Browsing Financial Mathematics Computation Cluster by Title

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Browsing Financial Mathematics Computation Cluster by Title

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  • Dowd, Kevin ; Cotter, John (University College Dublin. School of Business. Centre for Financial Markets, 2006-09-10)
    This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based ...
  • Cotter, John ; Dowd, Kevin ; Loh, Lixia (Cambridge Journals, 2010-06)
    This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based ...
  • Cotter, John ; Hanly, Jim (Elsevier, 2012-05)
    A key issue in the estimation of energy hedges is the hedgers’ attitude towards risk which is encapsulated in the form of the hedgers’ utility function. However, the literature typically uses only one form of utility ...

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