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 …

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 …

/P scaling). In the second part of the paper, it is shown that a linear supply function with stochastic intercept and … constant slope suffices to explain the 1/P scaling. Furthermore, this model allows to decompose price fluctuations in an …

) and 1.5; (ii) the volatility of growth rates is decreasing with respect to size, with a scaling exponent varying over time …, but always between -0.20 and -0.10. Preliminary analyses on more homogeneous groups cast doubts on the evidence of scaling …

multiattribute valuation methods. Researchers have proposed using best-worst scaling (BWS) methods which seek to extract information …

scales, from which we determined spatially-dependent (i.e., site specific) scaling factors for the mean and variance of crop …

scaling of variables, hierarchical organization, handling rank-based variables, relief tables, survey simulation techniques …