Search Results - subject:"Moving window"

Assessing the use of the moving window approaches when monitoring social networks using a degree corrected stochastic block model

Zaki, Abeer A.; Saleh, Nesma A.; Mahmoud, Mahmoud A. - In: Review of economics and political science : REPS 6 (2021) 4, pp. 311-327

Purpose - This study aims to assess the effect of updating the Phase I data - to enhance the parameters' estimates - on the control charts' detection power designed to monitor social networks. Design/methodology/approach - A dynamic version of the degree corrected stochastic block model (DCSBM)...

Persistent link: https://www.econbiz.de/10012872496

A hierarchical reserving model for reported non-life insurance claims

Crevecoeur, Jonas; Robben, Jens; Antonio, Katrien - In: Insurance / Mathematics & economics 104 (2022), pp. 158-184

Persistent link: https://www.econbiz.de/10013264944

Oil, gas, or financial conditions-which one has a stronger link with growth?

Zhang, Yulian; He, Xie; Nakajima, Tadahiro; Hamori, … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012664020

Business cycle synchronization in the EU economies after the recession of 2007-2009

Osińska, Magdalena; Kufel, Tadeusz; Błażejowski, Marcin - In: Argumenta oeconomica 37 (2016) 2, pp. 5-30

Persistent link: https://www.econbiz.de/10012284614

Spatial Distribution of Fragmentation by Diversion-Typed Hydroelectric Plant Exploitation in East Baoxing Catchment from 1999 to 2013

Huang, Yong; Zheng, Li; Wang, Dongchuan; Chen, Wengang; … - In: Sustainability 7 (2015) 4, pp. 3515-3527

authors developed a method combining Moving Window based Calculation and Spatial Correlation Analysis to analyze the …

Persistent link: https://www.econbiz.de/10011211012

An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields?

Guarín, Alexander; Moreno, José Fernando; Vargas, Hernando - BANCO DE LA REPÚBLICA - 2014

performed. First, we use a moving window linear regression to examine the link between sovereign bond yields. Second, we …

Persistent link: https://www.econbiz.de/10010774629

Testing calendar effects of international equity and real estate markets

Hui, Eddie C. M.; Chan, Ka Kwan Kevin - In: The journal of real estate finance and economics 56 (2018) 1, pp. 140-158

Persistent link: https://www.econbiz.de/10011966500

New tests of calendar effects on equity and securitized real estate markets

Hui, Eddie Chi Man; Chan, Ka Kwan Kevin - In: International journal of strategic property management 22 (2018) 4, pp. 314-336

Persistent link: https://www.econbiz.de/10011997900

Optimal trading strategy during bull and bear markets for Hong Kong-listed stocks

Hui, Eddie C. M.; Chan, Ka Kwan Kevin - In: International journal of strategic property management 22 (2018) 5, pp. 381-402

Persistent link: https://www.econbiz.de/10011997930

New Testing Procedures to Assess Market Efficiency with Trading Rules

Bell, Peter N - Volkswirtschaftliche Fakultät, … - 2013

from zero. The second technique uses moving-window resampling, a procedure of drawing sub-samples that overlap and move …

Persistent link: https://www.econbiz.de/10011260002