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Abstract:We analyze the effects of non-synchronicity and market microstructure noise on realized covari-ance type estimators. It is shown that non-synchronicity leads to severe biases, whenever synchro-nization methods that employ last-tick interpolation are used. We study a simple estimator whichr
论文类别:Financial Management人气:2307论文属性:硕士毕业论文 thesis加入时间:2010-06-27收费论文 Charging Thesis
Abstract:Existing empirical work on realized covariances partitions the trading day in 5- or 30-minute intervals and then computes the sample covariance based on the resulting 5- or 30-minute returns. Such frequencies are heuristically or subjectively chosen to minimize the bias and avoid market mi
论文类别:Financial Management人气:2450论文属性:硕士毕业论文 thesis加入时间:2010-06-27收费论文 Charging Thesis
Abstract:This paper is about how to estimate the integrated covariance hX, Y iT of two assets over a fixed time horizon [0, T], when the observations about X and Y are “contaminated” and when such noisy observations are at discrete, but not synchronized, times. We show that the usual previous
论文类别:Financial Management人气:2290论文属性:硕士毕业论文 thesis加入时间:2010-06-27收费论文 Charging Thesis
Abstract:This paper presents a camera that samples the 4D light field on itssensor in a single photographic exposure. This is achieved by in-serting a microlens array between the sensor and main lens, creat-ing a plenoptic camera. Each microlens measures not just the totalamount of light depo
论文类别:Computing and Mathematics人气:3029论文属性:硕士毕业论文 thesis加入时间:2010-06-27收费论文 Charging Thesis
Abstract. This paper is based on models presented in Kim and Verrecchia (1991a, 1991b) relating to share price volatility and the quality of announcements. It investigates the differences in informational quality between dividend cuts and dividend rises, and between interim and final dividend
论文类别:Financial Management人气:2691论文属性:硕士毕业论文 thesis加入时间:2010-06-27收费论文 Charging Thesis
Why reference? For many students new to university the issue of referencing (or citing) is confusing and lack of adequate referencing is often a reason for poor grades, which is difficult for some students to understand. You may have written a well-argued essay
论文类别:英语论文写作要求人气:4711论文属性:作业指导 assignment guidelines加入时间:2010-06-27收费论文 Charging Thesis
The central objective of corporate management is the active, goal-oriented management of long-term business development through the establishment and maintenance of competitive advantage (Porter 1998). Thereby the competitiveness of both corporate products and services and corporate resources pl
论文类别:MBA人气:6071论文属性:硕士毕业论文 thesis加入时间:2010-06-26原创论文 Original thesis
Question One Discuss the scope and extent of the exemptions from performance provided by Article 79 of the Vienna Convention on Contracts for the International Sale of Goods and the relationship of this provision to the doctrines of frustration and force majeure in common and civil law. What
论文类别:International Business Law人气:4026论文属性:课程作业 Coursework加入时间:2010-06-26免费论文 Free Thesis
School of Business Administration, Gonzaga University, Spokane, Wa, USA Review of Literature Social responsibility is a fairly old concept which took on new life in the 1960s. Corporat
论文类别:MBA人气:4374论文属性:职称论文 Scholarship Papers加入时间:2010-06-25收费论文 Charging Thesis
Abstract Since the mid- Ic)7Os a number of studies have investigated the nature and frequency of corporate social re- sponsibility disclosures, their patt
论文类别:MBA人气:3972论文属性:职称论文 Scholarship Papers加入时间:2010-06-25收费论文 Charging Thesis
A companys mission statement is intended to determine the answer the following key questions, namely “Why does this business exist? What is its general 
论文类别:Corporate Governance人气:5501论文属性:案例分析 Case Study加入时间:2010-06-25免费论文 Free Thesis
Abstract:The Traveling Salesman Problem (TSP) is one of the most famous problems in combinatorial optimization. In thispaper, we are going to examine how the techniques of Guided Local Search (GLS) and Fast Local Search (FLS) can beapplied to the problem. GLS sits on top of local search heuristics
论文类别:Hospitality and Tourism人气:2951论文属性:硕士毕业论文 thesis加入时间:2010-06-26原创论文 Original thesis
Introduction of currency convertibility is one of the most cmcial part of a country'seconomic reforms, especially for those formerly centrally planned economies. The conceptcovers the unrestricted use of a country's currency for international currencies andallowing it to be freely exchanged for for
论文类别:Financial Management人气:2793论文属性:硕士毕业论文 thesis加入时间:2010-06-25免费论文 Free Thesis
Lehman Brothers’ Minibond SHOULD HKMA BEAR THE LARGEST RESPONSIBILITY IN THE CASE OF THE FRAUD OF LEHMAN BROTHERS’ MINIBON Table of ContentIntroduction 3 What are the Lehman Brothers mini-bonds 6 Complying with the Code of Conduct? 10 Securities and Futures Commission: 13 Ho
论文类别:Financial Management人气:18004论文属性:报告 Report加入时间:2010-06-25免费论文 Free Thesis
Abstract :This paper explores four published articles that report on results from research conducted on online (Internet) and offline (non-Internet) relationships and their relationship to computer-mediated communication (CMC). The articles, however, vary in their definitions and uses of CMC. Butle
论文类别:Computing and Mathematics人气:7687论文属性:职称论文 Scholarship Papers加入时间:2010-06-24免费论文 Free Thesis