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Alternative paths of learning : standardisation and growth in Britain, 1901 - 2009
Spencer, Christopher; Temple, Paul - 2012
Persistent link: https://www.econbiz.de/10009663317
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Standards, learning, and growth in Britain, 1901-2009
Spencer, Christopher; Temple, Paul - In: The economic history review : a journal of economic and … 69 (2016) 2, pp. 627-652
Persistent link: https://www.econbiz.de/10011480671
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Standards, Learning, and Growth in Britain, 1901–2009
Spencer, Christopher; Temple, Paul - 2016
This article considers the model of voluntary, consensus based standardization as developed through the British … argued that the overall weight of historical evidence points to standardization — coordinated through the BSI — as providing …
Persistent link: https://www.econbiz.de/10014127799
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The influence of standards and patents on long-term economic growth
Blind, Knut; Ramel, Florian; Rochell, Charlotte - In: The journal of technology transfer 47 (2022) 4, pp. 979-999
Persistent link: https://www.econbiz.de/10013454052
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Solving the index tracking problem based on a convex reformulation for cointegration
Sant'Anna, Leonardo Riegel; Oliveira, Alan Delgado de; … - In: Finance research letters 37 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012484879
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Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
Bağcı, Mahmut; Soylu, Pınar Kaya - In: Financial innovation : FIN 10 (2024), pp. 1-28
We propose a high-frequency rebalancing algorithm (HFRA) and compare its performance with periodic rebalancing (PR) and threshold rebalancing (TR) strategies. PR refers to the process of adjusting the relative weight of assets within portfolios at regular time intervals, whereas TR is a process...
Persistent link: https://www.econbiz.de/10014541693
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Evaluating the hedging performance of the constant and dynamic model in the Indian stock index futures market
Lagesh, M. A.; Padhi, Puja - In: Journal of quantitative economics : official journal of … 7 (2009) 1, pp. 78-92
Persistent link: https://www.econbiz.de/10009153692
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A note on cointegrated relationships estimated with genetic algorithms
Matilla-Garcia, Mariano - In: Applied economics letters 12 (2005) 4, pp. 235-238
Persistent link: https://www.econbiz.de/10002699045
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Optimal lag structure selection in VEC-Models
Winker, Peter; Maringer, Dietmar G. - In: New directions in macromodelling, (pp. 213-234). 2004
Persistent link: https://www.econbiz.de/10002717560
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Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
Giese, Julia V. - 2008
Empirical evidence on the expectations hypothesis of the term structure is in-conclusive and its validity widely debated. Using a cointegrated VAR model of US treasury yields, this paper extends a common approach to test the theory. If, as we find, spreads between two yields are non-stationary,...
Persistent link: https://www.econbiz.de/10010295270