Search Results - subject:"spaces"

Factor State-Space Models for High-Dimensional Realized Covariance Matrices of Asset Returns

Gribisch, Bastian - 2018

We propose a dynamic factor state-space model for high-dimensional covariance matrices of asset returns. It uses observed risk factors and assumes that the latent covariance matrix of assets and factors is observed through their realized covariance matrix with a Wishart measurement density. The...

Persistent link: https://www.econbiz.de/10012908082

Estimation of a multiplicative correlation structure in the large dimensional case

Hafnery, Christian; Linton, Oliver; Tang, Haihan - 2018

Persistent link: https://www.econbiz.de/10012671159

Double deflation : theory and practice

Oulton, Nicholas; Rincon-Aznar, Ana; Samek, Lea; … - 2018

Persistent link: https://www.econbiz.de/10012172541

Developing a digital co-creation assessment methodology

Mačiulienė, Monika; Skaržauskienė, Aelita; … - In: Contemporary economics 12 (2018) 4, pp. 399-408

Digitally enhanced public open spaces are ideal environments for the social innovations to emerge due to the … aspects to transform public open places into co-created spaces: socio-cultural contexts, multi-stakeholder perspective …-dimensional realities for decision-makers seeking social innovations in the public spaces. The methodological assessment framework presented …

Persistent link: https://www.econbiz.de/10012177331

Global melting? : the economics of disintegration of the Greenland Ice Sheet

Nordhaus, William D. - 2018

Persistent link: https://www.econbiz.de/10011859852

Bayesian Analysis of Realized Matrix-Exponential GARCH Models

Asai, Manabu - 2018

The paper develops a new realized matrix-exponential GARCH (MEGARCH) model, which uses the information of returns and realized measure of co-volatility matrix simultaneously. The paper also considers an alternative multivariate asymmetric function to develop news impact curves. We consider...

Persistent link: https://www.econbiz.de/10012930040

Analytical Nonlinear Shrinkage of Large-Dimensional Covariance Matrices

Ledoit, Olivier - 2018

This paper establishes the first analytical formula for optimal nonlinear shrinkage of large-dimensional covariance matrices. We achieve this by identifying and mathematically exploiting a deep connection between nonlinear shrinkage and nonparametric estimation of the Hilbert transform of the...

Persistent link: https://www.econbiz.de/10012932617

The Social Transformation of Coffee Houses: The Emergence of Chain Establishments and the Private Nature of Usage

Woldoff, Rachael A.; Lozzi, Dawn Marie; Dilks, Lisa M. - In: International Journal of Social Science Studies 1 (2013) 2, pp. 205-218

Ray Oldenburg (1989) developed the concept of third places as environments that offer friendship and a sense of community. However, the idealized image of the coffee house may need revision. In recent decades coffee houses have transformed from small-scale businesses to corporate-owned...

Persistent link: https://www.econbiz.de/10010729142

ПРОБЛЕМЫ КОНСТРУИРОВАНИЯ НОВЫХ ТИПОВ ИНТЕГРАЦИОННЫХ ПРОСТРАНСТВ

АЛЕКСАНДРОВИЧ, ВИТЯЗЬ ПЕТР; … - In: Экономические и социальные … (2013) 3, pp. 28-45

В статье анализируется понятийное содержание концепта «пространство», широкое использование которого в самых разных областях научных знаний является наиболее...

Persistent link: https://www.econbiz.de/10011247946

The nature of the S-linear algebra: For an S-propagator

Strati, Francesco - Volkswirtschaftliche Fakultät, … - 2012

This paper is intended to analyse an S-linear algebra’s application so as to build an S-propagator's concept. In particular we shall study a semi -deterministic propagator via superposition (it is intended the Carfì ́s notion of superposition).

Persistent link: https://www.econbiz.de/10011258717