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Stock co-jump networks

Ding, Yi; Li, Yingying; Liu, Guoli; Zheng, Xinghua - In: Journal of econometrics 239 (2024) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10015074466

Prediction of global trade network evolution with uncertain multi-step time series forecasting method

Chen, Jinran - In: Fuzzy optimization and decision making : a journal of … 23 (2024) 3, pp. 387-414

Persistent link: https://www.econbiz.de/10015079795

With a little help from our colleagues: a longitudinal study of social networks for innovation

Kijkuit, Robbert Cornelis; Ende, Jan van den - In: Organization studies : an international … 31 (2010) 4, pp. 451-479

Persistent link: https://www.econbiz.de/10003991414

SARS-CoV-2 dissemination using a network of the US counties

Urrutia, Patrick; Wren, David; Vogiatzis, Chrysafis; … - In: Operations research forum 3 (2022) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10013194267

Time series modeling of Army Mission Command communication networks : an event-driven analysis

Marusich, Laura R.; Buchler, Norbou - In: Computational and mathematical organization theory 22 (2016) 4, pp. 467-486

Persistent link: https://www.econbiz.de/10011607773

Airline customer lifetime value estimation using data analytics supported by social network information

Çavdar, Ahmet Birol; Ferhatosmanoğlu, Nilgün - In: Journal of air transport management 67 (2018), pp. 19-33

Persistent link: https://www.econbiz.de/10011807117

Inference of grouped time-varying network vector autoregression models

Li, Degui; Peng, Bin; Tang, Songqiao; Wu, Weibiao - 2023

Persistent link: https://www.econbiz.de/10014316406

Complicating abandonment : how a multi-stage theory of abandonment clarifies the evolution of an adopted practice

Younkin, Peter - In: Organization studies : an international … 37 (2016) 7, pp. 1017-1053

Persistent link: https://www.econbiz.de/10011597297

Frequency domain principal components estimation of fractionally cointegrated processes

Morana, Claudio - 2004

In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...

Persistent link: https://www.econbiz.de/10009636544

Testing the adequacy of smooth transition autoregressive models

Eitrheim, Øyvind; Teräsvirta, Timo - 1993

Persistent link: https://www.econbiz.de/10000882121

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