Livros sobre o tema "Price variances"
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Veja os 28 melhores livros para estudos sobre o assunto "Price variances".
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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 fonteCheung, 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.
Encontre o texto completo da fonteHolland, Stephen P. Is real-time pricing green?: The environmental impacts of electricity demand variance. Cambridge, Mass: National Bureau of Economic Research, 2007.
Encontre o texto completo da fonteNoh, Jaesun. A test of efficiency for the S&P 500 index option market using variance forecasts. Cambridge, Mass: National Bureau of Economic Research, 1993.
Encontre o texto completo da fonteG, 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.
Encontre o texto completo da fonteFrançois, 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.
Encontre o texto completo da fonteRichardson, Matthew. Drawing inferences from statistics based on multi-year asset returns. Cambridge, MA: National Bureau of Economic Research, 1990.
Encontre o texto completo da fonteCampbell, John Y. Measuring the persistence of expected returns. Cambridge, MA: National Bureau of Economic Research, 1990.
Encontre o texto completo da fonteDochev, 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.
Encontre o texto completo da fonteFovendae, 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.
Encontre o texto completo da fonteCohen, Benjamin H. Derivatives and asset price volatility: A test using variance ratios. Basle, 1996.
Encontre o texto completo da fonteNielson, Mark Luther. Investigation costs and the effects of own variance on security prices. 1993.
Encontre o texto completo da fonteWalsh, Bruce, e 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 completo da fonteRoederer-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 completo da fonteAlles, Lakshman Anuruddha. An investigation of the variation of skewness in asset returns and its estimation. 1991.
Encontre o texto completo da fonteFernández-Villaverde, Jesús, Pablo Guerrón-Quintana e Juan Rubio-Ramírez. Futures markets, Bayesian forecasting and risk modelling. Editado por Anthony O'Hagan e Mike West. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780198703174.013.14.
Texto completo da fonteUrzha, 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 completo da fonteThompson, Peter. About Face. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780199794607.003.0091.
Texto completo da fonteFetzer, Anita. Context. Editado por Yan Huang. Oxford University Press, 2016. http://dx.doi.org/10.1093/oxfordhb/9780199697960.013.15.
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