Results 291 to 300 of about 37,249 (382)
Information aggregation, speculation, and arbitrage in a simple option market experiment
, 2001 Bettina Rockenbach
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Factor Models With Sparse Vector Autoregressive Idiosyncratic Components
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT We reconcile dense and sparse modelling by exploiting the positive aspects of both. We employ a high‐dimensional, approximate static factor model and assume the idiosyncratic term follows a sparse vector autoregressive model (VAR). The estimation is articulated in two steps: (i) factors and loadings are estimated via principal component ...
Jonas Krampe, Luca Margaritella
wiley +1 more source
State-owned capital and quality of green innovation: Evidence from Chinese listed private firms. [PDF]
HeliyonYan H, Chen Z, Yang Y.
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Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT In this paper, we propose a two‐step procedure based on the group LASSO estimator in combination with a backward elimination algorithm to detect multiple structural breaks in linear regressions with multivariate responses. Applying the two‐step estimator, we jointly detect the number and location of structural breaks and provide consistent ...
Karsten Schweikert
wiley +1 more source
Policy and market forces delay real estate price declines on the US coast. [PDF]
Nat CommunMcNamara DE +4 more
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Optimal two-stage arbitraging and scheduling strategy for distributed energy resource aggregators. [PDF]
HeliyonXie P, Liu M, Chen C, Tang W, Wang H.
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Property as power: A theory of representation
Journal of Social Philosophy, EarlyView.
Rutger Claassen
wiley +1 more source
A model based LSTM and graph convolutional network for stock trend prediction. [PDF]
PeerJ Comput SciRan X, Shan Z, Fan Y, Gao L.
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