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crisis ; optimal leverage and debt ratios ; Congressional Oversight Panel ; Case-Shiller index …
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In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...
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High-frequency activity on NASDAQ / Martin Scholtus and Dick van Dijk -- The profitability of high-frequency trading : is it for real? / Imad Moosa and Vikash Ramiah -- Data characteristics for high-frequency trading systems / Bruce Vanstone and Tobias Hahn -- The relevance of heteroskedasticity...
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science and metrics: Yale's Environmental Performance Index and the rise of data-driven policymaking / Daniel C. Esty and John … Drummond -- Governing by numbers: China, Viet Nam, and Malaysia's adaptation of the Environmental Performance Index / Angel Hsu … -- The Human Sustainable Development Index / Giangiacomo Bravo -- The Environmental Performance Index: does this reflect …
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