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Modeling and forecasting crude oil price volatility : evidence from historical and recent data
Lux, Thomas; Segnon, Mawuli; Gupta, Rangan - 2015
This paper uses the Markov-switching multifractal (MSM) model and generalized autoregressive conditional heteroscedasticity (GARCH)-type models to forecast oil price volatility over the time periods from January 02, 1875 to December 31, 1895 and from January 03, 1977 to March 24, 2014. Based on...
Persistent link: https://www.econbiz.de/10010488966
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Incentives and social capital : are homeowners better citizens?
DiPasquale, Denise; Glaeser, Edward L. - 1998
Persistent link: https://www.econbiz.de/10000654406
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The misallocation of housing under rent control
Glaeser, Edward L.; Luttmer, Erzo F. P. - 1997
Persistent link: https://www.econbiz.de/10000643459
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Learning in cities
Glaeser, Edward L. - 1997
Persistent link: https://www.econbiz.de/10000646588
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Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas; Marchesi, Michele - 1998
Persistent link: https://www.econbiz.de/10001372561
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Testing for non-linear structure in an artificial financial market
Chen, Shu-Heng; Lux, Thomas; Marchesi, Michele - 1999
Persistent link: https://www.econbiz.de/10001372680
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Cities and skills
Glaeser, Edward L. - 1994
Persistent link: https://www.econbiz.de/10000888216
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The core of the global corporate network
Giglio, Ricardo; Lux, Thomas - 2016
We investigate the network topology of a comprehensive data set of the world-wide population of corporate entities. In …
Persistent link: https://www.econbiz.de/10011436477
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Urban networks : connecting markets, people, and ideas
Glaeser, Edward L.; Ponzetto, Giacomo A. M.; Zou, Yimei - 2015 - This version: December 2015
Persistent link: https://www.econbiz.de/10011452129
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Crowdsourcing city government : using tournaments to improve inspection accuracy
Glaeser, Edward L.; Hillis, Andrew; Kominers, Scott Duke; … - 2016
Persistent link: https://www.econbiz.de/10011459856