نتایج جستجو برای: risk falling stock futures
تعداد نتایج: 1051855 فیلتر نتایج به سال:
We analyze the data of the Italian and U.S. futures on the stock markets and we test the validity of the Continuous Time Random Walk assumption for the survival probability of the returns time series via a renewal aging experiment. We also study the survival probability of returns sign and apply a coarse graining procedure to reveal the renewal aspects of the process underlying its dynamics.
The finite sample properties of the Fourier estimator of integrated volatility under market microstructure noise are studied. Analytic expressions for the bias and the mean squared error of the contaminated estimator are derived. These formulae can be practically used to design optimal MSE-based estimators, which are very robust and efficient in the presence of noise. Moreover an empirical anal...
On the condition that both futures and options exist in the markets for hedging, this paper examines the optimal hedging strategy under price risk and background risk. Compared with the previous research, which has studied options hedging against basis risk and production risk being extended to options and futures hedging against price risk and background risk, we proposed a model and have take...
Objectives: Falling down is one of the most common problems that involve old people. It may affect the physical, emotional and social aspects of individual’s health and may cause economical and social problems for individuals and society. Methods & Materials: In a cross sectional study, 750 old people with ages of 55 or more, living in the city of Shiraz (409 female, 341 male, mean age...
the present study aim is to offer a systematic method of assessing the credit risk of banks and also to identify key indicators using decision making trial and evaluation laboratory (dematel) technique as well as using logit regression in order to predict the credit risk of listed banks. the population of the study consists of the legal clients of the bank (ansar bank, bank saderat iran, bank m...
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