Showing 1 - 10 of 13
Persistent link: https://www.econbiz.de/10011005292
We investigate the large-volatility dynamics in financial markets, based on the minute-to-minute and daily data of the Chinese Indices and German DAX. The dynamic relaxation both before and after large volatilities is characterized by a power law, and the exponents $p_\pm$ usually vary with the...
Persistent link: https://www.econbiz.de/10008615493
Environmental problems are becoming increasingly severe in China with industrial discharges and household sewages being the main sources of water pollution in the country. For example, in the case of Taihu Lake, more than half of the total phosphorus in the lake comes from household sewage....
Persistent link: https://www.econbiz.de/10010847153
This first Handbook in a series of three original reference works looks at globally contentious urban policy issues from a wide variety of different angles and perspectives. Matters related to urban densification, population mobility, urban inequality and sustainability are analysed in a manner...
Persistent link: https://www.econbiz.de/10011180621
With the daily and minutely data of the German DAX and Chinese indices, we investigate how the return-volatility correlation originates in financial dynamics. Based on a retarded volatility model, we may eliminate or generate the return-volatility correlation of the time series, while other...
Persistent link: https://www.econbiz.de/10009492884
To investigate the universal structure of interactions in financial dynamics, we analyze the cross-correlation matrix C of price returns of the Chinese stock market, in comparison with those of the American and Indian stock markets. As an important emerging market, the Chinese market exhibits...
Persistent link: https://www.econbiz.de/10009492906
Persistent link: https://www.econbiz.de/10005509074
This article investigates whether changes in oceanographic conditions can be filtered out to measure their effect of the overall safety level of ships. The article is based on a unique dataset of 3.2 million observations from 20,729 individual vessels for the time period 1979 to 2007 in the...
Persistent link: https://www.econbiz.de/10005042241
Facebook’s Gross National Happiness (FGNH) indexes the positive and negative words used in the millions of status updates submitted daily by Facebook users. FGNH has face validity: it shows a weekly cycle and increases on national holidays. Also, happier individuals use more positive words and...
Persistent link: https://www.econbiz.de/10010999184
A large, by a factor of ≈103−104, enhancement of Hall effect in cosputtered magnetic granular metals such as (NiFe)x-(SiO2)1−x near the metal-insulator transition has been termed giant Hall effect (GHE). It is associated with a high resistivity which increases slowly with decreasing...
Persistent link: https://www.econbiz.de/10011058277