Copula--based Specification of vector MEMs. (arXiv:1604.01338v1 [q-fin.ST])
The Multiplicative Error Model (Engle (2002)) for nonnegative valued processes is specified as the product of a (conditionally autoregressive) scale factor and an innovation process with nonnegative...
View ArticleControllability Analyses on Firm Networks Based on Comprehensive Data....
Since governments give stimulus to firms and expect the spillover effect by fiscal policies, it is important to know the effectiveness that they can control the economy. To clarify the controllability...
View ArticleOption Pricing in the Moderate Deviations Regime. (arXiv:1604.01281v1...
We consider call option prices in diffusion models close to expiry, in an asymptotic regime ("moderately out of the money") that interpolates between the well-studied cases of at-the-money options and...
View ArticleCommodity Dynamics: A Sparse Multi-class Approach. (arXiv:1604.01224v1...
The correct understanding of commodity price dynamics can bring relevant improvements in terms of policy formulation both for developing and developed countries. Agricultural, metal and energy...
View ArticleThe Light and Fast Organisation: A New Way of Dealing with Uncertainty
The Light and Fast Organisation presents a blueprint for organisations looking to thrive in today's rapidly evolving business landscape. VUCA - Volatility, Uncertainty, Complexity and Ambiguity - has...
View ArticleThe Lean Entrepreneur: How Visionaries Create Products, Innovate with New...
The Lean Entrepreneur, Second Edition banishes the "Myth of the Visionary" and shows you how you can implement proven, actionable techniques to create products and disrupt existing markets on your way...
View ArticleThe Law of Tax-Exempt Organizations + Website, Eleventh Edition, 2016 Supplement
The Law of Tax-Exempt Organizations is the classic reference for non-profit tax law, written by the most respected name in the field. Author Bruce R. Hopkins provides comprehensive and authoritative...
View ArticleNICE Actimize Launches âAML Essentialsâ Cloud Solution Targeting...
NICE Actimize, a NICE Systems (NASDAQ:NICE) business and the largest and broadest provider of financial crime, risk and compliance software for the financial services industry, announces the launch of...
View ArticleOTC Markets Group Adds IPC As Extranet And Connectivity Provider For Market
OTC Markets Group Inc. (OTCQX: OTCM), operator of financial markets for 10,000 global and US securities, today announced it has added IPC Systems, Inc., a leading global provider of specialized...
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Japan's Financial Services Agency: Advisory Council On The Systems Of...
Recommendation March 8, 2016 Ensuring Confidence in AuditRecommendations from the “Advisory Council on the Systems of Accounting and Auditing” Establishment September 18, 2015Establishment of “Advisory...
View ArticleLSEGâs Growth Company Programme, ELITE, Launches In Morocco
London Stock Exchange Group (LSEG) today announces that its successful business development programme, ELITE, has been launched by Casablanca Stock Exchange (CSE) in Morocco. CSE has unveiled 12...
View ArticleAbu Dhabi Securities Exchange Performance In Q1 2016
Trading value in ADX increased during Q1 2016 amounting to around AED 16.1 billion, compared to about AED 13.6 billion in Q1 2015 an increase of about 15%.read more...
View ArticleUK's Financial Services Agency: Publication Of The Recommendations From The...
The Advisory Council on the Systems of Accounting and Auditing (Chairman Yoshikazu WAKITA, Professor, Nagoya Keizai University (Graduate school), Professor Emeritus, Meiji Gakuin University) published...
View ArticleESMA-Discussion Paper On Benchmark Regulation: Europex Calls For Considering...
When establishing Regulatory Technical Standards, Guidelines and Advises for the application of the EU-Benchmark-Regulation, Europex asks ESMA to closely consider commodity-specific characteristics....
View ArticleBorsa Italiana Monthly Update March 2016
Click here to download Borsa Italiana's monthly update for March 2016.
View ArticleMandatory Notification Of Trades - Oslo Børs VPS Holding ASA
Oslo Børs VPS Holding has today allotted 1709 shares to employees in the group at NOK 84,-. New holding is 4298 shares. The following primary insiders have been allotted the number of shares shown...
View ArticleToronto Stock Exchange And TSX Venture Exchange Kick-Off TSX Ignite Live...
Toronto Stock Exchange (TSX) and TSX Venture Exchange (TSXV) launched this year's TSX Ignite live event series today in Toronto. Founded in 2014 in collaboration with key members of the Canadian...
View ArticleElectronification Of Trading - Speech By Edwin Schooling Latter, Head Of...
With thanks to the FIX trading community for their invitation to today’s event, I’d like to take the opportunity to make a few remarks on how the FCA views the increasing electronification of trading,...
View ArticleESMA Updates Its Q&A Document On Prospectus Related Issues
The European Securities and Markets Authority (ESMA) has updated its Questions and Answers document (Q&A) on prospectus related issues.read more...
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