MARCHES FINANCIERS, MEMOIRE LONGUE ET PROCESSUS CHAOTIQUES

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ISBN 13 :
Total Pages : 796 pages
Book Rating : 4.:/5 (49 download)

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Book Synopsis MARCHES FINANCIERS, MEMOIRE LONGUE ET PROCESSUS CHAOTIQUES by : Valérie Mignon

Download or read book MARCHES FINANCIERS, MEMOIRE LONGUE ET PROCESSUS CHAOTIQUES written by Valérie Mignon and published by . This book was released on 1997 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt: MALGRE LE NOMBRE CONSIDERABLE DE TRAVAUX VISANT A TESTER L'HYPOTHESE D'EFFICIENCE DES MARCHES FINANCIERS, AUCUNE CONCLUSION CLAIRE NE SEMBLE RESSORTIR. CETTE ABSENCE DE RESULTATS UNANIMES NOUS A SEMBLE PROVENIR EN PARTIE DE LA FAIBLESSE DES OUTILS ECONOMETRIQUES UTILISES. CETTE THESE S'EST ALORS ATTACHEE A REEXAMINER LA THEORIE DE L'EFFICIENCE DES MARCHES FINANCIERS SOUS L'ANGLE DOUBLE DES PROCESSUS A MEMOIRE LONGUE ET DES PROCESSUS CHAOTIQUES. LA PREMIERE PARTIE DE LA THESE A PROPOSE UNE ETUDE CRITIQUE DE LA THEORIE DE L'EFFICIENCE DES MARCHES FINANCIERS AINSI QUE DE SON CONCEPT INDISSOCIABLE QU'EST LA RATIONALITE DES INVESTISSEURS. LES INSUFFISANCES ATTACHEES AUX APPROCHES TRADITIONNELLES NOUS ONT CONDUIT A ETUDIER, AU SEIN D'UNE DEUXIEME PARTIE, DEUX ALTERNATIVES QUI NOUS SONT APPARUES PARTICULIEREMENT PERTINENTES POUR APPREHENDER L'EFFICIENCE : LES PROCESSUS A MEMOIRE LONGUE ET LES PROCESSUS CHAOTIQUES. CES DEUX APPROCHES ONT ENSUITE ETE TESTEES AU COURS D'UNE TROISIEME PARTIE CONSACREE A L'ETUDE EMPIRIQUE DES RENTABILITES DES INDICES BOURSIERS DES PAYS DU G7. NOUS AVONS MONTRE QUE SI L'HYPOTHESE DE CHAOS DETERMINISTE NE POUVAIT ETRE RETENUE, LA MEMOIRE LONGUE CONSTITUAIT QUANT A ELLE UNE HYPOTHESE GENERALEMENT ACCEPTEE. LA QUALITE DES ESTIMATIONS DES PROCESSUS ARFIMA A ETE APPREHENDEE AU TRAVERS DE LEURS CAPACITES PREDICTIVES. NOUS AVONS A CET EGARD MONTRE QUE LES PROCESSUS ARFIMA CONDUISAIENT A DE MEILLEURES PREVISIONS QU'UN SIMPLE MODELE DE MARCHE ALEATOIRE. NOUS AVONS ENFIN CHERCHE A MODELISER ET A PREVOIR LE RISQUE AU TRAVERS D'UNE NOUVELLE MODELISATION PRENANT EN CONSIDERATION NON SEULEMENT LA DYNAMIQUE DE LONG TERME DES SERIES DE RENTABILITES MAIS EGALEMENT LA VARIABILITE DE LEUR VOLATILITE. A NOUVEAU, NOS RESULTATS ONT MONTRE QUE LA VOLATILITE POUVAIT ETRE PREVUE. LA DOUBLE PREVISIBILITE DES RENTABILITES ET DU RISQUE NOUS PARAIT DIFFICILEMENT CONCILIABLE AVEC L'HYPOTHESE D'EFFICIENCE DES MARCHES AU SENS FAIBLE.

