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Drought Analysis Based on Copulas
Chen, Lu; Singh, Vijay P; Guo, Shenglian - 2011
that the Student copula was more appropriate for drought analysis in the selected area. Drought probabilities and return … periods were calculated and analyzed based on the four-dimensional copula. …
Persistent link: https://www.econbiz.de/10009430735
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<<A>> software framework for data based analysis
Krätzig, Markus - 2005
, insbesondere der Zeitreihenanalyse liegt. Das Konzept besteht darin, sämtliche wiederkehrenden Aufgaben mit Hilfe von Java …
Persistent link: https://www.econbiz.de/10009467166
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Time series analysis : textbook for students of economics and business administration ; [part 2]
Strohe, Hans Gerhard - 2004
Persistent link: https://www.econbiz.de/10009449118
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The Regulation of Stock Trading and its Enforcement in China
Shen, Tingting - 2004
The first public share issue in the PRC took place in 1994. By the early 21st century, in the space of less than two decades, the Chinese stock market has become the largest one in Asia, with the exception of Japan. Along with this rapid enlargement of the market, the Chinese stock trading...
Persistent link: https://www.econbiz.de/10009471788
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Financial Markets and Public Information
Storkenmaier, Andreas - 2011
Newswire messages make up a major part of the public information set available to investors. The last decades have seen drastic changes in trading technology and the way that financial markets operate. As trading technology advances, news providers have kept pace and deliver news to market...
Persistent link: https://www.econbiz.de/10009434499
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Financial markets and public information
Storkenmaier, Andreas - 2011
The last decades have seen dramatic changes in trading technology and the way that financial markets operate. As trading technology advances, news providers have kept pace and deliver news to market participants around the world within fractions of a second using electronic systems. Currently,...
Persistent link: https://www.econbiz.de/10009434669
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The relationship between inflation rates in advanced economies
Álvarez González, Luis Julián; Gómez Loscos, Ana; …
common monetary policy. Also, the comovement of inflation is found to be a phenomenon that tends to be more visible in the …
Persistent link: https://www.econbiz.de/10012524475
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Network effects, compatibility, and adoption of standards
Grajek, Michał - 2005
standard and international trade. The estimation results allow us to formulate some interesting policy conclusions. …
Persistent link: https://www.econbiz.de/10009467122
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Asymmetrische Effekte der Geldpolitik auf die Industrie in der Bundesrepublik Deutschland - eine Untersuchung auf Branchenebene
Hock, Thorsten - 2003
Die Arbeit setzt sich mit Unterschieden des geldpolitischen Transmissionsprozesses im Verarbeitenden Gewerbe der Bundesrepublik Deutschland auseinander. Dazu wird der Sektor nach der Systematik der BACH-Datenbank der europäischen Kommission in 10 Branchen eingeteilt. An eine kurze Betrachtung...
Persistent link: https://www.econbiz.de/10009433722
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Dynamic Portfolio Construction and Portfolio Risk Measurement
Mazibas, Murat - 2011
is modelled using extreme value theory and the joint density of hedge fund index returns is constructed using a copula … over mean-variance optimization. The second is that, for all three risk measures, semi-parametric estimation of the optimal … portfolio offers a very significant improvement over non-parametric estimation. The results are robust to as the choice of …
Persistent link: https://www.econbiz.de/10009440952