Search Results

A Comparative Analysis of Aggregational Gaussianity Across Different Market Capitalisations for JSE-listed Shares and Indices,
Ryan Kruger, Chun-Sung Huang, Kanshukan Rajaratnam and Chun-Kai Huang, in The African Finance Journal (2019)
Keywords: Aggregational Gaussianity; Johannesburg Stock Exchange; Shapiro-Wilk; Anderson- Darling; Kolmogorov-Smirnov; quasi-random sampling

Numerical evaluation of likelihood inferences in Beta-t-Skew-EGARCH models,
Fernanda Maria Muller and Fábio Mariano Bayer, in Brazilian Review of Finance (2015)
Keywords: Beta-Skew-t-EGARCH, maximum likelihood estimator, Monte Carlo simulation, likelihood ratio test, volatility

Implicit Volatility versus Statistical Volatility: an Exercise Using Options and Telemar S.A. Stock,
João Gabe and Marcelo Savino Portugal, in Brazilian Review of Finance (2004)
Keywords: volatility, options, conditional variance, FIGARCH, Black-Scholes

Volatility Estimation and Forecasting During Crisis Periods: A Study Comparing GARCH Models with Semiparametric Additive Models,
Douglas Gomes dos Santos and Flávio Augusto Ziegelmann, in Brazilian Review of Finance (2012)
Keywords: volatility, semiparametric additive models, GARCH models, crisis

Pricing-to-Market in the Presence of Freight Rate and Exchange Rate Changes: Evidence from Canadian Data,
I. Bryan, from Ryerson Polytechnical Institute - Department of Economics (1996)
Keywords: TIME SERIES;PRICING;ECONOMIC MODELS

TIME VARYING AND ASYMMETRIC EFFECT BETWEEN OIL PRICES AND NOMINAL EXCHANGE RATE VOLATILITY: A MULTIVARIATE FIEGARCH-DCC APPROACH,
Riadh El Abed, in Journal of Academic Research in Economics (2017)
Keywords: DCC-FIEGARCH, Asymmetries, Long memory, nominal exchange rate and Crude oil.

Bayesian estimation of Persistent Income Inequality using the Lognormal Stochastic Volatility Model,
Haruhisa Nishino, Kazuhiko Kakamu and Takashi Oga, in Journal of Income Distribution (2012)
Keywords: Income Inequality, Lognormal distribution, Persistence, selected order statistics, stochastic volatility (SV) model, Markov Chain Monte Carlo (MCMC) method

Analysis of Call Rate Behaviour Using Regime-switching Diffusion Process Model (in Korean),
Seungmoon Choi and Byungkuk Kim, in Economic Analysis (Quarterly) (2017)
Keywords: Regime-switching, Diffusion process model, Call rate behaviour, Maximum likelihood estimation, Transition probability density function

Modeling And Forecasting Ghana’s Inflation Rate Under Threshold Models,
Emmanuel Antwi, Emmanuel Numapau Gyamfi and Kwabena A. Kyei, in Journal of Developing Areas (2019)
Keywords: Inflation, Nonlinear Models, Self-Exciting Threshold Autoregression Model, Logistics Smooth Threshold Autoregression Model, Forecasting

Maximum Likelihood Estimation of Continuous-Time Diffusion Models for Korean Short-Term Interest Rates,
Seungmoon Choi, in Economic Analysis (Quarterly) (2015)
Keywords: Short-term interest rates, Continuous-time diffusion model, Maximum likelihood estimation

Effect of Government Expenditure on GDP in the Turkish Economy,
E. Simsek, M. Orhan and F. Macit, in International Econometric Review (IER) (2017)
Keywords: Lucas Critique, Government Expenditure, Superexogeneity Test

Asymetria relacji cen paliw płynnych w Polsce i cen ropy naftowej,
Robert Socha, in Gospodarka Narodowa. The Polish Journal of Economics (2014)
Keywords: ceny, ropa naftowa, paliwa płynne, asymetria, kointegracja

Economic Development and Structural Breaks: An Application of the Lee and Strazicich(2003) Lagrange Multiplier Test to the Libyan Economy, 1970-2007,
Issa Ali and Reetu Verma, in Applied Econometrics and International Development (2012)
Keywords: Economic development, unit root hypothesis, structural breaks, and Libyan economy.