Marchés financiers, mémoire longue et processus chaotiques

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (991 download)

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Book Synopsis Marchés financiers, mémoire longue et processus chaotiques by :

Download or read book Marchés financiers, mémoire longue et processus chaotiques written by and published by . This book was released on 2000 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Internationalization and Organizations

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Publisher : Taylor & Francis
ISBN 13 : 1040010679
Total Pages : 266 pages
Book Rating : 4.0/5 (4 download)

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Book Synopsis Internationalization and Organizations by : Eric Davoine

Download or read book Internationalization and Organizations written by Eric Davoine and published by Taylor & Francis. This book was released on 2024-04-05 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: To fill in the gap in theoretical and empirical aspects in the existing international management literature, the book covers a broad variety of issues relating to the challenges facing companies after the recent worldwide crises of financial, sanitary, and geopolitical nature. The book offers an overview of these challenges along three axes: the challenges related to the processes of adapting to the international environment, the challenges affecting the actors of internationalization, and finally the challenges related to the specifics of the international context. The book aims to offer a comprehensive analysis of the theoretical and practical attributes related to the adaptation processes in international business, the cultural evolutions of actors, and the changes in the international environment. It also seeks to help managers and scholars alike to better understand the new challenges in diverse aspects pertaining to international management. To cover these issues, the book addresses topics, which up till now have not been investigated in depth or have not been researched at all. It includes both theoretical and managerial viewpoints and various international examples.

The (Mis)Behaviour of Markets

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Publisher : Profile Books
ISBN 13 : 1847651550
Total Pages : 352 pages
Book Rating : 4.8/5 (476 download)

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Book Synopsis The (Mis)Behaviour of Markets by : Benoit B. Mandelbrot

Download or read book The (Mis)Behaviour of Markets written by Benoit B. Mandelbrot and published by Profile Books. This book was released on 2010-10-01 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: This international bestseller, which foreshadowed a market crash, explains why it could happen again if we don't act now. Fractal geometry is the mathematics of roughness: how to reduce the outline of a jagged leaf or static in a computer connection to a few simple mathematical properties. With his fractal tools, Mandelbrot has got to the bottom of how financial markets really work. He finds they have a shifting sense of time and wild behaviour that makes them volatile, dangerous - and beautiful. In his models, the complex gyrations of the FTSE 100 and exchange rates can be reduced to straightforward formulae that yield a much more accurate description of the risks involved.

Your Mindful Compass

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Publisher :
ISBN 13 : 9780615928791
Total Pages : 318 pages
Book Rating : 4.9/5 (287 download)

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Book Synopsis Your Mindful Compass by : Andrea Maloney Schara

