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Browsing Departament d'Economia i Empresa by Title
Now showing items 21-40 of 1941
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(2014-02-01)
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(1999-10-01)We introduce simple nonparametric density estimators that generalize the classical histogram and frequency polygon. The new estimators are expressed as linear combination of density functions that are piecewise polynomials, ...
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(2004-02-01)By means of Malliavin Calculus we see that the classical Hull and White formula for option pricing can be extended to the case where the noise driving the volatility process is correlated with the noise driving the stock ...
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(2016-10-01)To provide a more exible workhorse model of temporary price reductions or "sales", this paper presents a substantially generalized "clearinghouse" sales framework. Our framework permits multiple dimensions of firm ...
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(2014-03-01)This paper evaluates the global welfare impact of observed levels of migration using a quantitative multi-sector model of the world economy calibrated to aggregate and firm-level data. Our framework features cross-country ...
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(2005-03-01)This paper integrates in a unified and tractable framework some of the key insights of the field of international trade and economic growth. It examines a sequence of theoretical models that share a common description of ...
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(2009-10-01)Current methods for constructing house price indices are based on comparisons of sale prices of residential properties sold two or more times and on regression of the sale prices on the attributes of the properties and of ...
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(2008-04-01)In this paper, generalizing results in Alòs, León and Vives (2007b), we see that the dependence of jumps in the volatility under a jump-diffusion stochastic volatility model, has no effect on the short-time behaviour of ...
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(2010-05-01)
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(2008-12-01)
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(1997-08-01)We present a model of conglomeration motivated by technology synergies and strategic reductions in variable costs in the face of competitive pressures. The resulting firm integration is neither horizontal nor vertical ...
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(1994-01-01)<html> <head> <style> body {background-color:#C8102E} h1 {color:white} h2 {color:white} div.text { color: white; float: left; width: 90%; margin-top: 2%; margin-left: 3%; padding: 2%; padding-top: ...
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(1996-10-01)The two essential features of a decentralized economy taken into account are, first, that individual agents need some information about other agents in order to meet potential trading partners, which requires some communication ...
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(2011-05-01)
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(2001-02-01)The problems arising in commercial distribution are complex and involve several players and decision levels. One important decision is related with the design of the routes to distribute the products, in an efficient and ...
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(2014-05-01)Consider the case in which we have data from repeated surveys covering several geographic areas, and our goal is to characterize these areas on a latent trait that underlies multiple indicators. This characterization occurs, ...
Now showing items 21-40 of 1941