Sources Of Economic Growth In Iran: A Cointegration Analysis In The Presence Of Structural Breaks, 1960-2003,
M. Pahlavani, in Applied Econometrics and International Development (2005)
Keywords: structural break, unit root tests, cointegration technique, and Iranian economy

Economic Growth Before and After Reform: The Case of Egypt, 1973-2002,
A. Kamaly, in International Journal of Applied Econometrics and Quantitative Studies (2006)
Keywords: Economic Growth, Egyptian economy, Growth Accounting, Total Factor Productivity.

Cointegration and Structural Change in the Exports-Gdp Nexus: The Case of Iran, 1960-2003,
M. Pahlavani, in International Journal of Applied Econometrics and Quantitative Studies (2005)
Keywords: structural break, unit root tests, ARDL method, and Iranian economy

The Behaviour of the Real Exchange Rate: A Re-examination Using Finite Sample Approach,
Biing-Shen Kuo and Anne Mikkola, from C.E.P.R. Discussion Papers (1997)
Keywords: Purchasing Power Parity; Real Exchange Rate; Unit Root

Empirical estimates for the Brazilian total imports equation using quarterly national accounts data (1996–2010),
Raphael Rocha Gouvêa and Bernardo Patta Schettini, in Economia (2015)
Keywords: Quarterly Brazilian imports;Cointegration models with structural breaks; Markov-switching models; State-space models

Medicion del riesgo de la cola en el mercado del petroleo mexicano aplicando la teoria de valores extremos condicional,
Raul De Jesus Gutierrez, Edgar Ortiz Calisto, Oswaldo Garcia Salgado and Veronica Angeles Morales, in EconoQuantum, Revista de Economia y Finanzas (2016)
Keywords: Petroleo, Teoria de valores extremos condicional, Medidas VaR y ES.

Note sur les méthodes univariées d’extraction du cycle économique,
Anna Sess and Michel Grun-Rehomme, in Brussels Economic Review (2007)
Keywords: Cycle économique/Business cycle; Tendance/Trend; Filtre passe-haut/High-pass filter; Filtre passe-bande/Pass-band filter; Composantes inobservables/Unobserved components

Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market,
G. Trzpiot, from Laval - Faculte des sciences de administration (1998)
Keywords: FINANCIAL MARKET ; ECONOMIC MODELS ; STOCHASTIC MODELS

Stima del Value-at-Risk con il Filtro di Kalman,
Cristina Sommacampagna, in Rivista di Politica Economica (2002)

Re-Exploring the Existence of Arbitrage Opportunity with an Agent-based Artificial Stock Market,
Ya-Chi Huang, in Journal of Economics and Management (2014)
Keywords: noise traders, arbitrage opportunity, Agent-Based Computationa Modeling, Santa Fe Artificial Stock Market, Genetic Algorithms

Distortion Effects and Extreme Observations in Empirical Research: An Analysis of the Incremental Information Content of Cash Flows,
C.R. Wilson, from Melbourne - Centre in Finance (1996)
Keywords: LINEAR MODELS;REGRESSION ANALYSIS;CAPITAL MARKET

The Random Walk Hypothesis and Correlation in the Visegrad Countries Emerging Stock Markets,
Chaido Dritsaki, in Romanian Economic Journal (2011)
Keywords: Random Walk Hypothesis, Weak Form Efficiency, Stock Market, Visegrad Countries, Unit root, Cointegration, Causality

Testing the Calendar Anomalies for BIST City Indexes with Symmetric and Asymmetric GARCH Models,
Öyküm Esra Aşkin and Ali Hakan Büyüklü, in Iktisat Isletme ve Finans (2014)
Keywords: BIST City Indexes, Day Of The Week Effect, GARCH, EGARCH, Volatility

El CRÉDITO BANCARIO COMO AR(1): EL CASO DE MÉXICO 1980-2003,
Carlos Pulido, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2004)
Keywords: Series de Tiempo, Crecimiento Económico, Sistema Financiero

