نتایج جستجو برای: speed of price adjustment
تعداد نتایج: 21190887 فیلتر نتایج به سال:
On the basis of the ideas of Goldman and Beja(1980) and Chiarella(1992), we construct a stochastic model of speculative dynamics that has a stochastic equilibrium. In this model, different expectations for the price of fundamentalists and chartists are introduced into the model. The system is analyzed using concepts and techniques from the theory of Random dynamical systems. The model exhibits ...
applications such as high definition viedeo reproduction, portable computers, wireless, and multimedia demand, and ever-increasing need for ligh-frequency high-resolution and low-power analog-to-digital converters. flash, two-step flash, and pipeline convertors are fast but consume large amount of power and require large area. to overcome these problems, successive approximation converter blo...
In this paper we consider the dynamics of spot and futures prices in the presence of arbitrage. We propose a partially linear error correction model where the adjustment coefficient is allowed to depend non-linearly on the lagged price difference. We estimate our model using data on the DAX index and the DAX futures contract. We find that the adjustment is indeed nonlinear. The linear alternati...
the purpose of this study was to investigate the relationship between family functioning and marital adjustment humor couples are due to the nature and objectives of the research and application of methods for its implementation correlation was used. the study population consisted of all the couples in the city who uses random cluster sampling of 200 students were selected as sample. data from ...
We set up a two level supply chain model which consists of one manufacturer and two retailers in this paper. Necessities as the main research object, we develop the nonlinear demand function of products which is more related to the reality. In order to increase the performance of whole supply chain in the decentralized decision, we introduce revenue sharing mechanism in this paper. Through nume...
In this research, a model is established to represent a supply chain, which consists of one manufacturer and two retailers. The price-sensitive demand model is considered and the price game system is built according to the rule of bounded rationality as well as the entropy theory. With the increase of the price adjustment speed, the game system may go into chaos from the stable and periodic sta...
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
the iranian poultry sector has experienced many significant structural changes in recent years. such changes may have influenced price dynamics and transmission of shocks through marketing channels especially on retail markets. this paper investigate price transmission, threshold behavior and asymmetric adjustment in poultry sector of ardebil (ar), east azerbaijan (ea) and west azerbaijan (wa) ...
This paper examines downward price rigidity in Iranian house market and discusses whether this characteristic would result in an asymmetric relationship between house price and monetary policy. To test the downward house price rigidity the threshold GARCH model is employed. The asymmetric adjustment to monetary policy is examined using the asymmetric cointegration and error correction models. T...
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