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Статті в журналах з теми "Prices – Statistical methods"
Ellingerová, Helena, Zora Petráková, and Ingrida Skalíková. "Statistical Methods in Building Industry to Determine Prices Indices." Tehnički glasnik 14, no. 4 (December 9, 2020): 458–65. http://dx.doi.org/10.31803/tg-20200604105846.
Повний текст джерелаRudko, G. I., M. M. Kurylo, V. V. Bala, and Yu S. Makovskyi. "METHODS FOR PRICE DETERMINATION (JUSTIFICATION) AT ECONOMIC-GEOLOGICAL EVALUATION OF COAL DEPOSITS." Мінеральні ресурси України, no. 4 (December 28, 2018): 45–48. http://dx.doi.org/10.31996/mru.2018.4.45-48.
Повний текст джерелаRiansut, Warangkhana. "Forecasting of Wollongong Prices via the Use of Statistical Methods." Journal of Applied Science 20, no. 2 (September 6, 2021): 65–79. http://dx.doi.org/10.14416/j.appsci.2021.02.007.
Повний текст джерелаLin, Lisha, Yaqiong Li, Rui Gao, and Jianhong Wu. "The numerical simulation of Quanto option prices using Bayesian statistical methods." Physica A: Statistical Mechanics and its Applications 567 (April 2021): 125629. http://dx.doi.org/10.1016/j.physa.2020.125629.
Повний текст джерелаGaca, Radosław. "Parametric and Non-Parametric Statistical Methods in the Assessment of the Effect of Property Attributes on Prices." Real Estate Management and Valuation 26, no. 2 (June 1, 2018): 83–91. http://dx.doi.org/10.2478/remav-2018-0018.
Повний текст джерелаWebster, Michael, and Rory C. Tarnow-Mordi. "Decomposing Multilateral Price Indexes into the Contributions of Individual Commodities." Journal of Official Statistics 35, no. 2 (June 1, 2019): 461–86. http://dx.doi.org/10.2478/jos-2019-0020.
Повний текст джерелаAkbulaev, Nurkhodzha, Basti Aliyeva, and Shehla Rzayeva. "Analysis of the Influence of the Price of Raw Oil and Natural Gas on the Prices of Indices and Shares of the Turkish Stock Exchange." Pénzügyi Szemle = Public Finance Quarterly 66, no. 1 (2021): 151–66. http://dx.doi.org/10.35551/pfq_2021_1_8.
Повний текст джерелаAfanasyev, V. N. "Statistical Methods in the Study of Changes in the Structure and Elements of the Cost of Electricity Generation." Vestnik NSUEM, no. 4 (December 29, 2019): 286–303. http://dx.doi.org/10.34020/2073-6495-2019-4-286-303.
Повний текст джерелаChuluunsaikhan, Tserenpurev, Ga-Ae Ryu, Kwan-Hee Yoo, HyungChul Rah, and Aziz Nasridinov. "Incorporating Deep Learning and News Topic Modeling for Forecasting Pork Prices: The Case of South Korea." Agriculture 10, no. 11 (October 30, 2020): 513. http://dx.doi.org/10.3390/agriculture10110513.
Повний текст джерелаMarushkevych, Dmytro, and Yevheniia Munchak. "Estimation of Parameters and Verification of Statistical Hypotheses for Gaussian Models of Stock Price." Lietuvos statistikos darbai 55, no. 1 (December 20, 2016): 91–101. http://dx.doi.org/10.15388/ljs.2016.13871.
Повний текст джерелаДисертації з теми "Prices – Statistical methods"
Xin, Ling, and 辛聆. "The statistical properties and effectiveness of filter trading rule." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hdl.handle.net/10722/196092.
Повний текст джерелаpublished_or_final_version
Statistics and Actuarial Science
Doctoral
Doctor of Philosophy
任漢全 and Hon-chuen Yam. "Statistical analysis of some technical trading rules in financial markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1996. http://hub.hku.hk/bib/B31213819.
