Download or read book Three Essays on Analysis of Duration driven Time Series written by Meng-Chen Hsieh and published by . This book was released on 2006 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Analysis of Duration driven Time Series written by Meng-Chen Hsieh and published by . This book was released on 2006 with total page 183 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation is composed of three chapters on duration-driven time series analysis. Chapter 1 presents the asymptotics for the duration-driven long range dependent processes, i.e. the Taqqu-Levy process and the Parke process. Chapter 2 provides possible routes to induce long memory in volatility of financial returns through a combination study of theorems, simulations, and exploratory data analysis on trade durations. Chapter 3 extends the univariate duration models to the bivariate case and conducted diagnostic tests for these models by empirical data analysis and simulations.

Download or read book Three Essays on Time Series Analysis written by Zhongyun Zhao and published by . This book was released on 1997 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Applied Time Series Analysis written by Naci Hüseyin Mocan and published by . This book was released on 1989 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on the Analysis of Economic Time Series written by Christopher Everett Field and published by . This book was released on 1996 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Time Series Analysis and Neural Networks in Econometrics written by Gerhard Fechteler and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Applied Macroeconomics and Time Series Analysis written by Alaa Abi Morshed and published by . This book was released on 2017 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Applied Time Series Econometrics written by Zlatina Balabanova and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays Involving Time Series Analysis written by Jeffrey Harris Dorfman and published by . This book was released on 1989 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Time varying Parameters and Time Series Networks written by Mario Philipp Rothfelder and published by . This book was released on 2018 with total page 129 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in the Econometrics of Time Series written by Chung-Hua Shen and published by . This book was released on 1991 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Structural Change in Long run Macroeconomic Time Series written by Natalie D. Hegwood and published by . This book was released on 1998 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Applied Time Series Econometrics written by Firouz Fallahi and published by . This book was released on 2007 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Business Analytics written by Yuxin Zhang (Ph. D.) and published by . This book was released on 2020 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: In my dissertation, I propose a general research framework of MAD---Monitoring, Analyzing, and Data Informed Decision-making---for financial decision-making. I present three essays which concentrate on two consequential aspects of decision-making for financial risk management. The first two essays focus on better monitoring and analyzing the risk, and the last one focuses on better data-informed decision-making based on the observation and analysis. In the first essay, I study the modeling of joint mortality for the practice of life insurance and annuity pricing. Specifically, I develop a new mathematical model to describe the joint mortality for coupled dependent lives. This model can be used to guide the risk management strategy and the pricing policy for insurance and annuity products. It is shown that it improves the current methods for modeling financial decision-making related to dependent life structures (such as joint life insurance, last survivor annuities, and defined benefit plans for married couples). In the second essay, I study the prediction of Bitcoin price movement and the relevant implications for business analytics. I exploit Bitcoin transaction networks and link network characteristics with the Bitcoin market exchange price. Based on this linkage and the data record, I construct predictive models for Bitcoin price movement. With the innovative use of Bitcoin transaction network data, the predictive models lead to more accurate results which outperform existing models. This methodological innovation also presents new managerial insights from network perspectives. In the third essay, I focus on data-driven decision-making in contexts of the allocation of disaster relief funds. Specifically, I tackle methodological challenges in disaster management when data are extremely sparse and insufficient in the beginning of the disaster evolution, and slowly become more available and reliable as time unfolds. Here I propose an iterative learning method within the general MAD framework to estimate disaster damage losses using very limited and slowly obtained data. Results show that this iterative learning method leads to highly accurate results with fast convergence of the estimation error to a very low level. The framework and results of this essay can be further used for disaster management and resource allocation in various scenarios

Download or read book Three Essays on Continuous and Discrete Time Series Models written by Jun Wang and published by . This book was released on 2015 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second essay investigates how the misspecification in the marginal and copulas may affect the correlation forecasting accuracy of the Copula-DCC and Copula-GAS models. Different specifications of volatility models are also tested on the correlation forecasting ability. These models are fitted to both simulated data and real data. In real data, the realized correlation is taken as a proxy for actual correlation and is used for computing the loss function.

Download or read book Three Essays on Operations Scheduling with Job Classes and Time Windows written by Alexander Lieder and published by BoD – Books on Demand. This book was released on 2016-02-05 with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains the three scientific essays that constitute the PhD dissertation of Alexander Lieder: [1] A Dynamic Programming Approach for the Aircraft Landing Problem with Aircraft Classes (also published in: European Journal of Operational Research) [2] Scheduling Aircraft Take-Offs and Landings on Heterogeneous and Interdependent Runways (also published in: Transportation Research Part E: Logistics and Transportation Review) [3] Task Scheduling in Long-Term Care Facilities: A Client-Centered approach (also published in: Operations Research for Health Care)

Download or read book Dissertation Abstracts International written by and published by . This book was released on 2007 with total page 924 pages. Available in PDF, EPUB and Kindle. Book excerpt: