Essays on volatility modeling and forecasting

... (2004) and references therein Conclusion In the paper we propose and investigate a new nonstationary nonparametric volatility model The model can generate the long memory property in volatility and ... Methods 40 3.2 Evaluation Criterion 43 3.3 Estimation and Forecast Evaluation Results 44 Conclusion 47 Chapter 3: Multi-step Forecasting of Realized Volatility Measure 53 Introd...

Ngày tải lên: 09/09/2015, 18:49

... Body Cultures Essays on Sport Space and Identity Eichberg, Henning Body cultures: essays on sport, space, and identity London; NY: Routledge, 1997 176p * Author: ... fortius These are non-sportised forms of body discipline arising through physical education and sport for all’, on the one hand, and the less constrained and freer bodily configurations ach...

Ngày tải lên: 17/03/2014, 20:20

Ngày tải lên: 23/03/2014, 05:23

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Ngày tải lên: 01/06/2014, 14:00

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Ngày tải lên: 03/06/2014, 01:31

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Ngày tải lên: 03/06/2014, 01:35

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Ngày tải lên: 03/06/2014, 01:44

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Ngày tải lên: 03/06/2014, 01:50

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Ngày tải lên: 03/06/2014, 02:20

... INTRODUCTION Proxies and estimation issues in environmental economics Proxies and estimation issues in international trade Environmental economics and international trade ... gravity estimates Environmental economics and international trade The third chapter, called Trade Flow Consequences of the European Union’s Regionalization of Environmental Regulations,...

Ngày tải lên: 03/06/2014, 02:20