Showing 1 - 10 of 37
This paper examines the integration and causality of interdependencies among six major East Asian stock exchanges, while also considering their interactions with the USA before and during the 2007–2009 global financial crisis. The data reveal that the global financial crisis has strengthened...
Persistent link: https://www.econbiz.de/10010729423
In this paper we investigate the asymptotics of the statistical estimates of the optimal value and the optimal solution in stochastic programming problems, which has long range dependent samples. The asymptotic distribution and the convergence rate of these estimates are studied. Copyright...
Persistent link: https://www.econbiz.de/10010847531
In this paper we study the estimation of the spatial long memory parameter for stationary long range dependent random fields using wavelet methods. We first show the relation between the wavelet coefficients of the random fields and its long memory parameter. Based on this relation, we construct...
Persistent link: https://www.econbiz.de/10010949809
In this paper we investigate the asymptotics of the statistical estimates of the optimal value and the optimal solution in stochastic programming problems, which has long range dependent samples. The asymptotic distribution and the convergence rate of these estimates are studied. Copyright...
Persistent link: https://www.econbiz.de/10010999577
Persistent link: https://www.econbiz.de/10010832451
Purpose – The demand for oil in agricultural production increases continuously with the world oil price soaring, reflecting a rigid growth characteristic, but there are no clear reasons for this. The purpose of this paper is to assess the essential reasons of this issue in theoretical and...
Persistent link: https://www.econbiz.de/10004995242
A GIS-based approach was designed to spatially estimate direct use value of ecosystem services and to map results for a case study at county scale. The approach highlights the use of GIS to collect data, perform spatial analysis, and map economic values of ecosystem services. Three key steps of...
Persistent link: https://www.econbiz.de/10005067080
Persistent link: https://www.econbiz.de/10008486774
The authors compare changes in gender roles and women's empowerment in China, India, and the Republic of Korea. Around 1950, these newly formed states were largely poor and agrarian, with common cultural factors that placed similar severe constraints on women's autonomy. They adopted very...
Persistent link: https://www.econbiz.de/10005141645
The asymptotic behavior of the least squares (LS) estimators of the parameters in threshold autoregressive models has been completely studied in the literature. It is well known that in some cases the least absolute deviation (LAD) estimators are superior to the LS-estimators. This paper is...
Persistent link: https://www.econbiz.de/10005221664