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Startups contribute significantly to the economic development of a country. Despite their importance and promising future, they are extremely fragile, mainly for their lack of tangible and intangible resources. Since this can be obtained through an incubation process, business incubators (BIs)...
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forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …
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quite successful in forecasting monthly changes in commodity prices, but that success diminished in the period following …
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forecasting the volatility of international stock markets. Furthermore, the results suggest that the most vulnerable stock markets …
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This paper proposes a new combined semiparametric estimator of the conditional variance that takes the product of a parametric estimator and a nonparametric estimator based on machine learning. A popular kernel-based machine learning algorithm, known as the kernel-regularized least squares...
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systematic exploration and forecasting of sovereign default risks. Multivariate statistical and stochastic process …-based sovereign default risk forecasting has a 50-year developmental history. This article describes a continuous, non …
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