Download or read book Your Mindful Compass written by Andrea Maloney Schara and published by . This book was released on 2013-12-01 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Your Mindful Compass" takes us behind the emotional curtain to see the mechanisms regulating individuals in social systems. There is great comfort and wisdom in knowing we can increase our awareness to manage the swift and ancient mechanisms of social control. We can gain greater flexibility by seeing how social controls work in systems from ants to humans. To be less controlled by others, we learn how emotional systems influence our relationship-oriented brain. People want to know what goes on in families that give rise to amazing leaders and/or terrorists. For the first time in history we can understand the systems in which we live. The social sciences have been accumulating knowledge since the early fifties as to how we are regulated by others. S. Milgram, S. Ashe, P. Zimbardo and J. Calhoun, detail the vulnerability to being duped and deceived and the difficulty of cooperating when values differ. Murray Bowen, M.D., the first researcher to observe several live-in families, for up to three years, at the National Institute of Mental Health. Describing how family members overly influence one another and distribute stress unevenly, Bowen described both how symptoms and family leaders emerge in highly stressed families. Our brain is not organized to automatically perceive that each family has an emotional system, fine-tuned by evolution and "valuing" its survival as a whole, as much as the survival of any individual. It is easier to see this emotional system function in ants or mice but not in humans. The emotional system is organized to snooker us humans: encouraging us to take sides, run away from others, to pressure others, to get sick, to blame others, and to have great difficulty in seeing our part in problems. It is hard to see that we become anxious, stressed out and even that we are difficult to deal with. But "thinking systems" can open the doors of perception, allowing us to experience the world in a different way. This book offers both coaching ideas and stories from leaders as to strategies to break out from social control by de-triangling, using paradoxes, reversals and other types of interruptions of highly linked emotional processes. Time is needed to think clearly about the automatic nature of the two against one triangle. Time and experience is required as we learn strategies to put two people together and get self outside the control of the system. In addition, it takes time to clarify and define one's principles, to know what "I" will or will not do and to be able to take a stand with others with whom we are very involved. The good news is that systems' thinking is possible for anyone. It is always possible for an individual to understand feelings and to integrate them with their more rational brains. In so doing, an individual increases his or her ability to communicate despite misunderstandings or even rejection from important others. The effort involved in creating your Mindful Compass enables us to perceive the relationship system without experiencing it's threats. The four points on the Mindful Compass are: 1) Action for Self, 2) Resistance to Forward Progress, 3) Knowledge of Social Systems and the 4) The Ability to Stand Alone. Each gives us a view of the process one enters when making an effort to define a self and build an emotional backbone. It is not easy to find our way through the social jungle. The ability to know emotional systems well enough to take a position for self and to become more differentiated is part of the natural way humans cope with pressure. Now people can use available knowledge to build an emotional backbone, by thoughtfully altering their part in the relationship system. No one knows how far one can go by making an effort to be more of a self-defined individual in relationships to others. Through increasing emotional maturity, we can find greater individual freedom at the same time that we increase our ability to cooperate and to be close to others.

Knowing our lands and resources

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Publisher : UNESCO Publishing
ISBN 13 : 9231002104
Total Pages : 150 pages
Book Rating : 4.2/5 (31 download)

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Book Synopsis Knowing our lands and resources by : Roué, Marie

Download or read book Knowing our lands and resources written by Roué, Marie and published by UNESCO Publishing. This book was released on 2017-04-03 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Toward Liberty

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Publisher :
ISBN 13 :
Total Pages : 437 pages
Book Rating : 4.:/5 (175 download)

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Book Synopsis Toward Liberty by : Friedrich August Hayek

Download or read book Toward Liberty written by Friedrich August Hayek and published by . This book was released on 1973 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Philosophy manual: a South-South perspective

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Publisher : UNESCO Publishing
ISBN 13 : 9231010069
Total Pages : 236 pages
Book Rating : 4.2/5 (31 download)

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Book Synopsis Philosophy manual: a South-South perspective by : Chanthalangsy, Phinith

Download or read book Philosophy manual: a South-South perspective written by Chanthalangsy, Phinith and published by UNESCO Publishing. This book was released on 2014-12-31 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Power Failure

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Publisher : Currency
ISBN 13 : 076791368X
Total Pages : 434 pages
Book Rating : 4.7/5 (679 download)

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Book Synopsis Power Failure by : Mimi Swartz

