Artigos de revistas sobre o tema "Price variances"
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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 fonteFeunou, Bruno, e Cédric Okou. "Good Volatility, Bad Volatility, and Option Pricing". Journal of Financial and Quantitative Analysis 54, n.º 2 (13 de setembro de 2018): 695–727. http://dx.doi.org/10.1017/s0022109018000777.
Texto completo da fonteA. Alkahtani, Yaser Mueeth, Zoltán László Szabó e Gan Quan. "The economics the correlation issues in EU-28". Review on Agriculture and Rural Development 5, n.º 1-2 (1 de janeiro de 2016): 77–82. http://dx.doi.org/10.14232/rard.2016.1-2.77-82.
Texto completo da fonteWONG, HOCK TSEN. "REAL EXCHANGE RATE RETURNS AND REAL STOCK PRICE RETURNS IN THE STOCK MARKET OF MALAYSIA". Singapore Economic Review 64, n.º 05 (12 de dezembro de 2016): 1319–49. http://dx.doi.org/10.1142/s0217590816500387.
Texto completo da fonteAdamiec, Larissa J., e Deborah Cernauskas. "Contrasting GARCH Daily Variance Predictions Between Foreign Exchange Returns and Carry Trade Strategy Returns". Journal of Business and Economics 10, n.º 11 (22 de novembro de 2019): 1027–44. http://dx.doi.org/10.15341/jbe(2155-7950)/11.10.2019/001.
Texto completo da fonteErceg, Christopher J., Dale W. Henderson e Andrew T. Levin. "Optimal Monetary Policy with Staggered Wage and Price Contracts". Credit and Capital Markets – Kredit und Kapital: Volume 52, Issue 4 52, n.º 4 (1 de outubro de 2019): 537–72. http://dx.doi.org/10.3790/ccm.52.4.537.
Texto completo da fonteBahramgiri, Mohsen, Shahabeddin Gharaati e Iman Dolatabadi. "Modeling jumps in organization of petroleum exporting countries basket price using generalized autoregressive heteroscedasticity and conditional jump". Investment Management and Financial Innovations 13, n.º 4 (29 de dezembro de 2016): 196–202. http://dx.doi.org/10.21511/imfi.13(4-1).2016.05.
Texto completo da fonteFan, Mao. "The Impact of U.S. Monetary Policy on Metal Futures Prices: An Arch Model Analysis". Advances in Economics, Management and Political Sciences 21, n.º 1 (13 de setembro de 2023): 170–79. http://dx.doi.org/10.54254/2754-1169/21/20230250.
Texto completo da fonteUrak, Faruk, Abdulbaki Bilgic, Gürkan Bozma, Wojciech J. Florkowski e Erkan Efekan. "Volatility in Live Calf, Live Sheep, and Feed Wheat Return Markets: A Threat to Food Price Stability in Turkey". Agriculture 12, n.º 4 (16 de abril de 2022): 566. http://dx.doi.org/10.3390/agriculture12040566.
Texto completo da fonteOllikainen, Markku. "A mean-variance approach to short-term timber selling and forest taxation under multiple sources of uncertainty". Canadian Journal of Forest Research 23, n.º 4 (1 de abril de 1993): 573–81. http://dx.doi.org/10.1139/x93-076.
Texto completo da fonteCrawford, Dean, e Eleanor G. Henry. "Budgeting and Performance Evaluation at the Berkshire Toy Company". Issues in Accounting Education 15, n.º 2 (1 de maio de 2000): 283–309. http://dx.doi.org/10.2308/iace.2000.15.2.283.
Texto completo da fonteZhang, Wenjun, e Jin E. Zhang. "GARCH Option Pricing Models and the Variance Risk Premium". Journal of Risk and Financial Management 13, n.º 3 (9 de março de 2020): 51. http://dx.doi.org/10.3390/jrfm13030051.
Texto completo da fonteMei, Bin, Michael Clutter e Thomas Harris. "Modeling and forecasting pine sawtimber stumpage prices in the US South by various time series models". Canadian Journal of Forest Research 40, n.º 8 (agosto de 2010): 1506–16. http://dx.doi.org/10.1139/x10-087.
Texto completo da fonteNagvekar, Anuragh, Raghavendra Kamath, Teja Simha, Yash Hegde e Aruna Prabhu. "Effects of Inflation, Ten-Year Bond Yield Rate, and VIX Index on the Stock Prices of Banks Across All Three Market Capitalizations in India". Journal of Computers, Mechanical and Management 3, n.º 1 (29 de fevereiro de 2024): 08–14. http://dx.doi.org/10.57159/gadl.jcmm.3.1.240103.
