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An Eigenfunction Approach for Volatility Modeling
(Université de Montréal. Département de sciences économiques., 2001)
In this paper, we introduce a new approach for volatility modeling in discrete and continuous time. We follow the stochastic volatility literature by assuming that the variance is a function of a state variable. However, ...
Wage policy of firms : an empirical investigation
(Université de Montréal. Département de sciences économiques., 2001)
This paper analyzes the dynamics of wages and workers' mobility within firms with a hierarchical structure of job levels. The theoretical model proposed by Gibbons and Waldman (1999), that combines the notions of human ...