142 resultados para Market Dynamics


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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

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A PhD Dissertation, presented as part of the requirements for the Degree of Doctor of Philosophy from the NOVA - School of Business and Economics

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The convergence features of an Endogenous Growth model with Physical capital, Human Capital and R&D have been studied. We add an erosion effect (supported by empirical evidence) to this model, and fully characterize its convergence properties. The dynamics is described by a fourth-order system of differential equations. We show that the model converges along a one-dimensional stable manifold and that its equilibrium is saddle-path stable. We also argue that one of the implications of considering this “erosion effect” is the increase in the adherence of the model to data.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

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Dissertação para obtenção do Grau de Doutor em Alterações Climáticas e Políticas de Desenvolvimento Sustentável

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No presente artigo apresentamos processos de Levy usados na literatura para modelar os retornos dos ativos financeiros, estes processos sao gerados pelas distribuições Pareto-Estaveis e Hiperbolicas. Estudamos algumas propriedades destas distribui<;oes, em particular a propriedade da invariancia da escala temporal. Por ultimo apresentamos evidencias empiricas da aplicabilidade destes processos para modelar retornos de ativos Brasileiros, para isto usamos 0 Ibovespa, o recibo da Telebras e Petrobras, na amostra usamos dados dos periodos de 1 de janeiro de 1995 a 31 de dezembro de 1998 (Gl) e de 12 de janeiro de 1996 a 31 de dezembro de 1997(G2).