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Equity, efficiency and evolutionary stability in bargaining games with joint production
Königstein, Manfred - 2000
Persistent link: https://www.econbiz.de/10001433269
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Nonsingularity in matrix conic optimization induced by spectral norm via a smoothing metric projector
Zhang, Liwei; Guo, Shaoyan; Wu, Jia; Hao, Shoulin - In: Mathematical methods of operations research 78 (2013) 3, pp. 373-404
Persistent link: https://www.econbiz.de/10010227445
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Common dynamic factors in driving commodity prices : implications of a generalized dynamic factor model
Kagraoka, Yusho - In: Economic modelling 52 (2016), pp. 609-617
Persistent link: https://www.econbiz.de/10011642937
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Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.; Yalama, Abdullah - 2009
Persistent link: https://www.econbiz.de/10003882203
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Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.; Yalama, Abdullah - 2010
Persistent link: https://www.econbiz.de/10008698087
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Volatility spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Econometric reviews 34 (2015) 1/5, pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
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Realized matrix-exponential stochastic volatility with asymmetry, long memory and spillovers
Asai, Manabu; Chang, Chia-Lin; McAleer, Michael - 2016
The paper develops a novel realized matrix-exponential stochastic volatility model of multivariate returns and realized covariances that incorporates asymmetry and long memory (hereafter the RMESV-ALM model). The matrix exponential transformation guarantees the positivedefiniteness of the...
Persistent link: https://www.econbiz.de/10011536626
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Technology spillover effects and economic integration evidence from integrating EU countries
Hafner, Kurt - In: Applied economics 46 (2014) 25/27, pp. 3021-3036
Persistent link: https://www.econbiz.de/10010418165
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Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.; Yalama, Abdullah - In: International journal of applied business and economic … 10 (2012) 1, pp. 85-95
Persistent link: https://www.econbiz.de/10009676058
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Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.; Yalama, Abdullah - 2010
Persistent link: https://www.econbiz.de/10009384425