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Browsing Interdisciplinary Centres & Research Groups by Title
Now showing items 2054-2073 of 2160
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(2007-09-01)Financial risk model evaluation or backtesting is a key part of the internal model’s approach to market risk management as laid out by the Basle Committee on Banking Supervision (2004). However there are a number of ...
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(University College Dublin. School of Economics, 2008-04)Comparing self-assessed indicators of subjective outcomes such as health, work disability, political efficacy, job satisfaction, etc. across countries or socio-economic groups is often hampered by the fact that different ...
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(University College Dublin. Geary Institute, 2007-06-01)Comparing self-assessed indicators of subjective outcomes such as health, work disability, political efficacy, job satisfaction, etc. across countries or socio-economic groups is often hampered by the fact that different ...
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(British Medical Association, 1973)
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(Elsevier Science B.V., 1991-06)This note shows a very simple way to incorporate the effects of uncertainty about the accuracy of present value estimates into the firm's option to delay irreversible investment. It is shown that, if the firm's priors about ...
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(University College Dublin. School of Geography, Planning and Environmental Policy, 2006-05)This paper presents a comprehensive theoretical and methodological framework clarifying the relationship between non-market environmental valuation techniques, in particular hedonic and life-satisfaction methods. The paper ...
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(Taylor & Francis, 2008-01)Although many cities have guidelines on the quantity of green open space that should accompany residential development, there is less guidance on the type or facilities of these spaces. The study uses an approach to determine ...
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(JSPS (Japan Society for the Promotion of Science), 2006)
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(University College Dublin. School of Business. Centre for Financial Markets, 2010-06-10)A scaled self-decomposable stochastic process put forward by Carr, Geman, Madan and Yor (2007) is used to model long term equity returns and options prices. This parsimonious model is compared to a number of other ...
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(Elsevier Science, 2007-12)Accurate forecasting of risk is the key to successful risk management techniques. Using the largest stock index futures from 12 European bourses, this paper presents VaR measures based on their unconditional and conditional ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004)Accurate forecasting of risk is the key to successful risk management techniques. Using the largest stock index futures from twelve European bourses, this paper presents VaR measures based on their unconditional and ...
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(Sciyo, 2010)First investigations on the dynamic response of bridges due to moving loads were motivated by the collapse of the Chester railway bridge in the UK in the middle of the 19th century. This failure made evident the need to ...
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(University College Dublin. School of EconomicsUniversity College Dublin. Geary Institute, 2009-07)I show a simple back-of-the-envelope method for calculating marginal effects in binary choice and count data models. The approach suggested here focuses attention on marginal effects at different points in the distribution ...
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(1996)
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(American Society of Civil Engineering (ASCE), 2008-03)The decreased cost and increased processing speed for terrestrial laser scanners have made this remote sensing procedure much more attractive. The approach has two major advantages over traditional surveying: (1) a ...
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(Irish Bankers' Federation, 2004)This paper assesses the viability of the Irish Stock Exchange. Overall the prognosis is positive with a few notable exceptions. On the downside some trading characteristics including thin trading and an uncompetitive ...
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(University College Dublin. Geary Institute, 2009-03-09)
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(University College Dublin. Geary Institute, 2006-01-11)The purpose of this essay is to explore the relationship between revolution and violence in Marxism and in a series of texts drawing on Marxian theory. Part 1 outlines the basic normative frameworks which determine the ...
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(University College Dublin. School of Economics, 2002-03)
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(University College Dublin. School of Economics, 2001-09)
Now showing items 2054-2073 of 2160