Showing 71 - 80 of 655,333
After showing that the distribution of the S&P 500's distortion, i.e. the log difference between its real stock market index and its real fundamental value, is bimodal, we demonstrate that agentbased financial market models may explain this puzzling observation. Within these models, speculators...
Persistent link: https://www.econbiz.de/10011595441
Persistent link: https://www.econbiz.de/10012025663
Persistent link: https://www.econbiz.de/10012035863
The future development of population size and structure is of importance since planning in many areas of politics and business is conducted based on expectations about the future makeup of the population. Countries with both decreasing mortality and low fertility rates, which is the case for...
Persistent link: https://www.econbiz.de/10011912101
Inspired by the question of identifying the start time τ of financial bubbles, we address the calibration of time series in which the inception of the latest regime of interest is unknown. By taking into account the tendency of a given model to overfit data, we introduce the Lagrange...
Persistent link: https://www.econbiz.de/10011877499
Persistent link: https://www.econbiz.de/10011882633
Persistent link: https://www.econbiz.de/10012202009
The objective of the EU Timber Regulation (EUTR), enforced since March 2013, is for importers and exporters to commit to reducing the risk of trading timber products from illegal sources in the EU. EUROSTAT time series on monthly trade with wood products from January 1988 to August 2016 were...
Persistent link: https://www.econbiz.de/10012135671
Persistent link: https://www.econbiz.de/10011772704
Persistent link: https://www.econbiz.de/10011776764