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A new stock-price bubble with stochastically deflating trajectories

Rotermann, Benedikt; Wilfling, Bernd - 2017

deflating trajectories. Our flexible bubble process entails stock-price volatility dynamics that are consistent with real …-world data. To demonstrate this, we fit our bubble specification to NASDAQ data and analyze the volatility dynamics. …

Persistent link: https://www.econbiz.de/10011712723

The African Growth Gap and the Realization of the MDGs

Knedlik, Tobias; Reinowski, Eva - 2008

Earlier literature on economic growth models identified Africa specific determinates of economic growth. In standard models of economic growth Africa dummies were significant. A more resent strand of literature attributes the significance of Africa dummies to inappropriate estimation techniques....

Persistent link: https://www.econbiz.de/10010301416

Energy Planning in the Big Data Era: A Theme Study of the Residential Sector

Estiri, Hossein - 2014

This paper re-conceptualizes the planning process in the big data era based on the improvements that non-linear modeling approaches provide over the mainstream linear approaches. First, it demonstrates challenges of conventional linear methodologies in modeling complexities of residential energy...

Persistent link: https://www.econbiz.de/10010481471

ICT as a Supporting Factor for Innovation Activities

Zoroja, Jovana - 2015

Development and usage of information and communication technology (ICT) is continuously growing in the last 30 years. The main reason is that ICT has a great potential to improve the efficiency of business processes, to increase the competitiveness, but also to facilitate and drive innovations....

Persistent link: https://www.econbiz.de/10011920240

Cointegration of Matched Home Purchases and Rental Price Indexes ¨C Evidence from Singapore

Li, Jing; Baltagi, Badi - 2015

This paper exploits the homogeneity feature of the Singapore private residential condominium market and constructs matched home purchase price and rental price series using the repeated sales method. These matched series allow us to conduct time series analysis to examine the long-term present...

Persistent link: https://www.econbiz.de/10011400485

How informative is high-frequency data for tail risk estimation and forecasting? An intrinsic time perspectice

Halbleib, Roxana; Dimitriadis, Timo - 2019

This paper proposes a novel and simple approach to compute daily Value at Risk (VaR) and Expected Shortfall (ES) directly from high-frequency data. It assumes that financial logarithm prices are subordinated unifractal processes in the intrinsic time, which stochastically transforms the clock...

Persistent link: https://www.econbiz.de/10012099231

Relationship between Customers' Loyalty and Income: Preliminary Research

Klopotan, Igor; Vrhovec-Žohar, Kristina; Mahič, Edita - 2015

Customer relationship management has a great role in customers' loyalty and satisfaction. However, it is questionable if companies are facing their customers with adequate care. Research that analyzes income and its impact to customers' loyalty, especially in post-transition countries is scare....

Persistent link: https://www.econbiz.de/10011920286

Volatility and regional growth in Europe: Does space matter?

Ibáñez, Vicente Rios; Ezcurra, Roberto - 2013

This paper investigates the relationship between volatility and economic growth in the European regions over the period … volatility in neighbouring regions. This finding is robust to the inclusion in the analysis of different explanatory variables …, the results of the paper do not depend on the specific measure of volatility used, or the spatial weights matrix employed …

Persistent link: https://www.econbiz.de/10011397312

From Riches to Rags, and Back? Explaining the Growth Trajectory of Argentina since the 1890s

Campos, Nauro F.; Karanasos, Menelaos G.; Tan, Bin - 2009

growth and growth volatility. Our results suggest that financial development, trade openness and political instability are …

Persistent link: https://www.econbiz.de/10010301463

Structural breaks and financial volatility: Lessons from BRIC countries

Morales, Lucía; Gassie, Esmeralda - 2011

Despite the fact that there is a substantial literature on the analysis of volatility spillovers between stock returns … and domestic exchange rates, surprisingly, little empirical research has examined volatility spillovers between oil prices …

Persistent link: https://www.econbiz.de/10010306930