Testing the CCAPM on Spanish Data: A New Approach,
E.M. Rubio, from Centro de Estudios Monetarios Y Financieros- (1996)
Keywords: SPAIN;STOCK MARKET;MODELS;FINANCIAL MARKET

Price-volume ratio analysis by causality and day-of-the-week effect for the Latin American stock markets,
Emilio Rojas Olea and Werner Kristjanpoller Rodríguez, in Lecturas de Economía (2015)
Keywords: price-volume relationship, day-of-the-week effect, emerging markets, Granger causality

New evidence from the efficient market hypothesis for the Nigerian stock index using the wavelet unit root test approach,
Ikechukwu Kelikume, in Journal of Developing Areas (2016)
Keywords: efficient market hypothesis, random walk hypothesis, wavelet unit root test

Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD,
Guillermo Benavides Perales, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2016)
Keywords: Exchange rates, Mexican peso-USD, Risk-Neutral Densities, Risk premiums

Study of Data Collection Procedures,
A. Ariyo and A. Adeniran, from African Economic Research Consortium (1998)
Keywords: STATISTICS

Evaluating administrative data quality as inputof the statistical production process,
Fulvia Cerroni, Grazia Di Bella and Lorena Galiè, in Rivista di statistica ufficiale (2014)
Keywords: administrative data, data quality, input quality indicators.

ENCADENAMIENTOS HACIA ATRÁS Y HACIA ADELANTE EN LA ECONOMÍA DEL VALLE DEL CAUCA, ANO 2004,
Ancizar Méndez Polanco and Jorge Enrique Robles, in Revista de Economía y Administración (2011)
Keywords: Linkages, key sectors, strategic products,strong array sectors. // Encadenamientos, sectores claves, productos estratégicos, sectores de fuerte arrastre.

OPTIMIZATION OF DISTRIBUTED QUERY USED IN SYNCHRONIZING DATA BETWEEN TABLES WITH DIFFERENT STRUCTURE,
Horia Demian, in Annals of Faculty of Economics (2010)
Keywords: replication, data synchronization, openquery, linked server, parameterized query, uniqueidentifier, SQL Server

ROUND TABLE DISCUSSION “CHALLENGES TO ECONOMIC THOUGH IN THE NEW CENTURY”: Challenges to Economic-Mathematical Modelling,
Boyko Atanassov, in Economic Thought journal (2006)

Automatic Generation of Association Thesaurus Based on Domain-Specific Text Collection,
Aliya Nugumanova, Dinara Issabaeva and Yerzhan Baiburin, from International Institute of Social and Economic Sciences (2014)
Keywords: LSA, thesaurus, chi-square test, graph

A Simple Method for Shortening Detection Process of Potential Induced Degradation of Solar Cells,
Jieh-Ren Chang, Yu-Min Lin and Chi-Hsiang Lo, from International Institute of Social and Economic Sciences (2015)
Keywords: Potential Induced Degradation, PID, On-line Data Analysis, Solar Cells

Methods and Algorithms of Speech Signals Processing and Compression and Their Implementation in Computer Systems,
Raed Sahawneh, from International Institute of Social and Economic Sciences (2018)
Keywords: recognition of speech signals, compression, recognition features.

Improve Naïve Bayesian Classifier by Using Genetic Algorithm for Arabic Document,
Farah Zawaideh and Raed Sahawneh, from International Institute of Social and Economic Sciences (2018)
Keywords: Data mining, Text classification, Genetic algorithm, Naïve Bayesian Classifier, N-gram processing

Възможности за използване на протокол HTTP/2 за намаляване на лага при зареждане на уеб приложения,
Pavel Petrov and Stefka Petrova, from University Library of Munich, Germany (2016)
Keywords: HTTP, HTTP/1.0, HTTP/1.1, HTTP/2, Hypertext Transfer Protocol, web applications, latency, lag, web server, web client, Apache, Google Chrome, Mozilla Firefox

Extracting Business Knowledge from Social Networks,
Snezhana Sulova, in Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series (2018)
Keywords: Social Data Mining, Social Networks, Data Mining, Facebook, Twitter

