multiscaling in Finnish stock markets.Furthermore, the scaling factor and the long-memory parameters of the volatility series are …This paper investigates the dependence of average stock market volatility on the timescale or on the time interval used … to measure price changes, which dependence is often referred to as the scaling law.Scaling factor, on the other hand …

In this paper, we challenge the traditional assumption of a linear relationship between exchange rate volatility and … volatility positively and significantly influences economic growth when growth in government spending is below 6 percent. Above … this 6 percent threshold, volatility exerts an insignificant effect on economic growth. In light of the adoption of a free …

is based on the assumption that national context matters. We argue that the chances for scaling local experiments between … the strengths and weaknesses of their climate policies. Second, we assess the scaling potential of local experiments, in … analyze actual scaling between the two German cities, which share the same national context. More generally, we explore how …

The creation and scaling of startups are inherently linked to risk-taking, with various types of owners handling these … regarding research and scaling. It outlines conditions under which VCbacked startups prefer riskier, yet potentially more …

The creation and scaling of startups are inherently linked to risk-taking, with various types of owners handling these … regarding research and scaling. It outlines conditions under which VC-backed startups prefer riskier, yet potentially more …

bonds) and analyze their multi-scaling properties by estimating the parameters of a Markov-switching multifractal model (MSM …) with Lognormal volatility components. In order to see how well estimated models capture the temporal dependency of the … general, the Lognormal MSM models generate "apparent" long memory in good agreement with empirical scaling provided one uses …

bonds) and analyze their multi-scaling properties by estimating the parameters of a Markov-switching multifractal model (MSM …) with Lognormal volatility components. In order to see how well estimated models capture the temporal dependency of the … general, the Lognormal MSM models generate ?apparent? long memory in good agreement with empirical scaling provided one uses …

interest rates, and we analyze their multi-scaling properties by estimating a simple specification of the Markov- switching … and compare the scaling exponents H(q) (for q = 1; 2) for both empirical data and simulated data of the estimated MSM … scaling laws. …

fluctuations in electricity markets are additive in nature. We do this by exploiting a scaling relationship between price level and … volatility, which is in turn a new result in the electricity markets literature. Second, in line with recent studies, we uncover …