Search Results - subject:"R/S"

Focusing on business R&D by analysing R&D micro-data

Perani, Giulio - In: ECONOMIA E POLITICA INDUSTRIALE 2014/3 (2014) 3, pp. 33-38

The availability of ten-years series of Italian business R&D micro-data has allowed for exploring some original paths of micro-analysis on the R&D performances and strategies of Italian firms. By re-focusing economic research on the specific role of R&D in the framework of the broader innovation...

Persistent link: https://www.econbiz.de/10010943289

La produzione scientifica italiana e il suo impatto: un confronto internazionale relativo alle Aree CUN bibliometriche

Malgarini, Marco - Volkswirtschaftliche Fakultät, … - 2013

The paper aims at evaluating the position of the Italian research system in the international scenario, using data from ISI-Web of Sciences and Scopus database for the period 1981-2010. Bibliometric information have been first of all organized according to the Italian classification of...

Persistent link: https://www.econbiz.de/10011107683

Long memory in the ukrainian stock market and financial crises

Maria Caporale, Guglielmo; Gil-Alana, Luis; Plastun, Alex; … - Volkswirtschaftliche Fakultät, … - 2013

long memory approaches (R/S analysis and fractional integration) we show that this market is inefficient and the degree of …. We also show that data smoothing is not advisable in the context of R/S analysis. …

Persistent link: https://www.econbiz.de/10011111422

Fractal Analysis of the Gold Market in China

YIN, Kedong; ZHANG, Hengda; ZHANG, Wenbo; WEI, Qian - In: Journal for Economic Forecasting (2013) 3, pp. 144-163

Based on fractal theory, this paper studies the fluctuation characteristics of the gold market in China. Using R/S …

Persistent link: https://www.econbiz.de/10010702351

Long memory in the Ukrainian stock market and financial crises

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2013

Persistent link: https://www.econbiz.de/10010241526

Is market fear persistent? : a long-memory analysis

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 27 (2018), pp. 140-147

Persistent link: https://www.econbiz.de/10012006763

Persistence in the cryptocurrency market

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Research in international business and finance 46 (2018), pp. 141-148

Persistent link: https://www.econbiz.de/10011983590

"Never let a good crisis go to waste" : moral entrepreneurship, or the fine art of recycling evil into good

Fuller, Steve - In: Business ethics : a European review 22 (2013) 1, pp. 118-129

Persistent link: https://www.econbiz.de/10009705708

Computing optimal (R,s,S) policy parameters by a hybrid of branch-and-bound and stochastic dynamic programming

Visentin, Andrea; Prestwich, Steven; Rossi, Roberto; … - In: European journal of operational research : EJOR 294 (2021) 1, pp. 91-99

Persistent link: https://www.econbiz.de/10012591337

A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application

He, Ling-Yun; Qian, Wen-Bin - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 14, pp. 3770-3782

economics literature. There are three widely used tools to estimate the Hurst exponent, the canonical rescaled range (R/S), the … variance rescaled statistic (V/S) and the Modified rescaled range (Modified R/S). To clarify their performance, we compare them … better as V/S performs better when the analyzed market is anti-persistent while R/S seems to be a reliable tool used in …

Persistent link: https://www.econbiz.de/10011061816