Повний текст джерелаMa, Po-yee Pauline, and 馬寶兒. "The heteroscedastic structure of some Hong Kong price series." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1989. http://hub.hku.hk/bib/B31976062.
Повний текст джерелаShen, Rujun, and 沈汝君. "Mining optimal technical trading rules with genetic algorithms." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2011. http://hub.hku.hk/bib/B47870011.
Повний текст джерелаpublished_or_final_version
Statistics and Actuarial Science
Master
Master of Philosophy
Li, Chun-wah, and 李振華. "Spatial autocorrelation and liquidity in Hong Kong's real estate market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2010. http://hub.hku.hk/bib/B47278006.
Повний текст джерелаpublished_or_final_version
Real Estate and Construction
Doctoral
Doctor of Philosophy
Ren, JinJuan, and 任錦娟. "Investigating the role of accounting earnings in explaining increasingidiosyncratic volatility." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2004. http://hub.hku.hk/bib/B29851051.
Повний текст джерелаMohammadi, Limaei Soleiman. "Economically optimal values and decisions in Iranian forest management /." Umeå : Dept. of Forest Economics, Swedish University of Agricultural Sciences, 2006. http://epsilon.slu.se/200691.pdf.
Повний текст джерелаLawrence, Gerald D. "Stumpage price expectations: an empirical analysis of nonindustrial private landowners in the Mid-Atlantic states." Thesis, Virginia Polytechnic Institute and State University, 1985. http://hdl.handle.net/10919/51894.
Повний текст джерелаMaster of Science
Du, Toit Cornel. "Non-parametric volatility measurements and volatility forecasting models." Thesis, Stellenbosch : Stellenbosch University, 2005. http://hdl.handle.net/10019.1/50401.
Повний текст джерелаENGLISH ABSTRACT: Volatilty was originally seen to be constant and deterministic, but it was later realised that return series are non-stationary. Owing to this non-stationarity nature of returns, there were no reliable ex-post volatility measurements. Subsequently, researchers focussed on ex-ante volatility models. It was only then realised that before good volatility models can be created, reliable ex-post volatility measuremetns need to be defined. In this study we examine non-parametric ex-post volatility measurements in order to obtain approximations of the variances of non-stationary return series. A detailed mathematical derivation and discussion of the already developed volatility measurements, in particular the realised volatility- and DST measurements, are given In theory, the higher the sample frequency of returns is, the more accurate the measurements are. These volatility measurements referred to above, however, all have short-comings in that the realised volatility fails if the sample frequency becomes to high owing to microstructure effects. On the other hand, the DST measurement cannot handle changing instantaneous volatility. In this study we introduce a new volatility measurement, termed microstructure realised volatility, that overcomes these shortcomings. This measurement, as with realised volatility, is based on quadratic variation theory, but the underlying return model is more realistic.
AFRIKAANSE OPSOMMING: Volatiliteit is oorspronklik as konstant en deterministies beskou, dit was eers later dat besef is dat opbrengste nie-stasionêr is. Betroubare volatiliteits metings was nie beskikbaar nie weens die nie-stasionêre aard van opbrengste. Daarom het navorsers gefokus op vooruitskattingvolatiliteits modelle. Dit was eers op hierdie stadium dat navorsers besef het dat die definieering van betroubare volatiliteit metings 'n voorvereiste is vir die skepping van goeie vooruitskattings modelle. Nie-parametriese volatiliteit metings word in hierdie studie ondersoek om sodoende benaderings van die variansies van die nie-stasionêre opbrengste reeks te beraam. 'n Gedetaileerde wiskundige afleiding en bespreking van bestaande volatiliteits metings, spesifiek gerealiseerde volatiliteit en DST- metings, word gegee. In teorie salopbrengste wat meer dikwels waargeneem word tot beter akkuraatheid lei. Bogenoemde volatilitieits metings het egter tekortkominge aangesien gerealiseerde volatiliteit faal wanneer dit te hoog raak, weens mikrostruktuur effekte. Aan die ander kant kan die DST meting nie veranderlike oombliklike volatilitiet hanteer nie. Ons stel in hierdie studie 'n nuwe volatilitieits meting bekend, naamlik mikro-struktuur gerealiseerde volatiliteit, wat nie hierdie tekortkominge het nie. Net soos met gerealiseerde volatiliteit sal hierdie meting gebaseer wees op kwadratiese variasie teorie, maar die onderliggende opbrengste model is meer realisties.