Download or read book Power Failure written by Mimi Swartz and published by Currency. This book was released on 2004-03-09 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: “They’re still trying to hide the weenie,” thought Sherron Watkins as she read a newspaper clipping about Enron two weeks before Christmas, 2001. . . It quoted [CFO] Jeff McMahon addressing the company’s creditors and cautioning them against a rash judgment. “Don’t assume that there is a smoking gun.” Sherron knew Enron well enough to know that the company was in extreme spin mode… Power Failure is the electrifying behind-the-scenes story of the collapse of Enron, the high-flying gas and energy company touted as the poster child of the New Economy that, in its hubris, had aspired to be “The World’s Leading Company,” and had briefly been the seventh largest corporation in America. Written by prizewinning journalist Mimi Swartz, and substantially based on the never-before-published revelations of former Enron vice-president Sherron Watkins, as well as hundreds of other interviews, Power Failure shows the human face beyond the greed, arrogance, and raw ambition that fueled the company’s meteoric rise in the late 1990s. At the dawn of the new century, Ken Lay’s and Jeff Skilling's faces graced the covers of business magazines, and Enron’s money oiled the political machinery behind George W. Bush’s election campaign. But as Wall Street analysts sang Enron’s praises, and its stock spiraled dizzyingly into the stratosphere, the company’s leaders were madly scrambling to manufacture illusory profits, hide its ballooning debt, and bully Wall Street into buying its fictional accounting and off-balance-sheet investment vehicles. The story of Enron’s fall is a morality tale writ large, performed on a stage with an unforgettable array of props and side plots, from parking lots overflowing with Boxsters and BMWs to hot-house office affairs and executive tantrums. Among the cast of characters Mimi Swartz and Sherron Watkins observe with shrewd Texas eyes and an insider’s perspective are: CEO Ken Lay, Enron’s “outside face,” who was more interested in playing diplomat and paving the road to a political career than in managing Enron’s high-testosterone, anything-goes culture; Jeff Skilling, the mastermind behind Enron’s mercenary trading culture, who transformed himself from a nerdy executive into the personification of millennial cool; Rebecca Mark, the savvy and seductive head of Enron’s international division, who was Skilling’s sole rival to take over the company; and Andy Fastow, whose childish pranks early in his career gave way to something far more destructive. Desperate to be a player in Enron’s deal-making, trader-oriented culture, Fastow transformed Enron’s finance department into a “profit center,” creating a honeycomb of financial entities to bolster Enron’s “profits,” while diverting tens of millions of dollars into his own pockets An unprecedented chronicle of Enron’s shocking collapse, Power Failure should take its place alongside the classics of previous decades – Barbarians at the Gate and Liar’s Poker – as one of the cautionary tales of our times.

Environmental Policy in Europe

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Publisher : Routledge
ISBN 13 : 1134301189
Total Pages : 273 pages
Book Rating : 4.1/5 (343 download)

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Book Synopsis Environmental Policy in Europe by : Andrew J. Jordan

Download or read book Environmental Policy in Europe written by Andrew J. Jordan and published by Routledge. This book was released on 2004-08-02 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: The continuing development of the European Union (EU) is transforming policy and politics in its member countries, and possibly in an even larger number of potential members. This book offers a detailed investigation of the Europeanization of national environmental policy in ten western European countries since 1970. By blending state-of-the-art theories with fresh empirical material on the many manifestations of Europeanization, it sheds new light on the dynamics that are decisively reshaping national environmental policy. It also offers an original assessment of how far Europeanization has produced greater policy convergence in western Europe. Throughout, the approach taken is genuinely comparative, drawing on the insights provided by leading country specialists.

Wavelet Applications in Economics and Finance

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Publisher : Springer
ISBN 13 : 3319070614
Total Pages : 271 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Wavelet Applications in Economics and Finance by : Marco Gallegati

Download or read book Wavelet Applications in Economics and Finance written by Marco Gallegati and published by Springer. This book was released on 2014-08-04 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An introductory paper by James Ramsey, providing a personal retrospective of a decade's research on wavelet analysis, offers an excellent overview over the field.

Oppression and Related Remedies

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Publisher :
ISBN 13 : 9780459241384
Total Pages : 481 pages
Book Rating : 4.2/5 (413 download)

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Book Synopsis Oppression and Related Remedies by : Markus Koehnen

Download or read book Oppression and Related Remedies written by Markus Koehnen and published by . This book was released on 2004-01-01 with total page 481 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Oppression and Related Remedies" is the definitive one stop shop for shareholder litigation. It avoids case summaries and provides a coherent, principled analysis of the factors that lead courts to one line of cases or the other by highlighting conflicting case law and analysing it. This comprehensive guide also provides detailed analysis of burgeoning related areas such as directors' liability and takeover bid litigation.