Texto completo da fonteHarris, Lawrence. "Estimation of Stock Price Variances and Serial Covariances from Discrete Observations". Journal of Financial and Quantitative Analysis 25, n.º 3 (setembro de 1990): 291. http://dx.doi.org/10.2307/2330697.
Texto completo da fonteHaight, Robert G., e William D. Smith. "Harvesting Loblolly Pine Plantations with Hardwood Competition and Stochastic Prices". Forest Science 37, n.º 5 (1 de novembro de 1991): 1266–82. http://dx.doi.org/10.1093/forestscience/37.5.1266.
Texto completo da fonteCarlsson, Mikael, e Oskar Nordström Skans. "Evaluating Microfoundations for Aggregate Price Rigidities: Evidence from Matched Firm-Level Data on Product Prices and Unit Labor Cost". American Economic Review 102, n.º 4 (1 de junho de 2012): 1571–95. http://dx.doi.org/10.1257/aer.102.4.1571.
Texto completo da fonteLAVÍN, FELIPE VÁSQUEZ, JORGE DRESDNER e RENATO AGUILAR. "The value of air quality and crime in Chile: a hedonic wage approach". Environment and Development Economics 16, n.º 3 (4 de fevereiro de 2011): 329–55. http://dx.doi.org/10.1017/s1355770x10000483.
Texto completo da fonteDolde, Walter, e Dogan Tirtiroglu. "Temporal and Spatial Information Diffusion in Real Estate Price Changes and Variances". Real Estate Economics 25, n.º 4 (dezembro de 1997): 539–65. http://dx.doi.org/10.1111/1540-6229.00727.
Texto completo da fonteStrawser, William R., e Jeffrey W. Strawser. "Discussing Variance Analysis with the Performance of a Basketball Team". Issues in Accounting Education 29, n.º 3 (1 de dezembro de 2013): 481–95. http://dx.doi.org/10.2308/iace-50671.
Texto completo da fonteKapelianis, Dimitri, e Sandra Strachan. "The price premium of an environmentally friendly product". South African Journal of Business Management 27, n.º 4 (31 de dezembro de 1996): 89–95. http://dx.doi.org/10.4102/sajbm.v27i4.813.
Texto completo da fonteLi, Zhicheng, e Haipeng Xing. "High-Frequency Quote Volatility Measurement Using a Change-Point Intensity Model". Mathematics 10, n.º 4 (18 de fevereiro de 2022): 634. http://dx.doi.org/10.3390/math10040634.
Texto completo da fonteXie, Pin Jie, Chen Chen Huang e Xian You Pan. "Characteristic Analysis of the Electricity Price Fluctuation: An Empirical Analysis Based on California’s Day-Ahead Market". Advanced Materials Research 1070-1072 (dezembro de 2014): 1534–40. http://dx.doi.org/10.4028/www.scientific.net/amr.1070-1072.1534.
Texto completo da fonteZhang, Yu, e Xinyi Deng. "Booms and Busts in Chinese Agricultural Markets: An Agent-Based Model". Complexity 2022 (11 de outubro de 2022): 1–10. http://dx.doi.org/10.1155/2022/4869762.
Texto completo da fonteCharlebois, Sylvain, Maggie McCormick e Lianne Foti. "Produce Retail Price Volatility and Perceptions in the Canadian Market: Nutrition Security Variances". Journal of International Food & Agribusiness Marketing 29, n.º 2 (3 de abril de 2017): 178–96. http://dx.doi.org/10.1080/08974438.2017.1303656.
Texto completo da fonteBouazizi, Tarek, Fatma Mrad, Arafet Hamida e Sawsen Nafti. "Effects of Conditional Oil Volatility on Exchange Rate and Stock Markets Returns". International Journal of Energy Economics and Policy 12, n.º 2 (20 de março de 2022): 53–71. http://dx.doi.org/10.32479/ijeep.12826.
Texto completo da fonteJinesh Desai, Dr. Sumeet Khurana e Dr. N.K. Totala. "Competitive Challenge of Suppliers with Vendors in B2B". Journal of Global Economy 18, n.º 4 (26 de dezembro de 2022): 251–60. http://dx.doi.org/10.1956/jge.v18i4.666.
