Search Results - subject:"Decay factor"

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Nelson-Siegel decay factor and term premia in Japan

Koeda, Junko; Sekine, Atsushi - In: Journal of the Japanese and international economies : … 64 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013332206

Nelson-Siegel decay factor and term premia in Japan

Koeda, Junko; Sekine, Atsushi - 2021

Persistent link: https://www.econbiz.de/10012617816

Study about the minimum value at risk of stock index futures hedging applying exponentially weighted moving average : generalized autoregressive conditional heteroskedasticity model

Xu, Rong; Li, Xingye - In: International journal of economics and financial issues … 7 (2017) 6, pp. 104-110

Persistent link: https://www.econbiz.de/10011948261

Decay factor as a determinant of forecasting models

Mentel, Grzegorz; Brożyna, Jacek - In: International journal of economics and finance 7 (2015) 1, pp. 118-128

Persistent link: https://www.econbiz.de/10010471694

Analysis Based on the Risk Metrics Model

ZUGRAVU, Bogdan; OANEA, Dumitru Cristian; ANGHELACHE, … - In: Romanian Statistical Review Supplement 61 (2013) 2, pp. 145-154

The first aim of this paper is to see if there is some differences regarding the value of decay factor estimated based …

Persistent link: https://www.econbiz.de/10010859966

OFDM for 4G Wireless Communications: A Comprehensive Analysis

Dixit, Saurabh; Katiyar, Himanshu - In: International Journal of Interdisciplinary … 10 (2018) 1, pp. 63-84

with flat delay profile as well as linearly increasing power decay factor. The probability density function(PDF) obtained …

Persistent link: https://www.econbiz.de/10012045971

Dynamics Emission for a Polluting Industry

Ahmadian, Majid - In: Iranian Economic Review 16 (2011) 3, pp. 93-102

decay factor lead to a fluctuations in the time paths of emission and its concentration, so that increasing marginal damage …

Persistent link: https://www.econbiz.de/10010928036

A weighted local-world evolving network model with aging nodes

Wen, Guanghui; Duan, Zhisheng; Chen, Guanrong; Geng, Xianmin - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 21, pp. 4012-4026

depending nontrivially on a decay factor α∈[0,1). In addition, the clustering coefficient, correlation and small … decreasing function of the decay factor, and the assortative degree correlation and small-world properties appear simultaneously …

Persistent link: https://www.econbiz.de/10011062667