Search Results - subject:"Memory processes"

Igniting a knowledge renaissance : revolutionising entrepreneurial ecosystems with transactive memory systems

Tabas, Abdollah Mohammadparst; Kansheba, Jonathan Mukiza; … - In: Journal of knowledge management 28 (2024) 11, pp. 199-220

Persistent link: https://www.econbiz.de/10015324021

Igniting a knowledge renaissance: revolutionising entrepreneurial ecosystems with transactive memory systems

Mohammadparst Tabas, Abdollah; Kansheba, Jonathan Mukiza; … - In: Journal of Knowledge Management 28 (2024) 11, pp. 199-220

transactive memory processes (i.e. knowledge specialisation, credibility and coordination) and structures (i.e. differentiated …

Persistent link: https://www.econbiz.de/10015351427

Corporate memory dynamics in project-based organizations (PBOs) : multiple case study in Brazilian engineering design firms and a framework proposal

Mol Barbosa, Leandro César; Carvalho, Rodrigo Baroni; … - In: The learning organization : TLO ; an international journal 29 (2022) 4, pp. 297-316

Persistent link: https://www.econbiz.de/10013389295

Do you remember? : rater memory systems and leadership measurement

Hansbrough, Tiffany Keller; Lord, Robert G.; Schyns, Birgit - In: The leadership quarterly : LQ ; an international … 32 (2021) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10012799410

Cointegrated dynamics for a generalized long memory process : application to interest rates

Asai, Manabu; Peiris, Shelton; McAleer, Michael; Allen, … - In: Journal of time series econometrics 12 (2020) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10012258310

Volatility of Stock Market and Exchange Rate Returns in Peru: Long Memory or Short Memory with Level Shifts?

Herrera, Andres; Rodríguez, Gabriel - Departamento de Economía, Pontificia Universidad … - 2014

Though the econometrics literature on this area is extensive, in Peru few studies have been dedicated to the analysis of Önancial returns in general and volatility in particular. As part of an empirical research agenda suggested by Humala and RodrÌguez (2013), this paper represents one of the...

Persistent link: https://www.econbiz.de/10011242144

A note on self-similarity for discrete time series

Guegan, Dominique; Lu, Zhiping - HAL - 2007

The purpose of this paper is to study the self-similar properties of discrete-time long memory processes. We apply our …

Persistent link: https://www.econbiz.de/10010750763

A note on self-similarity for discrete time series.

Guégan, Dominique; Lu, Zhiping - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2007

The purpose of this paper is to study the self-similar properties of discrete-time long memory processes. We apply our …

Persistent link: https://www.econbiz.de/10005670894

Combining long memory and level shifts in modelling and forecasting the volatility of asset returns

Varneskov, Rasmus Tangsgaard; Perron, Pierre - In: Quantitative finance 18 (2018) 3, pp. 371-393

Persistent link: https://www.econbiz.de/10011906384

Memory parameter estimation in the presence of level shifts and deterministic trends

McCloskey, Adam; Perron, Pierre - 2012

that various time series typically thought to be long-memory processes actually appear to be short or very weak long-memory … processes contaminated by level shifts or deterministic trends. …

Persistent link: https://www.econbiz.de/10010420260