Results 141 to 150 of about 55,665 (307)
Element Aggregation for Estimation of High-Dimensional Covariance Matrices
MathematicsThis study addresses the challenge of estimating high-dimensional covariance matrices in financial markets, where traditional sparsity assumptions often fail due to the interdependence of stock returns across sectors.
Jingying Yang
doaj +1 more source
Model averaging estimation for high-dimensional covariance matrices with a network structure. [PDF]
Econom J, 2021 Zhu R, Zhang X, Ma Y, Zou G.
europepmc +1 more source
Price Premiums for Single‐Name and Compound‐Name Geographical Indications in Swiss Cheese Trade
Agribusiness, EarlyView.ABSTRACT Geographical indications (GIs) have become increasingly important in agri‐food markets, especially in Europe. For Swiss cheese imports and exports, we analyze whether GIs are associated with higher trade prices. We find that price premiums can be obtained for both exports and imports. However, this is only the case for cheeses with single name
Judith Irek
wiley +1 more source
"Prediction in Multivariate Mixed Linear Models" [PDF]
The multivariate mixed linear model or multivariate components of variance model with equal replications is considered.The paper addresses the problem of predicting the sum of the regression mean and the random e ects.When the feasible best linear ...
Tatsuka Kubokawa, M. S. Srivastava
core
Estimating complex covariance matrices
, 2004 The problem of estimating complex covariance matrices is considered. The objective is to obtain a well behaving estimator that circumvents the weaknesses of the standard sample covariance and regularized estimators.
Svensson, Lennart, Lundberg, Magnus
core +2 more sources
Improved Test for High-Dimensional Mean Vectors and Covariance Matrices Using Random Projection
MathematicsThis paper proposes an improved random projection-based method for testing high-dimensional two-sample mean vectors and covariance matrices. For mean testing, the proposed approach incorporates training data to guide the construction of projection ...
Tung-Lung Wu
doaj +1 more source
Price Transmission During Promotions: A Case Study of Spanish Milk Brands
Agribusiness, EarlyView.ABSTRACT Price promotion is the marketing tool typically used by retail brands to boost sales and gain market share. In this paper, we intend to investigate the price transmission mechanism among competitive brands in Spain when price reductions that are associated with price promotions take place.
Yasmine Bedoui +2 more
wiley +1 more source
Agribusiness, EarlyView.ABSTRACT Despite the broad focus on necessity‐ and opportunity‐driven entrepreneurship in research and policy, the entrepreneurial dichotomy within the agribusiness context has not been adequately addressed. This study contributes to closing this knowledge gap by examining youth's perceptions of agribusiness through the lens of the push‐pull motivation
Cool Dady Mangole +6 more
wiley +1 more source
Cholesky GAS models for large time-varying covariance matrices
Journal of Management Science and EngineeringThis paper develops a new class of multivariate models for large-dimensional time-varying covariance matrices, called Cholesky generalized autoregressive score (GAS) models, which are based on the Cholesky decomposition of the covariance matrix and ...
Tingguo Zheng, Shiqi Ye
doaj +1 more source
Return and Volatility Spillovers Among Major Cotton Markets
Agribusiness, EarlyView.ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli +3 more
wiley +1 more source