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Unsustainable sovereign debt—is the Euro crisis only the tip of the iceberg?
Bilkic, N.; Painter, B. Carreras; Gries, T. - In: International Economics and Economic Policy 10 (2013) 1, pp. 1-45
exogenous growth. For the calibration exercise we extract data from the OECD for Germany as a stabilization anchor in Europe … calibration exercise are alarming for all four countries under consideration. We identify debt ceilings that indicate a …
Persistent link: https://www.econbiz.de/10010988317
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The αVG model for multivariate asset pricing: calibration and extension
Guillaume, Florence - In: Review of Derivatives Research 16 (2013) 1, pp. 25-52
the calibration fit of both univariate option surfaces and market implied correlations for a period extending from the 2nd … of June 2008 until the 30th of October 2009 under the two model settings and assess the calibration risk arising from … different calibration procedures by pricing traditional multivariate exotic options. In particular we show that the decoupling …
Persistent link: https://www.econbiz.de/10010989566
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Calibration of estimator-weights via semismooth Newton method
Münnich, Ralf; Sachs, Ekkehard; Wagner, Matthias - In: Journal of Global Optimization 52 (2012) 3, pp. 471-485
Persistent link: https://www.econbiz.de/10010994176
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Numerical modeling of the Rideau Valley Watershed
Ahmed, Ferdous - In: Natural Hazards 55 (2010) 1, pp. 63-84
Using the Mike11 modeling system by the Danish Hydraulic Institute, a detailed model of the Rideau Valley Watershed was constructed. It includes 532 km of rivers and lakes, 106 basins, 122 bridges and culverts, and 20 water control structures. The model was calibrated using measured streamflow...
Persistent link: https://www.econbiz.de/10010995772
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A hydrodynamic model for the Lower Rideau River
Ahmed, Ferdous - In: Natural Hazards 55 (2010) 1, pp. 85-94
A detailed hydrodynamic model of the Lower Rideau River system has been constructed using the Mike11 modeling system of the Danish Hydraulic Institute. This river system is complex, comprising of channels, local drainage areas, lateral inflows, and a number of water control structures. The model...
Persistent link: https://www.econbiz.de/10010996252
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Magnitude Calibration for Vrancea (Romania) Subcrustal Earthquakes Using Coda Waves
Bazacliu, Olivia; Oancea, Victoria; Popescu, Emilia - In: Natural Hazards 19 (1999) 2, pp. 179-187
The coda wave amplitude is used to calibrate the moment–magnitude scale of the Vrancea (Romania) intermediate depth earthquakes. The proportionality between seismic moment and coda wave amplitude is supposed to infer a relation connecting the magnitude, the coda amplitude and the corresponding...
Persistent link: https://www.econbiz.de/10010996449
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r.massmov: an open-source landslide model for dynamic early warning systems
Molinari, Monia; Cannata, Massimiliano; Meisina, Claudia - In: Natural Hazards 70 (2014) 2, pp. 1153-1179
particular, this analysis, composed by a sensitivity analysis and calibration process, allowed to evaluate the model capabilities … conducting sensitivity analysis and for calibration. The latter integrates the automated calibration program “UCODE” with any …
Persistent link: https://www.econbiz.de/10010996860
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Evaluation of Radiation-Based Reference Evapotranspiration Models Under Different Mediterranean Climates in Central Greece
Samaras, Dimitrios; Reif, Albert; Theodoropoulos, … - In: Water Resources Management 28 (2014) 1, pp. 207-225
Eighteen radiation-based equations used to estimate reference evapotranspiration (ET<Subscript>ref</Subscript>) were generalized into seven linear models. The general models were calibrated using the standard FAO-56 Penman-Monteith method. Model performance was evaluated under humid, sub-humid and semi-arid...</subscript>
Persistent link: https://www.econbiz.de/10010997261
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Assessment of Future Climate Change Impacts on Water Resources of Upper Sind River Basin, India Using SWAT Model
Narsimlu, Boini; Gosain, Ashvin; Chahar, Baghu - In: Water Resources Management 27 (2013) 10, pp. 3647-3662
using Soil Water Assessment Tool. Sequential uncertainty fitting (SUFI-2) algorithm has been applied for model calibration …-factor, Correlation coefficient and Nash-Sutcliffe coefficients with values of 0.73, 0.42, 0.82, 0.80 during calibration (1992–2000) and 0 …
Persistent link: https://www.econbiz.de/10010997318
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Statistical Analysis of Parameters and Residuals of a Conceptual Water Balance Model – Methodology and Case Study
Xu, Chong-yu - In: Water Resources Management 15 (2001) 2, pp. 75-92
automatic calibration methods, optimisation algorithms, etc. Much more work is required than is presently undertaken to …
Persistent link: https://www.econbiz.de/10010997386