Showing 1 - 10 of 23
desirable properties of risk measures like coherence, comonotonic additivity, robustness and elicitability. We check VaR, ES and …
Persistent link: https://www.econbiz.de/10010821003
the class of Dynamic AutoRegressive Expectile (DARE) models for estimating the conditional multiple. This latter approach …
Persistent link: https://www.econbiz.de/10010899414
Nous proposons dans cet article, à partir des approches de Taylor (2008) et de Gouriéroux et Jasiak (2008), d'agréger différents modèles de quantiles et d'expectiles afin d'obtenir une méthode plus robuste de calcul de la valeur-en-risque et de la perte conditionnelle maximale en...
Persistent link: https://www.econbiz.de/10010603670
This paper is organized as follows : First we show that the reference to the notion of group selection is coherent with the other parts of Hayek's thought. Second we develop the idea that recent works in terms of the emergence and evolution of social norms corroborate in part Hayek's theses in...
Persistent link: https://www.econbiz.de/10010738529
architecture of knowledge structure Findings: Empirical estimations corroborate the hypothesis that knowledge coherence and variety …
Persistent link: https://www.econbiz.de/10010898708
In this paper we present a methodology to represent and measure knowledge which takes into account knowledge heterogeneity and its sectoral level theoretical and empirical implications in knowledge intensive environments. We draw on work on recombinant knowledge, extending the approach to...
Persistent link: https://www.econbiz.de/10010899361
derive indicators of coherence, variety and cognitive distance. The latter, on the other hand, is made operational in a … both coherence and cognitive distance of the regional knowledge base. …
Persistent link: https://www.econbiz.de/10010899383
This paper applies the methodological tools typical of social network analysis (SNA) within an evolutionary framework, to investigate the knowledge-base (KB) dynamics of the biotechnology sector. Knowledge is here considered a collective good represented as a co-relational and a...
Persistent link: https://www.econbiz.de/10010933135
coherence, variety and cognitive distance. The latter is made operational in a synthetic way by implementing shift … workforce across sectors whereas within-sector productivity is associated with high levels of both coherence and cognitive …
Persistent link: https://www.econbiz.de/10010933790
In this paper, we present a methodology to represent and measure knowledge which takes into account knowledge heterogeneity and its sectoral level theoretical and empirical implications in knowledge intensive environments. We draw on work on recombinant knowledge, extending the approach to...
Persistent link: https://www.econbiz.de/10010933798