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Classification of Volatility in Presence of Changes in Model Parameters
Otranto, E. - Centro Ricerche Nord Sud (CRENoS) - 2011
using model based clustering algorithms. Recent works have evidenced how volatility structure can vary along time, with …
Persistent link: https://www.econbiz.de/10009216662
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Identifying Financial Time Series with Similar Dynamic Conditional Correlation
Otranto, Edoardo - Centro Ricerche Nord Sud (CRENoS) - 2008
of homogeneous time series in terms of correlation dynamics. The approach is based on a clustering algorithm, which uses …
Persistent link: https://www.econbiz.de/10005547996
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What determines entrepreneurial clusters?
Guiso, L.; Schivardi, F. - Centro Ricerche Nord Sud (CRENoS) - 2006
We contrast two potential explanations of the substantial differences in entrepreneurial activity observed across geographical areas - entry costs and external effects. We extend the Lucas model of entrepreneurship to allow for heterogeneous entry costs and for externalities that shift the...
Persistent link: https://www.econbiz.de/10005049468