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production among countries since the value-added created by trade is forecasted based on a sound theory of production. This makes …
Persistent link: https://www.econbiz.de/10009451196
volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …
Persistent link: https://www.econbiz.de/10009471738
into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …
Persistent link: https://www.econbiz.de/10009460735
Persistent link: https://www.econbiz.de/10009464000
mid-1980s, in contrast to the simultaneous volatility decline of most aggregates, including overall hours and employment … the skill premium, it is interesting to check its short-run implications for employment volatility. The numerical results … DSGE models' implications for overall labor market' volatility. …
Persistent link: https://www.econbiz.de/10009450956
Time series monitoring methods, such as the Brown and Trigg methods, have the purpose of detecting pattern breaks (or “signals”) in time series data reliably and in a timely fashion. Traditionally, researchers have used the average run length statistic (ARL) on results from generated signal...
Persistent link: https://www.econbiz.de/10009441237
access to European markets, and the presence of many outliers due to different reasons. These factors must be considered in …
Persistent link: https://www.econbiz.de/10009444101
. However, these sample statistics are notoriously susceptible to contamination by outliers, a problem compounded by the fact … that the outliers may be invisible to conventional diagnostics. High-breakdown estimation is a procedure designed to remove … this cause for concern by producing estimates that are immune to serious distortion by a minority of outliers, regardless …
Persistent link: https://www.econbiz.de/10009448000
, overall caseload acuity profiles, case length, and acuity differentials. Normal distributions and outliers were analyzed and …
Persistent link: https://www.econbiz.de/10009466078
the psychological literature to the effect that non-normality and outliers have on the power of a given statistical test … to power planning (Cohen, 1988) usually focus on normal theory settings and in general do not make available … that: 1) bootstrap confidence intervals using Mestimators gave shorter confidence intervals than the normal theory …
Persistent link: https://www.econbiz.de/10009475066