Effects of the Use of Non-Natural Keys on Query Performance in Relational Databases,
Mitko Radoev, in Economic Alternatives (2013)
Keywords: primary key, natural key, non-natural key, query performance

Key Features of Captive Financial Institutions and Money Lenders (sector S127) in Luxembourg,
Gabriele Di Filippo and Frédéric Pierret, from University Library of Munich, Germany (2020)
Keywords: Captive financial institutions and money lenders, Sector S127, Multinational Enterprises (MNEs), Ownership chains, Organizational structure

A Typology of Captive Financial Institutions in Luxembourg: Lessons from a New Database,
Gabriele Di Filippo and Frédéric Pierret, from University Library of Munich, Germany (2022)
Keywords: Captive financial institutions and money lenders, Sector S127, Typology, EuroGroups Register, Statistical Business Register, Central Balance Sheet Register, Big Data

Using Internet Data for Economic Research,
Benjamin Edelman, in Journal of Economic Perspectives (2012)

Artificial Intelligence Applications for Confronting Cybersecurity Issues,
Iskren Tairov, in Nauchni trudove (2024)
Keywords: artificial intelligence, cybersecurity, neural networks, expert systems

CoronaNet meets DICE: Sammlung, Systematisierung und Visualisierung von Daten zu staatlichen Maßnahmen gegen die Covid-19-Pandemie,
Clara Albrecht, Cindy Cheng, Christa Hainz, Luca Messerschmidt and Tanja Stitteneder, in ifo Schnelldienst (2021)
Keywords: Datenerhebung, Visualisierung, Pandemie

Behavioural aspects of use of social media and its impact on loneliness,
Ivan Logrosan, Joy Silberschmidt, Rujuta Kishor Sanap and Brandolini d’Adda, Giulia, from London School of Economics and Political Science, LSE Library (2021)
Keywords: loneliness; mental health; social media; behavioural economics; perceived loneliness

Exodus 2.0: crowdsourcing geographical and social trails of mass migration,
Troy Curry, Arie Croitoru, Andrew Crooks and Anthony Stefanidis, in Journal of Geographical Systems (2019)
Keywords: Refugees, Forced migration, Humanitarian crisis, Volunteered geographic information, Crowdsourcing, Social media, GIS, Web 2.0

Data quality in recommender systems: the impact of completeness of item content data on prediction accuracy of recommender systems,
Bernd Heinrich, Marcus Hopf, Daniel Lohninger, Alexander Schiller and Michael Szubartowicz, in Electronic Markets (2021)
Keywords: Completeness, Data quality, Prediction accuracy, Recommender systems

Global reconstruction of language models with linguistic rules – Explainable AI for online consumer reviews,
Markus Binder, Bernd Heinrich, Marcus Hopf and Alexander Schiller, in Electronic Markets (2022)
Keywords: Explainable AI, Text analytics, Language models, BERT, Linguistic rules, Online consumer reviews

Disciplinarity and interdisciplinarity in citation and reference dimensions: knowledge importation and exportation taxonomy of journals,
Jorge Mañana Rodríguez, in Scientometrics (2017)
Keywords: Disciplinarity, Specialization, Journal taxonomy, Entropy

Usage pattern comparison of the same scholarly articles between Web of Science (WoS) and Springer,
Bikun Chen, in Scientometrics (2018)
Keywords: Article usage, Usage metrics, Web of Science, Springer, Overlay mapping

Exploring linguistic characteristics of highly browsed and downloaded academic articles,
Bikun Chen, Dannan Deng, Zhouyan Zhong and Chengzhi Zhang, in Scientometrics (2020)
Keywords: Linguistic characteristics, Linguistic complexity, Usage metrics, PLoS, PubMed Central

Science, research, and innovation infospheres in Google results of the Ibero-American countries,
Simone Belli and Carlos Gonzalo-Penela, in Scientometrics (2020)
Keywords: Web mapping, Universities, Research centers, Visibility, Google, Adwords, SERPs

Corporate statistics: The missing numbers,
N. Shanta and J. Dennis Raja Kumar, from Centre for Development Studies, Trivendrum, India (1999)
Keywords: India, Private Corporate Sector, Corporate Statistics, Database

