, insbesondere der Zeitreihenanalyse liegt. Das Konzept besteht darin, sämtliche wiederkehrenden Aufgaben mit Hilfe von Java …

This paper empirically examines the impact of oil price levels and volatility on key macroeconomic indicators of … Indonesia. In particular, two measures of volatility – historical volatility and realized volatility – are utilized and compared … for their different macroeconomic impacts. The relationships between oil price levels, the two volatility measurements …

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 …

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 …

We propose a new iterative distributed algorithm for linear minimum mean-squared-error (LMMSE) estimation in sensor …-Seidel iteration comprising local LMMSE estimation on each polygon (involving inversion of a small matrix) followed by an information … consumption for iterative estimation increases substantially as more links fail or nodes sleep. Thus, somewhat surprisingly …

from an observation sequence through Baum-Welch and other re-estimation procedures. In the case of HMM parameter estimation …

In this study, a new discriminative learning framework, called soft margin estimation (SME), is proposed for estimating …

We quantify the effects on contingent claim valuation of using an estimator for the volatility of a geometric Brownian … motion (GBM) process. That is, we show what difficulties can arise when failing to account for estimation risk. Our working … problem uses a direct estimator of volatility based on the sample standard deviation of increments from the underlying …