Libri di Camilla Ferretti - libri Vita e Pensiero

Camilla Ferretti

Titoli dell'autore

Does the Past Count? Sovereign Debt during the Classical Gold Standard through the Lenses of Mover Stayer and Markov Chain Models digital
Anno: 2019
...We study sovereign debt markets behaviour during the Classical Gold Standard (CGS) Era (1880-1913), i.e. the first era of globalization characterized by free movement of capital and a fixed exchange rate regime. In particular we analyse both the issues of markets memory and the degree of confidence in sovereign debt markets by means of three stochastic models: Markov Chain (MC), Mover Stayer (MS) and Non Homogeneous Markov Chain (NHMC) estimated on two-state transition matrices of countries switching from sound to distressed...
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An interactive MATLAB TOOL for the estimation of the directional mobility index compared to some other mobility measures digital
Anno: 2018
The Directional Mobility Measurement tool (DMMtool.m) is a free interactive instrument, which computes in MATLAB the directional mobility index by automatically importing and elaborating the data from a wide-format panel, not necessarily balanced, stored in a ‘.xls’ or ‘.xlsx’ spreadsheet, for a single, quantitative, ‘size-type’ scalar variable. We will imagine a sample of firms observed over many successive years to assess their tendency to upsize or downsize...
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Mobility as prevailing direction for transition matrices
Gratis
digital
Anno: 2012
SUMMARY Mobility indices are important tools for summarizing and comparing the dynamics of different samples. A mobility index is defined as a function which assigns a real value I to a given transition matrix . The function I ðPÞ, where P is the transition matrix, is chosen to describe a specific type of mobility (e.g. the tendency to leave the current state). In this paper we develop a family of mobility indices capable of embodying information on both the intensity and the prevailing direction of mobility in the sample under study. Keywords: Mobility Index, Transition Matrix, Prevailing Direction.
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Parole per educare: la presentazione dei volumi
Mercoledì 8 febbraio alle 14:30, la presentazione dei due volumi in Università Cattolica.
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Scopri e partecipa alla Scuola di lettura
La seconda edizione della kermesse culturale Viva il lettore, rivolta agli studenti universitari e agli adulti.

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