Lee, Yee-nin, and 李綺年. "On a double smooth transition time series model." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B31215555.
Повний текст джерелаКниги з теми "Prices – Statistical methods"
Duqing, Liu, and Zhang Gengqiu, eds. Jia ge tong ji. Beijing: Zhongguo cai zheng jing ji chu ban she, 1987.
Знайти повний текст джерелаValʹtukh, K. K. Dinamika otnositelʹnykh t︠s︡en: Teorii︠a︡, statisticheskie issledovanii︠a︡. Novosibirsk: "Nauka", 2002.
Знайти повний текст джерелаBryan, Michael F. Asset prices in the measurement of inflation. Cambridge, MA: National Bureau of Economic Research, 2002.
Знайти повний текст джерелаBryan, Michael F. Asset prices in the measurement of inflation. Amsterdam: De Nederlandsche Bank, 2001.
Знайти повний текст джерелаGousen, Sarah. Producer price measurement--concepts and methods. [Washington, D.C.]: U.S. Dept. of Labor, Bureau of Labor Statistics, 1986.
Знайти повний текст джерелаDemecs, Lászlóné. A Fogyasztóiár-statisztika módszere. Budapest: Központi Statisztikai Hivatal, 2000.
Знайти повний текст джерелаProgramme, International Comparison. International Comparison Programme (ICP) phase VI: Report of conduct of surveys and analysis in Nigeria. Lagos, Nigeria: Federal Office of Statistics, 1996.
Знайти повний текст джерелаLinz, Stefan. Handbook on the application of quality adjustment methods in the Harmonised Index of Consumer Prices: Developed within the European project "CENEX HICP Quality Adjustment". Wiesbaden: Federal Statistical Office of Germany, 2009.
Знайти повний текст джерелаSchmidt, Bernd. Die Preisindex für die Lebenshaltung aller privaten Haushalte in Gestalt eines Kettenindex: Beurteilung aus praktischer, empirischer und theoretischer Sicht. Stuttgart: Metzler-Poeschel, 1997.
Знайти повний текст джерелаMendoza, Meyra Sebello. Pricing behavior in Philippine corn markets: Implications for market efficiency. Washington, D.C: International Food Policy Research Institute, 1995.
Знайти повний текст джерелаЧастини книг з теми "Prices – Statistical methods"
Mashhoudy, Houshang. "Individualised Assignments on Modelling Car Prices using Data from the Internet." In Assessment Methods in Statistical Education, 247–57. Chichester, UK: John Wiley & Sons, Ltd, 2010. http://dx.doi.org/10.1002/9780470710470.ch21.
Повний текст джерелаBencivenga, Cristina, Giulia Sargenti, and Rita L. D’Ecclesia. "Energy markets: crucial relationship between prices." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 23–32. Milano: Springer Milan, 2010. http://dx.doi.org/10.1007/978-88-470-1481-7_3.
Повний текст джерелаCaporin, Massimiliano, Luca Corazzini, and Michele Costola. "Measuring the Impact of Behavioural Choices on the Market Prices." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 53–56. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-05014-0_12.
Повний текст джерелаBraione, Manuela, and Davide De Gaetano. "Modelling the Australian Electricity Spot Prices: A VAR-BEKK Approach." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 191–97. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89824-7_35.
Повний текст джерелаYoshikawa, Hiroshi. "Stock Prices and the Real Economy: The Different Meaning of Efficiency." In Complexity, Heterogeneity, and the Methods of Statistical Physics in Economics, 3–19. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-4806-2_1.
Повний текст джерелаMa, Xiaojuan, and Sergey Utev. "Modelling the share prices as a hidden random walk on the lamplighter group." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 263–70. Milano: Springer Milan, 2012. http://dx.doi.org/10.1007/978-88-470-2342-0_31.
