About: Applications of threshold and smooth transition models to economic phenomena     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
Description
  • Clánek se zabývá otázkou,jak prahové modely a modely s plynulým přechodem mohou být úspěšně aplikovány na nejrůznější ekonomické jevy. Zvláštní pozornost je věnována modelování vztahu mezi cenami futures na akciový index a spotovým kurzem. (cs)
  • The paper shows how threshold or smooth transition models can be successfully applied to several economic phenomena, even those considered challenging for a long time. In this paper, a special attention is devoted to the relationship between stock-index futures price and spot price (based on the cost-of-carry model). The shift from univariate to multivariate approach, i.e. from threshold or smooth transition autoregressive models to nonlinear cointegration and error-correction models is also reflected.
  • The paper shows how threshold or smooth transition models can be successfully applied to several economic phenomena, even those considered challenging for a long time. In this paper, a special attention is devoted to the relationship between stock-index futures price and spot price (based on the cost-of-carry model). The shift from univariate to multivariate approach, i.e. from threshold or smooth transition autoregressive models to nonlinear cointegration and error-correction models is also reflected. (en)
Title
  • Applications of threshold and smooth transition models to economic phenomena
  • Aplikace prahových modelů a modelů a plynulým přechodem na ekonomické jevy (cs)
  • Applications of threshold and smooth transition models to economic phenomena (en)
skos:prefLabel
  • Applications of threshold and smooth transition models to economic phenomena
  • Aplikace prahových modelů a modelů a plynulým přechodem na ekonomické jevy (cs)
  • Applications of threshold and smooth transition models to economic phenomena (en)
skos:notation
  • RIV/49777513:23510/06:00000001!RIV07-GA0-23510___
http://linked.open.../vavai/riv/strany
  • 90-92
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/05/2394)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 465901
http://linked.open...ai/riv/idVysledku
  • RIV/49777513:23510/06:00000001
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • threshold autoregressive models; smooth transition models; nonlinear cointegration; cost of carry model (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [4E870D520010]
http://linked.open...v/mistoKonaniAkce
  • Baden-Baden
http://linked.open...i/riv/mistoVydani
  • Zagreb
http://linked.open...i/riv/nazevZdroje
  • Pre-conference proceedings of the special focus symposium on the 4th Catallactics: Quantitative-behavioural modelling of human actions and interactions on markets
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Kuchynka, Alexandr
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • ECNSI
https://schema.org/isbn
  • 953-99326-3-7
http://localhost/t...ganizacniJednotka
  • 23510
is http://linked.open...avai/riv/vysledek of
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 58 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software