Results 31 to 40 of about 22,121,272 (304)
An Econometric Analysis of Volatility Discovery [PDF]
Journal of Business & Economic StatisticsWe investigate information processing in the stochastic process driving stock’s volatility (volatility discovery). We apply fractionally cointegration techniques to decompose the estimates of the market-specific integrated variances into an estimate of the common integrated variance of the efficient price and a transitory component.
Fruet Dias, Gustavo +2 more
openaire +2 more sources
, 2004 This paper analyses multivariate high frequency financial data using realized covariation. We provide a new asymptotic distribution theory for standard methods such as regression, correlation analysis, and covariance. It will be based on a fixed interval
Shephard, Neil +3 more
core +1 more source
Robust Bayesian Analysis for Econometrics
, 2021 We review the literature on robust Bayesian analysis as a tool for global sensitivity analysis and for statistical decision-making under ambiguity. We discuss the methods proposed in the literature, including the different ways of constructing the set of priors that are the key input of the robust Bayesian analysis.
Giacomini, Raffaella +2 more
openaire +2 more sources
An econometric analysis of domestic fuel consumption in Ghana: Implications for poverty reduction
Cogent Social Sciences, 2019 The study looks at the determinants of household energy consumption and how that relates to general poverty and energy poverty. It extends the Multidimensional Energy Poverty Index (MEPI) by estimating the rural-urban differentials in MEPI.
Alhassan Abdul-Wakeel Karakara +1 more
doaj +1 more source
Вестник университета, 2020 The article considers the direct and indirect influence of flagship enterprises on territorial productivity in the context of municipalities of three constituent entities of the Russian Federation.
S. A. Anokhin +2 more
doaj +1 more source
An Econometric analysis of IBRD creditworthiness [PDF]
International Economic Journal, 2004 This paper finds that one can econometrically ascertain the determinants of default to the International Bank for Reconstruction and Development (IBRD) through panel logit analysis. Creditworthiness is found to be determined by political and external factors in addition to economic variables.
openaire +1 more source
Extreme Weather Events and Consumer Food Responses
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This study investigates consumer food responses to Hurricanes Helene and Milton, which affected a swath of the Southeastern U.S. in 2024. Using representative consumer survey data from six affected states, we analyze 10 distinct food responses classified into ex ante and ex post responses, and examine their associations with food insufficiency
Ahmad Zia Wahdat, Joseph Balagtas
wiley +1 more source
The impact of sectoral economy indicators on the stock market in the Baltic countries
Lietuvos Matematikos Rinkinys, 2014 The article examines the dependencies of individual sectoral stock price indices of OMX Baltic security market on sectoral indicators of Lithuania economy, using econometric methods.
Rimantas Rudzkis, Roma Valkavičienė
doaj +1 more source
Analysis of Isotope Tracer Technology Based on Bibliometrics
Journal of Isotopes, 2023 In order to learn about the application status and development trend of isotope tracer technology, this paper, based on the Web of Science citation retrieval core collection as the source database intended to make a quantitative analysis of the research ...
DING Han;LYU Jinyin
doaj +1 more source
Econometric analysis of microscopic simulation models [PDF]
Quantitative Finance, 2006 Microscopic simulation models are often evaluated based on visual inspection of the results. This paper presents formal econometric techniques to compare microscopic simulation (MS) models with real-life data. A related result is a methodology to compare different MS models with each other.
Li, Youwei +2 more
openaire +7 more sources