The Term Structure of the Polish Interbank Rates. A Note on the Symmetry of their Reversion to the Mean [PDF]
The empirical analysis of the term structure of the Polish interbank rates has revealed that the short and the long rates from the whole spectrum of maturities have evolved almost accordingly to the expectations hypothesis.
Pawel Milobedzki
core
The Sign RCA Models: Comparing Predictive Accuracy of VaR Measures [PDF]
Evaluating Value at Risk (VaR) methods of predictive accuracy in an objective and effective framework is important for both efficient capital allocation and loss prediction.
Joanna Górka
core
Medizinphysik: Diagnostik und Therapie mit dem Laser [PDF]
, 1999 A. Roggan +3 more
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A quantitative procedure for building physiographic units supporting a global SOTER database
Hungarian Geographical Bulletin, 2010 Until recently, manual methods were used for delineating SOILSCAPE. The use of digital data sources, such as digital elevation models (DEM) and satellite data can speed up the completion of digital soil databases and improve the overall quality ...
Endre Dobos +2 more
doaj
Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models [PDF]
In the paper, we consider the Box-Cox transformation of financial time series in Stochastic Volatility models. Bayesian approach is applied to make inference about the Box-Cox transformation parameter (l).
Anna Pajor
core
Quantitative Characterization of Overburden Rock Development Pattern in the Goaf at Different Key Stratum Locations Based on DEM [PDF]
, 2021 Xiaoqiang Zhang +4 more
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Tribology in IndustryDuring the production of smokeless charcoal, the pressing screw of the sawdust compressor is exposed to the effects of friction and elevated temperature, resulting in rapid wear.
Hong Tien Nguyen +3 more
doaj +1 more source
The Importance of Calculating the Potential Gross Domestic Product in the Context of the Taylor Rule [PDF]
Taylor stated humorously that his rule was so easy that it could be written down on the back of a business card. The reality shows that the practical use of this type of rule implies accepting many assumptions about its final shape.
Anna Michalek
core
Discharge Flow of Spherical Particles from a Cylindrical Bin: Experiment and DEM Simulations [PDF]
, 2021 R. Kobyłka +6 more
openalex +1 more source