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function. Finally, Section 4 deeply analyze the mathematical properties of the scaling function which drives the ``wildeness …. Section 5 is devoted to the analysis of the connection between the scaling function, Multifractal Formalism and Large …
Persistent link: https://www.econbiz.de/10011200021
bonds) and analyze their multi-scaling properties by estimating the parameters of a Markov-switching multifractal model (MSM …) with Lognormal volatility components. In order to see how well estimated models capture the temporal dependency of the … general, the Lognormal MSM models generate ?apparent? long memory in good agreement with empirical scaling provided one uses …
Persistent link: https://www.econbiz.de/10010295131
interest rates, and we analyze their multi-scaling properties by estimating a simple specification of the Markov- switching … and compare the scaling exponents H(q) (for q = 1; 2) for both empirical data and simulated data of the estimated MSM … scaling laws. …
Persistent link: https://www.econbiz.de/10010295148
Academic Entrepreneurship in the last three decades has risen to greater heights. There are various reasons too. Indian's education sector has been undergoing sea changes in these decades. Every state has been opening up and there has been a plethora of institutions established. In the process,...
Persistent link: https://www.econbiz.de/10012044342
fluctuations in electricity markets are additive in nature. We do this by exploiting a scaling relationship between price level and … volatility, which is in turn a new result in the electricity markets literature. Second, in line with recent studies, we uncover …
Persistent link: https://www.econbiz.de/10010328400
/P scaling). In the second part of the paper, it is shown that a linear supply function with stochastic intercept and … constant slope suffices to explain the 1/P scaling. Furthermore, this model allows to decompose price fluctuations in an …
Persistent link: https://www.econbiz.de/10010328442
) and 1.5; (ii) the volatility of growth rates is decreasing with respect to size, with a scaling exponent varying over time …, but always between -0.20 and -0.10. Preliminary analyses on more homogeneous groups cast doubts on the evidence of scaling …
Persistent link: https://www.econbiz.de/10010328620
multiattribute valuation methods. Researchers have proposed using best-worst scaling (BWS) methods which seek to extract information …
Persistent link: https://www.econbiz.de/10011599834
scales, from which we determined spatially-dependent (i.e., site specific) scaling factors for the mean and variance of crop …
Persistent link: https://www.econbiz.de/10011656493
scaling of variables, hierarchical organization, handling rank-based variables, relief tables, survey simulation techniques …
Persistent link: https://www.econbiz.de/10011913342