Similar Search Results

The Lognormal Autoregressive Conditional Duration (LNACD) Model and a Comparison with an Alternative ACD Models

Xu, Yongdeng - 2014

Engle and Russell (1998) introduce the autoregressive conditional duration (ACD) model to model the dynamics of financial duration. It is recognized that the ACD model can be specified in ARMA form. We show that as long as the innovations of the ACD model follows a lognormal distribution, the...

Persistent link: https://www.econbiz.de/10013060503

The dynamics of credit spreads in hotel mortgages and signaling implications

DeRoos, Jan A.; Liu, Crocker H.; Quan, Daniel C.; … - In: The journal of real estate research 36 (2014) 2, pp. 137-167

Persistent link: https://www.econbiz.de/10010396061

Forecasting comparison between two nonlinear models : fuzzy regression versus SETAR

Feng, Hui - In: Applied economics letters 18 (2011) 16/18, pp. 1623-1627

Persistent link: https://www.econbiz.de/10009383409

The rise of the competition state : the dynamics of British and American telecom and electricity regimes

Lēwî-Faur, Dāwid - In: Current politics and economics of Europe 16 (2005) 1, pp. 63-90

Persistent link: https://www.econbiz.de/10003730713

Implications of network convergence on local access regulation in the US and the EU

Vanberg, Margit A. (contributor) - 2007

This paper provides an overview of telecommunications regulation in the U.S. and in Europe. For each region the history … of telecommunications regulations as well as the current regulatory regime is portrayed. The focus of this overview is on … telecommunications with Internet and broadcasting services. The criteria used by the regulatory authorities to identify those network …

Persistent link: https://www.econbiz.de/10003480089