A Simultaneous Equation Approach on the Relationship between Implied, Realised and Historical Volatility

2013 ◽  
Vol 9 (2) ◽  
pp. 139-155
Author(s):  
Imlak Shaikh ◽  
Puja Padhi
Keyword(s):  
Simultaneous Equation ◽  
Equation Approach ◽  
The Relationship

The Links between the Companies Market Price Quality and that of its Management and Business Quality: A System Panel Data Approach

GIS Business ◽  
2016 ◽  
Vol 11 (6) ◽  
pp. 28-38
Author(s):  
Dinis Daniel Santos ◽  
Elias Soukiazis
Keyword(s):  
Panel Data ◽  
Business Performance ◽  
Market Price ◽  
Equation System ◽  
Simultaneous Equation ◽  
System Equation ◽  
Simultaneous Equation System ◽  
Management Quality ◽  
The Relationship

This work uses a simultaneous equation system approach to analyze the relationship between the management and business quality of companies and their market price quality. Using panel data we found that both the management and the business quality of companies positively influence the market price quality of the studied American companies. Additionally, variables like the actual position of the company price quality compared to the industry average, being on the top or the bottom, or the beta value of a company, also influence the market price quality of the respective company. It is shown that the system equation approach is the most appropriate to explain the linkages between price, business, and management quality providing consistent estimates. Also, using ratings to express the three core variables in the system is the most adequate way to define the quality characteristics in terms of price, management, and business performance of the companies considered in this study.

scholarly journals A Simultaneous Equation Approach to Estimating HIV Prevalence With Nonignorable Missing Responses

2017 ◽  
Vol 112 (518) ◽  
pp. 484-496 ◽  
Author(s):  
Giampiero Marra ◽  
Rosalba Radice ◽  
Till Bärnighausen ◽  
Simon N. Wood ◽  
Mark E. McGovern
Keyword(s):  
Simultaneous Equation ◽  
Hiv Prevalence ◽  
Equation Approach ◽  
Missing Responses ◽  
Nonignorable Missing

THE DYNAMIC INTER-RELATIONSHIP BETWEEN OBESITY AND SCHOOL PERFORMANCE: NEW EMPIRICAL EVIDENCE FROM AUSTRALIA

2017 ◽  
Vol 50 (5) ◽  
pp. 683-705 ◽  
Author(s):  
Son Nghiem ◽  
Viet-Ngu Hoang ◽  
Xuan-Binh Vu ◽  
Clevo Wilson
Keyword(s):  
School Performance ◽  
Simultaneous Equation ◽  
Estimation Methods ◽  
Reasoning Test ◽  
Obesity Status ◽  
The Matrix ◽  
Lagged Effects ◽  
Matrix Reasoning ◽  
National Tests ◽  
The Relationship

SummaryThis paper proposes a new empirical model for examining the relationship between obesity and school performance using the simultaneous equation modelling approach. The lagged effects of both learning and health outcomes were included to capture both the dynamic and inter-relational aspects of the relationship between obesity and school performance. The empirical application of this study used comprehensive data from the first five waves of the Longitudinal Study of Australian Children (LSAC), which commenced in 2004 (wave 1) and was repeated every two years until 2018. The study sample included 10,000 children, equally divided between two cohorts (infants and children) across Australia. The empirical results show that past learning and obesity status are strongly associated with most indicators of school outcomes, including reading, writing, spelling, grammar and numeracy national tests, and scores from the internationally standardized Peabody Picture Vocabulary Test and the Matrix Reasoning Test. The main findings of this study are robust due to the choice of obesity indicator and estimation methods.

A SIMULTANEOUS EQUATION APPROACH TO FINANCIAL PLANNING

1971 ◽  
Vol 26 (5) ◽  
pp. 1123-1142 ◽  
Author(s):  
James M. Warren ◽  
John P. Shelton
Keyword(s):  
Financial Planning ◽  
Simultaneous Equation ◽  
Equation Approach
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