Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance

Finance, Investment and Innovation: Empirical and Theoretical Challenges

Some specific characteristics of innovation (such as vertical product differentiation, the strategic role of technological standards or the quasi public good nature of technological knowledge) introduce additional complexity to the standard problem of the mismatch between investment projects and financial resources needed to realise them. Does an optimal design of rules and intermediaries to ta...

Empirical estimates for various correlations in longitudinal-dynamic heteroscedastic hierarchical normal models

In this paper, we first define longitudinal-dynamic heteroscedastic hierarchical  normal  models. These models can be used to fit longitudinal data in which the dependency structure is constructed through a dynamic model rather than observations. We discuss different methods for estimating the hyper-parameters. Then the corresponding estimates for the hyper-parameter that causes the association...

Household migration: theoretical and empirical results.

Behavioral Finance Models and Behavioral Biases in Stock Price Forecasting

Stock market is affected by news and information. If the stock market is not efficient, the reaction of stock price to news and information will place the stock market in overreaction and under-reaction states. Many models have been already presented by using different tools and techniques to forecast the stock market behavior. In this study, the reaction of stock price in the stock market was ...

on some bayesian statistical models in actuarial science with emphasis on claim count

چکیده ندارد.