da fonteZyskowski, Matthew, e Quanyan Zhu. "Price and variance of anarchy in mean-variance cost density-shaping stochastic differential games". In 2013 IEEE 52nd Annual Conference on Decision and Control (CDC). IEEE, 2013. http://dx.doi.org/10.1109/cdc.2013.6760130.
Texto completo da fonteDias, Rui, Hortense Santos, Paulo Alexandre, Paula Heliodoro e Cristina Vasco. "RANDOM WALKS AND MARKET EFFICIENCY TESTS: EVIDENCE FOR US AND AFRICAN CAPITAL MARKETS". In 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.
Texto completo da fonteYaşar, Aysu, e Kenan Terzioğlu. "Long Memory in Exchange Rate Volatility". In International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02560.
Texto completo da fonteAntoniuk, Kateryna, e Filip Škultéty. "Modification of the of the Viper SD-4 braking system". In Práce a štúdie. University of Žilina, 2023. http://dx.doi.org/10.26552/pas.z.2023.1.02.
Texto completo da fonteRelatórios de organizações sobre o assunto "Price variances"
Dew-Becker, Ian, Stefano Giglio, Anh Le e Marius Rodriguez. The Price of Variance Risk. Cambridge, MA: National Bureau of Economic Research, maio de 2015. http://dx.doi.org/10.3386/w21182.
Texto completo da fonteGalindo, Arturo, e Victoria Nuguer. Fuel-Price Shocks and Inflation in Latin America and the Caribbean. Inter-American Development Bank, março de 2023. http://dx.doi.org/10.18235/0004724.
Texto completo da fonteCochrane, John. Explaining the Variance of Price Dividend Ratios. Cambridge, MA: National Bureau of Economic Research, novembro de 1989. http://dx.doi.org/10.3386/w3157.
Texto completo da fonteEngel, Charles. Some New Variance Bounds for Asset Prices. Cambridge, MA: National Bureau of Economic Research, dezembro de 2004. http://dx.doi.org/10.3386/w10981.
Texto completo da fonteBeckman, Jayson, e Thomas Hertel. Validating Energy-Oriented CGE Models. GTAP Working Paper, fevereiro de 2009. http://dx.doi.org/10.21642/gtap.wp54.
Texto completo da fonteJamilov, Rustam, Hélène Rey e Ahmed Tahoun. The Anatomy of Cyber Risk. Institute for New Economic Thinking Working Paper Series, maio de 2023. http://dx.doi.org/10.36687/inetwp206.
Texto completo da fonteMissbach, Leonard, Jan Christoph Steckel e Adrien Vogt-Schilb. Cash transfers in the context of carbon pricing reforms in Latin America and the Caribbean. Inter-American Development Bank, novembro de 2022. http://dx.doi.org/10.18235/0004568.
Texto completo da fonteFernandez, Andres, Andres Gonzalez e Diego Rodriguez. Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies. Inter-American Development Bank, dezembro de 2015. http://dx.doi.org/10.18235/0011716.
Texto completo da fonteMonetary Policy Report - January 2022. Banco de la República, março de 2022. http://dx.doi.org/10.32468/inf-pol-mont-eng.tr1-2022.
Texto completo da fonteAsian Development Outlook 2021 Update: Transforming Agriculture in Asia. Asian Development Bank, setembro de 2021. http://dx.doi.org/10.22617/fls210352-3.
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