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 ArticleMNI China Auto Purchase Sentiment: Chinese Car Buying Environment Improves -...
Consumers were more enthusiastic about the car purchasing environment in March as expected fuel costs fell and the perception of the current timing for buying a car turned more favourable. The Car...
View ArticleDubai Strengthens Position As Global Leader For Sukuk Listings At USD 42.31...
Nasdaq Dubai has welcomed the listing of two Sukuk issued by the government of Indonesia with a total value of 2.5 billion US dollars. The total nominal value of Sukuk currently listed on Dubai’s...
View ArticleSWIFT Names Finalists For The 2016 SWIFT Institute Challenge - Seven UK-Based...
SWIFT Institute announces today that it has selected seven university student teams to compete in the inaugural SWIFT Institute Challenge at the SWIFT Business Forum London on 20 April at Tobacco...
View ArticleMisys Enables Online Trading Direct From Customersâ Bank Accounts -...
Misys has partnered with Dorsum, an innovative investment software provider, to integrate online brokerage functionality in its Misys FusionBanking Essence digital channels software. The new...
View ArticleGFCI 19 Launched Today - London Remains On Top And Singapore Climbs To Third...
Today Z/Yen publishes the nineteenth Global Financial Centres Index (GFCI 19) The Index rates 86 financial centres. The top ten are shown to the right. Full details are available here.read more...
View ArticleFidessa And Alpha Omega Partner To Offer One-Stop-Shop For Post-Trade -...
Fidessa group plc (LSE: FDSA) today announced it has signed a partnership agreement with Alpha Omega that will leverage Fidessa's post-trade Affirmation Management Service (AMS). This utility provides...
View ArticlePay It Forward: Regulator Plans To Help The UK Become A World Leader In Payments
The Payment Systems Regulator (PSR) has today spoken of its intention to foster a culture of innovation and competition that will help the UK to become a world-leader in the development of payments...
View ArticleFIA Pledges To Continue Working With Basel Committee On Impact Of Capital...
FIA welcomed the Basel Committee's consultation on proposed revisions to the leverage ratio today, but expressed disappointment that the new framework does not include an offset for initial margin. The...
View ArticleHong Kong's Securities And Futures Commission Commences MMT Proceedings...
The Securities and Futures Commission (SFC) has commenced proceedings in the Market Misconduct Tribunal (MMT) against Yorkey Optical International (Cayman) Limited (Yorkey) for failing to disclose...
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...
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