On the Validity of Using Census Geocode Characteristics to Proxy Individual Socioeconomic Characteristics,
Arline T. Geronimus, John Bound and Lisa J. Neidert, from National Bureau of Economic Research, Inc (1995)

Sources and Types of Big Data for Macroeconomic Forecasting,
Philip Garboden, from University of Hawaii Economic Research Organization, University of Hawaii at Manoa (2019)
Keywords: big data, data sources

The Economics of Computational Reproducibility,
Christophe Hurlin, Jean-Edouard Colliard and Christophe Pérignon, from HEC Paris (2024)
Keywords: research reproducibility; trust in science; peer-review process; confidential data

Digital Tasks and ICT Capital: Methodologies and Data,
Lorenz Gschwent, Dario Guarascio, Stefan Jestl, Alireza Sabouniha and Roman Stöllinger, from The Vienna Institute for International Economic Studies, wiiw (2023)
Keywords: Employment, capital stocks, digital tasks, ICT capital

La mesure du capital éducatif,
Pierre Villa, from CEPII research center (1995)

International data on measuring management practices,
Nicholas Bloom, Renata Lemos, Raffaella Sadun, Daniela Scur and John van Reenen, from London School of Economics and Political Science, LSE Library (2016)

Big Data is a big deal but how much data do we need?,
Nikos Askitas, in AStA Wirtschafts- und Sozialstatistisches Archiv (2016)
Keywords: Big Data, Endogeneity, Social science, Causality, Prediction

Comparing the Household Economic Survey to administrative records: An analysis of income and benefit receipt,
Chris Ball and Judd Ormsby, from New Zealand Treasury (2017)

A Brief Guide for the Creation of Author-specific Citation Metrics and Publication Data Using the Thomson Reuters Web of Science and Scopus Databases,
Frank Mueller-Langer, Michael Gerstenberger, Julian Hackinger and Benjamin Heisig, from German Data Forum (RatSWD) (2013)
Keywords: ratswd, ratswd working paper, Citation metrics, publication data, Thomson Reuters Web of Science, Scopus

Oil and S&P 500 Markets: Evidence from the Nonlinear Model,
Yen-Hsien Lee and Fang Hao, in International Journal of Economics and Financial Issues (2012)
Keywords: Threshold Co-integration Test; Threshold Error-Correction Model; Stock Market; Oil Market; STECM-GARCH Model

The Application of the Monte Carlo Method in the Management of Value at Risk of an Investment Portfolio (Zastosowanie metody Monte Carlo w zarzadzaniu Value at Risk portfela inwestycyjnego),
Tomasz Krawczyk, in Problemy Zarzadzania (2016)
Keywords: risk management, value at risk, Monte Carlo simulation

Weekend vs. Medium Stay Tourism,
Petru Balogh and Pompiliu Golea, in Knowledge Horizons - Economics (2015)
Keywords: Profit, Monte Carlo, weekend stays, medium stays, tourism

Management Based on Data Analysis. Part One. Data Visualization Analysis,
Ilie Margareta and Ilie Constantin, in Ovidius University Annals, Economic Sciences Series (2021)
Keywords: management, data visualization, human resources, evaluation

Social Free Energy of a Pareto-Like Resource Distribution,
Josip Stepanic, Hrvoje Stefancic and Vinko Zlatic, in Interdisciplinary Description of Complex Systems - scientific journal (2006)
Keywords: resource distribution function, Pareto distribution, social free energy

GARANTÍA DE PENSIÓN MÍNIMA EN COLOMBIA: EL EFECTO DE LA VOLATILIDAD DEL RETORNO DE LA CUENTA DE AHORRO INDIVIDUAL,
Carlos Fernando Silva Pena, from Universidad de los Andes, Facultad de Economía, CEDE (2003)
Keywords: Garantía de pensión mínima

Efficient high-dimensional importance sampling in mixture frameworks,
Tore Kleppe and Roman Liesenfeld, from Christian-Albrechts-University of Kiel, Department of Economics (2011)
Keywords: dynamic latent variable model, importance sampling, marginalized likelihood, mixture, Monte Carlo, realized volatility, stochastic volatility

