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An area-wide real-time database for the euro area
Giannone, Domenico; Henry, Jérôme; Lalik, Magdalena; … - 2010
This paper describes how we constructed a real-time database for the euro area covering more than 200 series regularly … before their first meeting of the month. We describe the database in details and study the properties of the euro area real …
Persistent link: https://www.econbiz.de/10011605191
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Choosing the best volatility models: The model confidence set approach
Hansen, Peter Reinhard; Lunde, Asger; Nason, James M. - 2003
This paper applies the Model Confidence Set (MCS) procedure of Hansen, Lunde, and Nason (2003) to a set of volatility models. A MCS is analogous to confidence interval of a parameter in the sense that the former contains the best forecasting model with a certain probability. The key to the MCS...
Persistent link: https://www.econbiz.de/10010318935
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Testing the significance of calendar effects
Hansen, Peter Reinhard; Lunde, Asger - 2003
test to stock indices from Denmark, France, Germany, Hong Kong, Italy, Japan, Norway, Sweden, UK, and USA. Our findings are …
Persistent link: https://www.econbiz.de/10010318856
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Stock picking via nonsymmetrically pruned binary decision trees
Andriyashin, Anton - 2008
Stock picking is the field of financial analysis that is of particular interest for many professional investors and researchers. In this study stock picking is implemented via binary classification trees. Optimal tree size is believed to be the crucial factor in forecasting performance of the...
Persistent link: https://www.econbiz.de/10010263732
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A 2004 Social Accounting Matrix for Israel: Documentation of an Economy-Wide Database with a Focus on Agriculture, the Labour Market, and Income Distribution
Siddig, Khalid Hassan Ali; Flaig, Dorothee; Luckmann, … - 2011
fill-in some gaps in the domestic reports. External sources include the World Trade Organization (WTO), the Organisation … for Economic Co-operation and Development (OECD), and the World Bank. The SAM provides data on 47 sectors with activities …
Persistent link: https://www.econbiz.de/10011375028
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Die Datenbank „Schulrechtliche Veränderungen in den deutschen Bundesländern“ (SVDBL)
Helbig, Marcel; Nikolai, Rita - In: DDS – Die Deutsche Schule 113 (2021) 4, pp. 461-468
. Die so erarbeitete schulrechtliche Datenbank ist über einen Zeitraum von zehn Jahren entstanden und wird fortlaufend … wird auch, welche interdisziplinären Forschungsfragen mithilfe der Datenbank untersucht werden können, wie sie zukünftig …. Th e database has been developed over a period of 10 years and is continuously updated. It can be used to analyse changes …
Persistent link: https://www.econbiz.de/10013270676
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Genetic technology and the evolution of property rights: The case of decode Genetics
Eggertson, Thráinn - 2008
all of Iceland’s health records into a central electronic database. Decode Genetics fought two rounds with the informal …
Persistent link: https://www.econbiz.de/10014306471
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Insurance: an R-Program to Model Insurance Data
Marin-Galiano, Marcos; Christmann, Andreas - 2004
Data sets from car insurance companies often have a high-dimensional complex dependency structure. The use of classical statistical methods such as generalized linear models or Tweedie?s compound Poisson model can yield problems in this case. Christmann (2004) proposed a general approach to...
Persistent link: https://www.econbiz.de/10010296633
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Robust Learning from Bites for Data Mining
Christmann, Andreas; Steinwart, Ingo; Hubert, Mia - 2006
Some methods from statistical machine learning and from robust statistics have two drawbacks. Firstly, they are computer-intensive such that they can hardly be used for massive data sets, say with millions of data points. Secondly, robust and non-parametric confidence intervals for the...
Persistent link: https://www.econbiz.de/10010296722
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Data Mining Projekte im unternehmerischen Umfeld : eine empirische Studie deutscher Unternehmen
Hilbert, Andreas - 2002
In dieser Studie werden zunächst die konzeptionellen Grundlagen des Customer Relationship Managements und der sog. CRM-Systeme dargestellt sowie die Einbettung von Data Warehouse und Data Mining Technologie in diesem Kontext erörtert. Danach erfolgt eine Literatur gestützte Diskussion...
Persistent link: https://www.econbiz.de/10010296833