Texto completo da fonteOboh, Victor. U., Vanni, Eguolo. M., Bikefe, Grace. G., Okoronkwo, Chinecherem. D., Joshua, Adams. N. e Yusuf, Danjuma. S. "OIL PRICE SHOCKS AND STOCK MARKET VOLATILITIES: EVIDENCE FROM SELECTED SUB-SAHARAN AFRICAN COUNTRIES". International Journal of Business & Economics (IJBE) 8, n.º 2 (5 de setembro de 2023): 52–78. http://dx.doi.org/10.58885/ijbe.v08i2.052.ov.
Texto completo da fonteYan, Haibin, Ping-An Zhong, Juan Chen, Bin Xu, Yenan Wu e Feilin Zhu. "An Optimal Model for Water Resources Risk Hedging Based on Water Option Trading". Water 10, n.º 8 (3 de agosto de 2018): 1026. http://dx.doi.org/10.3390/w10081026.
Texto completo da fonteFałat, Kamila. "The Differences Between a Standard Costing and Normal Costing Method of Manufacturing Operating Income Calculation Caused by the Implementation of a New Integrated Information System". Folia Oeconomica Stetinensia 20, n.º 2 (1 de dezembro de 2020): 95–113. http://dx.doi.org/10.2478/foli-2020-0038.
Texto completo da fonteLamberton, Barbara A. "Baier Building Products, Inc.: Performance Incentives and Variance Analysis in Sales Distribution". Issues in Accounting Education 23, n.º 2 (1 de maio de 2008): 281–90. http://dx.doi.org/10.2308/iace.2008.23.2.281.
Texto completo da fonteden Besten, Nadja I., Saket Pande e Hubert H. G. Savenije. "A socio-hydrological comparative assessment explaining regional variances in suicide rate amongst farmers in Maharashtra, India". Proceedings of the International Association of Hydrological Sciences 373 (12 de maio de 2016): 115–18. http://dx.doi.org/10.5194/piahs-373-115-2016.
Texto completo da fonteDA FONSECA, JOSÉ, MARTINO GRASSELLI e FLORIAN IELPO. "HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS". International Journal of Theoretical and Applied Finance 14, n.º 06 (setembro de 2011): 899–943. http://dx.doi.org/10.1142/s0219024911006784.
Texto completo da fonteHong, Insu, e Changsok Yoo. "Analyzing Spatial Variance of Airbnb Pricing Determinants Using Multiscale GWR Approach". Sustainability 12, n.º 11 (9 de junho de 2020): 4710. http://dx.doi.org/10.3390/su12114710.
Texto completo da fonteChi, Ting, e Yini Chen. "A study of lifestyle fashion retailing in China". Marketing Intelligence & Planning 38, n.º 1 (3 de julho de 2019): 46–60. http://dx.doi.org/10.1108/mip-01-2019-0025.
Texto completo da fonteInouye, Stephanie, Ting Chi e Linda Bradley. "Consumer perceived values of Hawaiian attire: the effects of socio-demographic factors". Journal of Fashion Marketing and Management 18, n.º 4 (2 de setembro de 2014): 507–24. http://dx.doi.org/10.1108/jfmm-05-2013-0067.
Texto completo da fonteSun, Bing, Hongyu Liu e Siqi Zheng. "A COMPARATIVE STUDY ON THE INVESTMENT VALUE OF RESIDENTIAL PROPERTY AND STOCKS". International Journal of Strategic Property Management 8, n.º 2 (30 de junho de 2004): 63–72. http://dx.doi.org/10.3846/1648715x.2004.9637508.
Texto completo da fonteAli, Anis. "Governance of public spending avenues by oil prices, oil revenues, and GDP in Saudi Arabia: proportionate sensitivity and trend analysis". Investment Management and Financial Innovations 17, n.º 4 (30 de novembro de 2020): 152–64. http://dx.doi.org/10.21511/imfi.17(4).2020.15.
Texto completo da fonteToros, Seçil. "Deceptive Tactics Used in Online Shopping". Transnational Marketing Journal 9, n.º 2 (13 de setembro de 2021): 407–24. http://dx.doi.org/10.33182/tmj.v9i2.1255.
Texto completo da fonteKrylov, Sergey. "Company Dividend Policy Models: Neutral Approach". New Challenges in Accounting and Finance 3 (agosto de 2020): 40–52. http://dx.doi.org/10.32038/ncaf.2020.03.04.
Texto completo da fonteKrylov, Sergey. "Company Dividend Policy Modeling: Neutral Approach". International Journal of Financial Research 12, n.º 1 (25 de dezembro de 2020): 50. http://dx.doi.org/10.5430/ijfr.v12n1p50.
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