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Full-Text Articles in Statistical Models

Real Options Models In Real Estate, Jin Won Choi Nov 2011

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 …


Market Structure Of Port Clusters And Analysis On The Number Of Effective Competitors, Ruoqi Qian Aug 2011

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 Aug 2011

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 Aug 2011

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 Aug 2011

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 May 2011

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 …