Results 151 to 160 of about 76,914 (334)
A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets
Journal of Forecasting, EarlyView.ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c$$ c $$ latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley +1 more source
Aggregate and Regional Economic Effects of New Railway Infrastructure [PDF]
Economists expect positive returns to investments in infrastructure. However a project with higher national returns might have less favorable effects on a regional level than the alternative.
Richard Sellner +2 more
core +4 more sources
Age Structure and Regional Income Growth [PDF]
A spatial econometrics cross-section analysis of the NUTS2 regions of the EU15 is carried out to examine whether the age structure of the regional population or differences in the regional age pattern affect growth of regional per capita income. We apply
Brunow, Stephan, Hirte, Georg
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Journal of Forecasting, EarlyView.ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann +2 more
wiley +1 more source
Spatial econometrics approach for cancer care research – A Systematic Review [PDF]
B. S. P., H K Mamatha, B. Madhu
openalex +1 more source
Spatial Structures and Spatial Spillovers: A GME Approach [PDF]
Spatial econometrics is a subdiscipline that have gained a huge popularity in the last twenty years, not only in theoretical econometrics but in empirical studies as well. Basically, spatial econometric methods measure spatial interaction and incorporate
Esteban Fernandez Vazquez +2 more
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Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices
Journal of Forecasting, EarlyView.ABSTRACT This paper presents an evaluation of the accuracy of machine learning (ML) techniques in forecasting the realized volatility of West Texas Intermediate (WTI) crude oil prices. We compare several ML algorithms, including regularization, regression trees, random forests, and neural networks, to several heterogeneous autoregressive (HAR) models ...
Talha Omer +3 more
wiley +1 more source
REGIONS, TECHNOLOGICAL INTERDEPENDENCE AND GROWTH IN EUROPE [PDF]
This paper presents a theoretical neoclassical growth model with two kinds of capital, and technological interdependence among regions. Technological interdependence is assumed to operate through spatial externalities caused by disembodied knowledge ...
Manfred M. Fischer
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Coherent Forecasting of Realized Volatility
Journal of Forecasting, EarlyView.ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley +1 more source
Specialization and growth in Italy: what spatial econometric analysis tells us. [PDF]
This paper investigates the determinants of Italian regional specialization in the period 1995-2006. In particular, it tests and evaluates the presence of spatial autocorrelation in sectoral specialization patterns by the use of spatial econometrics ...
Marcella D'Uva, Rita De Siano
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