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- Autoregressive Integrated Moving Average (ARIMA); Bank Failures – Mathematical models; Big business; Business enterprises—Size; Conditional Test; ERR; ERRR; Poisson process (1)
- Bayesian Estimation; Discrete Copula; Markov chain Monte Carlo; Gaussian Copula; Media Modeling; Probability Models; Website Page Views (1)
- Coastal port clusters, market structure, the number of effective competitors, Herfindahl-Hirschman Index (HHI) (1)
- Condominiums (1)
- Confidence bands (1)
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- Confidence intervals (1)
- Container freight derivatives, risk analysis, container shipping industry (1)
- Copula Modeling (1)
- Forecasting and Time Series (1)
- Graphical displays (1)
- Land Development (1)
- Logistic, BPR, freight forwarding (1)
- Meta-analysis regression (1)
- Meta-regression (1)
- Multivariate Models in Marketing (1)
- Point estimates (1)
- Prediction intervals (1)
- Real Estate (1)
- Real Options (1)
- Shipping derivatives, risk management, risk evaluation, shipping finance, SCFI (1)
- Solar Panels (1)
- Stochastic Calculus (1)
- Weighted regression (1)
- Publication
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Articles 1 - 10 of 10
Full-Text Articles in Statistical Models
Real Options Models In Real Estate, Jin Won Choi
Real Options Models In Real Estate, Jin Won Choi
Electronic Thesis and Dissertation Repository
Our aim in this thesis is to investigate the usefulness of real options analysis, taking case studies of problems in real estate. In the realm of real estate, we consider the following three problems. First, we consider the valuation and usefulness of presale contracts of condominiums, which can be viewed as similar to call options on condominiums. Secondly, we consider the valuation of farm land from the perspective of land developers, who may think of farm land as being similar to call options on subdivision lots. Third, we consider the valuation of opportunities to install solar panels on properties, in …
Depicting Estimates Using The Intercept In Meta-Regression Models: The Moving Constant Technique, Blair T. Johnson Dr., Tania B. Huedo-Medina Dr.
Depicting Estimates Using The Intercept In Meta-Regression Models: The Moving Constant Technique, Blair T. Johnson Dr., Tania B. Huedo-Medina Dr.
CHIP Documents
In any scientific discipline, the ability to portray research patterns graphically often aids greatly in interpreting a phenomenon. In part to depict phenomena, the statistics and capabilities of meta-analytic models have grown increasingly sophisticated. Accordingly, this article details how to move the constant in weighted meta-analysis regression models (viz. “meta-regression”) to illuminate the patterns in such models across a range of complexities. Although it is commonly ignored in practice, the constant (or intercept) in such models can be indispensible when it is not relegated to its usual static role. The moving constant technique makes possible estimates and confidence intervals at …
Market Structure Of Port Clusters And Analysis On The Number Of Effective Competitors, Ruoqi Qian
Market Structure Of Port Clusters And Analysis On The Number Of Effective Competitors, Ruoqi Qian
World Maritime University Dissertations
No abstract provided.
An Investigation Of Shipping Derivatives Based On Risk Evaluation, Sheng Yang
An Investigation Of Shipping Derivatives Based On Risk Evaluation, Sheng Yang
World Maritime University Dissertations
No abstract provided.
Process Optimization In Freight Forwarding Industry, Xiaohua Shi
Process Optimization In Freight Forwarding Industry, Xiaohua Shi
World Maritime University Dissertations
No abstract provided.
Research On The Impact Of Container Freight Derivatives On Shipping, Zhenle Shen
Research On The Impact Of Container Freight Derivatives On Shipping, Zhenle Shen
World Maritime University Dissertations
No abstract provided.
Arima Models For Bank Failures: Prediction And Comparison, Fangjin Cui
Arima Models For Bank Failures: Prediction And Comparison, Fangjin Cui
UNLV Theses, Dissertations, Professional Papers, and Capstones
The number of bank failures has increased dramatically over the last twenty-two years. A common notion in economics is that some banks can become "too big to fail." Is this still a true statement? What is the relationship, if any, between bank sizes and bank failures? In this thesis, the proposed modeling techniques are applied to real bank failure data from the FDIC. In particular, quarterly data from 1989:Q1 to 2010:Q4 are used in the data analysis, which includes three major parts: 1) pairwise bank failure rate comparisons using the conditional test (Przyborowski and Wilenski, 1940); 2) development of the …
Examining The Student Investment Roundtable's Funds, David Hernandez, Uriel Luna
Examining The Student Investment Roundtable's Funds, David Hernandez, Uriel Luna
Undergraduate Research Conference
To what extent are the factors of the Fama-French-Factor Asset Pricing Model related to rates of returns of the Stephen F. Austin State University Student Investment Roundtable Fund?
The Fama-French Model is believed to be a major improvement over the ever-popular Capital Asset Pricing Model, CAPM. The Capital Asset Pricing Model uses a single factor beta to compare the excess returns of a portfolio with the excess returns of the market as a whole, but is said to oversimplify the complex market. On the other hand, the Fama-French Model three-factor adds additional factors to the original CAPM equation. The Fama-French …
Modeling Multivariate Distributions Using Copulas: Applications In Marketing, Peter J. Danaher, Michael S. Smith
Modeling Multivariate Distributions Using Copulas: Applications In Marketing, Peter J. Danaher, Michael S. Smith
Michael Stanley Smith
In this research we introduce a new class of multivariate probability models to the marketing literature. Known as “copula models”, they have a number of attractive features. First, they permit the combination of any univariate marginal distributions that need not come from the same distributional family. Second, a particular class of copula models, called “elliptical copula”, have the property that they increase in complexity at a much slower rate than existing multivariate probability models as the number of dimensions increase. Third, they are very general, encompassing a number of existing multivariate models, and provide a framework for generating many more. …
Bicycle Commuting In Melbourne During The 2000s Energy Crisis: A Semiparametric Analysis Of Intraday Volumes, Michael S. Smith, Goeran Kauermann
Bicycle Commuting In Melbourne During The 2000s Energy Crisis: A Semiparametric Analysis Of Intraday Volumes, Michael S. Smith, Goeran Kauermann
Michael Stanley Smith
Cycling is attracting renewed attention as a mode of transport in western urban environments, yet the determinants of usage are poorly understood. In this paper we investigate some of these using intraday bicycle volumes collected via induction loops located at ten bike paths in the city of Melbourne, Australia, between December 2005 and June 2008. The data are hourly counts at each location, with temporal and spatial disaggregation allowing for the impact of meteorology to be measured accurately for the first time. Moreover, during this period petrol prices varied dramatically and the data also provide a unique opportunity to assess …