Повний текст джерелаNardon, Martina, and Paolo Pianca. "Extracting implied dividends from options prices: Some applications to the Italian derivatives market." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 315–22. Milano: Springer Milan, 2012. http://dx.doi.org/10.1007/978-88-470-2342-0_37.
Повний текст джерелаNardon, Martina, and Paolo Pianca. "The Effects of Curvature and Elevation of the Probability Weighting Function on Options Prices." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 149–52. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-05014-0_35.
Повний текст джерелаCrosato, Lisa, Luigi Grossi, and Fany Nan. "Forecasting the Volatility of Electricity Prices by Robust Estimation: An Application to the Italian Market." In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 279–83. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89824-7_50.
Повний текст джерелаArratia, Argimiro, Gustavo Avalos, Alejandra Cabaña, Ariel Duarte-López, and Martí Renedo-Mirambell. "Sentiment Analysis of Financial News: Mechanics and Statistics." In Data Science for Economics and Finance, 195–216. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-66891-4_9.
Повний текст джерелаТези доповідей конференцій з теми "Prices – Statistical methods"
Radzikowski, Bartosz, and Adam Śmietanka. "Online CASE CPI." In CARMA 2016 - 1st International Conference on Advanced Research Methods and Analytics. Valencia: Universitat Politècnica València, 2016. http://dx.doi.org/10.4995/carma2016.2016.3133.
Повний текст джерелаButryn, Krzysztof, and Edward Preweda. "Analysis of the Impact of Quantitative and Qualitative Price-setting Attributes on a Market of Real Estate Intended for the Purpose of the Transformer Stations on the Example of Krakow." In Environmental Engineering. VGTU Technika, 2017. http://dx.doi.org/10.3846/enviro.2017.177.
Повний текст джерелаEcer, Fatih. "Comparision of Hedonic Regression Method and Artificial Neural Networks to Predict Housing Prices in Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.01150.
Повний текст джерелаShrestha, G. B., and Songbo Qiao. "Statistical characterization of electricity price in competitive power markets." In 2010 IEEE 11th International Conference on Probabilistic Methods Applied to Power Systems (PMAPS). IEEE, 2010. http://dx.doi.org/10.1109/pmaps.2010.5529006.
Повний текст джерелаGong, Yongshun, Zhibin Li, Jian Zhang, Wei Liu, Bei Chen, and Xiangjun Dong. "A Spatial Missing Value Imputation Method for Multi-view Urban Statistical Data." In Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. California: International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/182.
Повний текст джерелаYu, Shujian, Ammar Shaker, Francesco Alesiani, and Jose Principe. "Measuring the Discrepancy between Conditional Distributions: Methods, Properties and Applications." In Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. California: International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/385.
Повний текст джерелаLambkin, David, Ian Wade, and Robin Stephens. "Estimating Operational Weather Downtime: A Comparison of Analytical Methods." In ASME 2019 38th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2019. http://dx.doi.org/10.1115/omae2019-95367.
Повний текст джерелаCerjan, Marin, Ivana Krzelj, Marko Vidak, and Marko Delimar. "A literature review with statistical analysis of electricity price forecasting methods." In IEEE EUROCON 2013. IEEE, 2013. http://dx.doi.org/10.1109/eurocon.2013.6625068.
Повний текст джерелаNor, Abu Hassan Shaari Md, Tamat Sarmidi, and Ehsan Hosseinidoust. "Forecasting of palm oil price in Malaysia using linear and nonlinear methods." In STATISTICS AND OPERATIONAL RESEARCH INTERNATIONAL CONFERENCE (SORIC 2013). AIP Publishing LLC, 2014. http://dx.doi.org/10.1063/1.4894340.
Повний текст джерелаHegland, Markus. "An Approximate Maximum a Posteriori Method with Gaussian Process Priors." In Proceedings of the International Statistics Workshop. WORLD SCIENTIFIC, 2006. http://dx.doi.org/10.1142/9789812772466_0020.
Повний текст джерела