Statistical Analysis of Wind Speed for the Probability Evaluation of Cancelled Departure for Catamarans and Ferries,
Nastia Degiuli, Biserka Runje and Andrea Farkas, from IRENET - Society for Advancing Innovation and Research in Economy, Zagreb (2017)
Keywords: knowledge, information quality, applied statistics, probability estimation, wind, weibull distribution

Albanian Challenges towards an Efficient Pension System,
Olgerta Idrizi and Besa Shahini, from IRENET - Society for Advancing Innovation and Research in Economy, Zagreb (2018)
Keywords: Pensions, predicting, actuarial model, Inflation rate, demographic structure, unemployment

Re-engineering and the dynamic of systems,
Giampaolo Orlandoni, in Economía (1996)
Keywords: Reingeniería, mejoramiento continuo, dinamica de sistemas.

Simulation of structural changes and scenario analysis,
Oswaldo Terán and Carlos Domingo, in Economía (1997)
Keywords: Simulación del cambio estructural, lenguaje Glider, sistemas sociales.

Fast and accurate simulation of differently seasoned loan defaults in a Merton-style framework in discrete time,
Zoltan Varsanyi, from University Library of Munich, Germany (2008)
Keywords: credit risk; simulation

Asal Bilesenler Analizine Bootstrap Yaklasimi,
Aylin Aktukun, in Istanbul University Econometrics and Statistics e-Journal (2005)
Keywords: Principle components analysis; Bootstrap; Bootstrap quantiles; Bootstrap, Confidence Intervals; Mathematica.

Rastlantisal seritler ile En Kucuk Medyan Kareler Dogrusunun Bulunmasi,
Enis Siniksaran and Aylin Aktukun, in Istanbul University Econometrics and Statistics e-Journal (2005)
Keywords: The least median squares; Strip; Algorithm; Convex hull; Mathematica

ÝLERLEYEN TÜR TÝP-II SAÐDAN SANSÜRLÜ ÖRNEKLEME DAYALI DÜZGÜN DAÐILIMIN PARAMETRELERÝNÝN JACKKNÝFE TAHMÝN EDÝCÝSÝ,
Coskun Kus, in Istanbul University Econometrics and Statistics e-Journal (2005)
Keywords: Uniform distribution, progressive type-II right censoring, jackknifed estimator, order statistics.

Stata programming of confidence regions for the ratio of two percentiles,
Li-Fei Huang, from International Institute of Social and Economic Sciences (2017)
Keywords: Strength of lumber, Ratio of percentiles, Stata programming, Confidence region.

GMM estimation of Spatial Panels with Fixed Effects,
Francesco Moscone and Elisa Tosetti, from University Library of Munich, Germany (2010)
Keywords: spatial econometrics, panel data, within estimator

Dynamic modeling of uncertainty in the planned values of investments in petrochemical and refining projects,
Juliano Melquiades Vianello, Leticia Costa and José Paulo Teixeira, in Energy Economics (2014)
Keywords: Stochastic process; Mean reversion movement; Real options; Monte Carlo simulation; Project analysis;

Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models,
Jinyong Hahn and Xueyuan Liu, in Economics Letters (2022)
Keywords: Simulated maximum likelihood estimator; Split sample jackknife;

Stochastic simulations on the Romanian macroeconomic model,
Emilian Dobrescu and Bianca Pauna, from University Library of Munich, Germany (2007)
Keywords: macromodel, uncertainty, bootstrap, simulation

Review of Dace-Kriging Metamodel,
Muzaffer Balaban, in Interdisciplinary Description of Complex Systems - scientific journal (2023)
Keywords: DACE-kriging, regression, basic kriging, correlogram

Simulation,
Nalan, from Society for Computational Economics (2001)
Keywords: Stochastic

Swing Options: A Mechanism for Pricing Peak IT Demand,
Bernardo A. Huberman and Scott H. Clearwater, from Society for Computational Economics (2005)
Keywords: pricing, computational resources

Hedging using simulation: a least squares approach,
Claudio Tebaldi, from Society for Computational Economics (2002)
Keywords: greeks,Malliavin calculus, Monte Carlo methods