that can be carried out within the framework. - Design, analysis and implementation of an aggregation-based service …

currencies position VaR estimates’ dependence on data aggregation functions (pointwise, maximum value, minimum value and average …. In the last chapter of the thesis the empirical study about Hurst index intraday value dependence on data aggregation …

currencies position VaR estimates’ dependence on data aggregation functions (pointwise, maximum value, minimum value and average …. In the last chapter of the thesis the empirical study about Hurst index intraday value dependence on data aggregation …

particular reference to the issues of substitution bias and choice of aggregation dimensions. The potential costs and benefits of ….An Australian scanner data set is used to estimate substitution bias for six different aggregation methods and for fixed base and … sensitive to both the method of aggregation used and whether direct or chained indexes were used. The ILO (2004) recommends the …