The Time of the City

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Publisher : Routledge
ISBN 13 : 1136977872
Total Pages : 227 pages
Book Rating : 4.1/5 (369 download)

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Book Synopsis The Time of the City by : Michael Shapiro

Download or read book The Time of the City written by Michael Shapiro and published by Routledge. This book was released on 2010-06-17 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt: Engaging with critical theory, poststructuralist perspectives, cultural studies, film theory and urban studies, the book provides stunning insights into the micropolitics of ethnicity, identity, security, subjectivity and sovereignty.

Culture: urban future

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Publisher : UNESCO Publishing
ISBN 13 : 9231001701
Total Pages : 304 pages
Book Rating : 4.2/5 (31 download)

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Book Synopsis Culture: urban future by : UNESCO

Download or read book Culture: urban future written by UNESCO and published by UNESCO Publishing. This book was released on 2016-12-31 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Report presents a series of analyses and recommendations for fostering the role of culture for sustainable development. Drawing on a global survey implemented with nine regional partners and insights from scholars, NGOs and urban thinkers, the report offers a global overview of urban heritage safeguarding, conservation and management, as well as the promotion of cultural and creative industries, highlighting their role as resources for sustainable urban development. Report is intended as a policy framework document to support governments in the implementation of the 2030 Agenda for Sustainable Urban Development and the New Urban Agenda.

ISLA 1

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Publisher : Rowman & Littlefield
ISBN 13 : 9780847695386
Total Pages : 896 pages
Book Rating : 4.6/5 (953 download)

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Book Synopsis ISLA 1 by : Tetsuji Yamamoto

Download or read book ISLA 1 written by Tetsuji Yamamoto and published by Rowman & Littlefield. This book was released on 1998 with total page 896 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents original writings and interviews with prominent thinkers on the front lines of an international intellectual effort to reconsider the fundamental terms of modernity and promote a philosophical design that reconsiders the significance of modernity itself.

L' Occupation Américaine D'Haïti

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Publisher :
ISBN 13 : 9780692629833
Total Pages : 68 pages
Book Rating : 4.6/5 (298 download)

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Book Synopsis L' Occupation Américaine D'Haïti by : Dantès Bellegarde

Download or read book L' Occupation Américaine D'Haïti written by Dantès Bellegarde and published by . This book was released on 2016-01-26 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dantès Louis Bellegarde (1877-1966), enseignant, écrivain, essayiste, historien et diplomate haïtien, est né le 18 mai 1877 à Port-au-Prince. Il est considéré comme l'un des penseurs haïtiens les plus importants du XXe siècle, et a lutté contre l'occupation américaine en Haïti, de 1915 à 1934. Il est l'auteur de plusieurs ouvrages: 'Pages d'histoire. Port-au-Prince: Chéraquit (1925), La République d'Haiti et les États-Unis devant la justice internationale (1924), Pour une Haïti heureuse... 2 vols. (1927-1929), Un Haïtien parle (1934), La Nation haïtienne (1938), Haïti et ses problèmes (1941), Dessalines a parlé. (1948), et Histoire du peuple haïtien, 1492-1952 (1953).Celucien L. Joseph, PhD (University of Texas at Dallas) est Professeur de la langue et littérature anglaise à Indian River State College.

A Time Series Approach to Option Pricing

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Publisher : Springer
ISBN 13 : 3662450372
Total Pages : 202 pages
Book Rating : 4.6/5 (624 download)

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Book Synopsis A Time Series Approach to Option Pricing by : Christophe Chorro

Download or read book A Time Series Approach to Option Pricing written by Christophe Chorro and published by Springer. This book was released on 2014-12-04 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: The current world financial scene indicates at an intertwined and interdependent relationship between financial market activity and economic health. This book explains how the economic messages delivered by the dynamic evolution of financial asset returns are strongly related to option prices. The Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous time option pricing models. The reader then learns what it takes to understand and implement these option pricing models based on time series analysis in a self-contained way. The discussion covers modeling choices available to the quantitative analyst, as well as the tools to decide upon a particular model based on the historical datasets of financial returns. The reader is then guided into numerical deduction of option prices from these models and illustrations with real examples are used to reflect the accuracy of the approach using datasets of options on equity indices.