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Scale-invariance of random populations: From Paretian to Poissonian fractality

Eliazar, Iddo; Klafter, Joseph - In: Physica A: Statistical Mechanics and its Applications 383 (2007) 2, pp. 171-189

Random populations represented by stochastically scattered collections of real-valued points are abundant across many fields of science. Fractality, in the context of random populations, is conventionally associated with a Paretian distribution of the population's values.

Persistent link: https://www.econbiz.de/10010871900

Modeling of waiting times and price changes in currency exchange data

Repetowicz, Przemysław; Richmond, Peter - In: Physica A: Statistical Mechanics and its Applications 343 (2004) C, pp. 677-693

A theory which describes the share price evolution at financial markets as a continuous-time random walk (Physica A 287 (2000) 468, Physica A 314 (2002) 749, Eur. Phys. J. B 27 (2002) 273, Physica A 376 (2000) 284) has been generalized in order to take into account the dependence of waiting...

Persistent link: https://www.econbiz.de/10011057745

On the first passage time and leapover properties of Lévy motions

Koren, T.; Chechkin, A.V.; Klafter, J. - In: Physica A: Statistical Mechanics and its Applications 379 (2007) 1, pp. 10-22

We investigate two coupled properties of Lévy stable random motions: the first passage times (FPTs) and the first passage leapovers (FPLs). While, in general, the FPT problem has been studied quite extensively, the FPL problem has hardly attracted any attention. Considering a particle that...

Persistent link: https://www.econbiz.de/10011059825

Sargent, Thomas J. (born 1943)

Sent, Esther-Mirjam - Palgrave Macmillan

Thomas J. Sargent is the 2011 recipient of the Nobel Prize in Economic Sciences (along with Christopher Sims). Sargent has been instrumental in the development of rational expectations economics. The central idea behind this approach is that individuals should not make systematic mistakes. Yet...

Persistent link: https://www.econbiz.de/10010755724

The financial industry maturity model for anti-money laundering

O'Kane, Tom; Casserly, Tara; McCartney, Peadar - In: International journal of business excellence 8 (2015) 4, pp. 492-513

Persistent link: https://www.econbiz.de/10011539388

The implementation of cross-functional teams in SMEs : the impact on the competitive priorities

Efstathiades, Andreas; Efstathiades, Christodoulos; … - In: International journal of economics and business research 12 (2016) 4, pp. 375-397

Persistent link: https://www.econbiz.de/10011706133

An internal cooperation as a driver of total quality management

Yu, Gun Jea; Jung, Hojin; Kwon, Kyoung-min - In: International journal of productivity and quality … 31 (2020) 3, pp. 434-444

Persistent link: https://www.econbiz.de/10012516368

Perceptions on jurisdiction risk: a cross-country analysis

Feridun, Mete - In: Journal of Money Laundering Control 27 (2023) 3, pp. 548-558

positively associated with anti-money laundering and countering the financing of terrorism (AML/CFT) framework, as well as with … are based on a single year cross sectional data. As global and country-level AML/CFT efforts continue to intensify and as … question of whether financial crime perceptions are likely to be more pronounced for jurisdictions where AML/CFT efforts are …

Persistent link: https://www.econbiz.de/10015351726

Determing the number of regimes in a threshold autoregressive model using smooth transition autoregressions

Strikholm, Birgit; Teräsvirta, Timo - 2005

In this paper we propose a method for determining the number of regimes in threshold autoregressive models using smooth transition autoregression as a tool. As the smooth transition model is just an approximation to the threshold autoregressive one, no asymptotic properties are claimed for the...

Persistent link: https://www.econbiz.de/10010281439

Modeling dependencies in claims reserving with GEE

Hudecová, Šárka; Pešta, Michal - In: Insurance: Mathematics and Economics 53 (2013) 3, pp. 786-794

A common approach to the claims reserving problem is based on generalized linear models (GLM), where the claims in different origin and development years are assumed to be independent variables. If this is violated, the classical techniques may provide incorrect predictions of the claims...

Persistent link: https://www.econbiz.de/10011046616