搜索结果: 1-9 共查到“经济学 Interval”相关记录9条 . 查询时间(0.062 秒)
Optimization Method for Interval Portfolio Selection Based on Satisfaction Index of Interval inequality Relation
Interval portfolio selection satisfaction index semiabsolute deviation risk parametric linear programming
2012/9/14
In this paper we consider an interval portfolio selection problem with uncertain returns and introduce an inclusive concept of satisfaction index for interval inequality relatio...
Interval Values for Multicriteria Cooperative Games
Multicriteria situations interval valued games cooperative games
2010/12/6
In this paper we consider multicriteria interval games. The importance of multiobjectives follows from applications to real world. We consider interval valued games and extend some classical solutions...
Recurrence interval analysis of trading volumes
Recurrence interval analysis trading volumes
2010/10/18
We study the statistical properties of the recurrence intervals $\tau$ between successive trading volumes exceeding a certain threshold $q$. The recurrence interval analysis is carried out for the 20...
Some Characterizations of Convex Interval Games
Cooperative interval games convex games big boss games superadditive games
2009/7/17
This paper focuses on two characterizations of convex interval games using the notions of superadditivity and exactness, respectively. We also relate big boss interval games with concave interval gam...
The Discontinuous Trend Unit Root Test with a Break Interval
unit-root test discontinuous-trend break-interval
2009/5/7
Dickey and Fuller proposed tests for the unit root hypotheses in a uni-variate time series. Perron (1989) extended the t-ratio type unit-root tests so that they allow for a break in the deterministic...
Recurrence interval analysis of high-frequency financial returns and its application to risk estimation
Recurrence interval analysis of high-frequency financial risk estimation
2010/11/2
We investigate the probability distributions of the recurrence intervals between consecutive 1-min returns above a positive threshold q > 0 or below a negative threshold
q < 0 of two indices and 20...
Scaling and Memory Effect in Volatility Return Interval of the Chinese Stock Market
Scaling Memory Effect Volatility Return Interval Chinese Stock Market
2010/12/20
We investigate the probability distribution of the volatility return intervals $\tau$ for the Chinese stock market. We rescale both the probability distribution $P_{q}(\tau)$ and the volatility return...
Return interval distribution of extreme events and long term memory
Return interval distribution extreme events long term memory
2010/12/17
The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is we...
The Discontinuous Trend Unit Root Test with a Break Interval
unit-root test discontinuous-trend break-interval
2010/12/7
Dickey and Fuller proposed tests for the unit root hypotheses in a uni-variate time series. Perron (1989) extended the t-ratio type unit-root tests so that they allow for a break in the deterministic ...