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Showing 1-18 of 18 results
  1. Market Integration and the Dynamic Evolution of China’s Comparative Advantages

    In a big country like China, economies of scale based on the domestic market are an important source of the dynamic evolution of comparative...
    Chapter 2023
  2. Calendar effects in daily aggregate employment creation and destruction in Spain

    In this paper, we discuss the time series properties of a novel daily series of aggregate employment creation and destruction as registered by the...

    J. Ignacio Conde-Ruiz, Manu García, ... Jesús Ruiz in SERIEs
    Article Open access 12 March 2019
  3. Connecting Macro-Regions in the 1930s to the 1960s: A Comparative Historical Survey of the Role of Railway Technology in Coal Delivery in Japan and Northeast China

    In this chapter, I focus on three features. First, I adopt a comparative Sino-Japanese angle in examining coal railway development before moving on...
    Chapter 2017
  4. Railway Engineers of the Japanese Empire and the Significance of Collaborative R&D Activities

    Lushun Institute of Technology (LIT)Lushun institute of technology and South Manchuria Technical College (SMTC) South manchuria technical...
    Chapter 2017
  5. Portfolio optimization using dynamic factor and stochastic volatility: evidence on Fat-tailed errors and leverage

    The portfolio optimization problem is investigated using a multivariate stochastic volatility model with factor dynamics, fat-tailed errors and...

    Tsunehiro Ishihara, Yasuhiro Omori in The Japanese Economic Review
    Article 01 March 2017
  6. Obtaining and Predicting the Bounds of Realized Correlations

    This paper argues that the inherent data problems make precise point identification of realized correlation difficult but identification bounds in...

    Article Open access 02 January 2014
  7. SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence

    This paper analyzes the cyclical behavior of Dow Jones by testing the existence of long memory through a new class of semiparametric ARFIMA models...

    Mohamed Chikhi, Anne Péguin-Feissolle, Michel Terraza in Computational Economics
    Article 07 June 2012
  8. A copula–GARCH model for macro asset allocation of a portfolio with commodities

    Many authors have suggested that the mean-variance criterion, conceived by Markowitz (The Journal of Finance 7(1):77–91, 1952 ), is not optimal for...

    Luca Riccetti in Empirical Economics
    Article 04 April 2012
  9. Real Estate Price Modeling and Empirical Analysis

    Real estate is an important part of asset markets, particularly in Japan, where the total monetary value of real estate amounts to two-thirds of...

    Hiroshi Ishijima, Akira Maeda in International Journal of Economic Policy Studies
    Article 01 January 2012
  10. Did the CDS market push up risk premia for sovereign credit?

    We examine the empirical relationship between credit default swap (CDS) premia and government bond spreads for Portugal, Italy, Ireland, Greece, and...

    Sergio Andenmatten, Felix Brill in Swiss Journal of Economics and Statistics
    Article Open access 26 December 2011
  11. Adapting Productivity Theory to the Quadratic Cost Function. An Application to the Spanish Electric Sector

    In this article we have adapted productivity analysis to the case of a cost model using a quadratic cost function and discrete data. The main...

    E. Martínez-Budría, S. Jara-Díaz, F. J. Ramos-Real in Journal of Productivity Analysis
    Article 01 September 2003
  12. How To Make a Multimedia Textbook and How to Use It

    Taking the example of an innovative textbook on algorithm design, we illustrate the problems to be faced in scientific electronic publishing within...
    Thomas Ottmann, Matthias Will in Classification in the Information Age
    Conference paper 1999
  13. Localized technological change, new information technology and the knowledge-based economy: The European evidence

    This work analyzes the co-evolution of new information and communication technologies and the knowledge-intensive business industry. New information...

    Cristiano Antonelli in Journal of Evolutionary Economics
    Article 01 July 1998
  14. Graphentheorie und Netzplantechnik

    Graphentheoretische Kenntnisse sind zum Verständnis der Netzplantechnik sehr hilfreich. Aus diesem Grund werden hier einige grundlegende...
    Werner Dinkelbach in Operations Research
    Chapter 1992
  15. Heinrich Strecker

    Als akademischer Kollege und Freund fühle ich mich mit Günter Menges seit fast 30 Jahren eng verbunden. Den Zeitraum einer Generation haben wir bald...
    Hans Schneeweiss, Heinrich Strecker in Contributions to Econometrics and Statistics Today
    Conference paper 1985
  16. Mietvertrag über die Hälfte eines Hauses (Hypomnema)

    Verso unbeschrieben. Der rechte Rand ist zum Teil abgebrochen; außerdem ist die Tinte an vielen Stellen abgerieben. Die Schrift ist eine aufrechte,...
    Chapter 1979
  17. Vertrag über Teilpacht von Wein- und Vollpacht von Ackerland (Hypomnema)

    Verso unbeschrieben. Der rechte Rand und Teile des unteren Randes sind weggebrochen; außerdem ist der Papyrus an einigen Stellen stark beschädigt,...
    Chapter 1979
  18. The Quality of Quantitative Economic Policy-making when Targets and Costs of Change are Mis-specified

    In a series of well-known works [3], [4], [5], [6], Tinbergen has made pioneering and outstanding contributions to the theory and application of...
    Chapter 1974
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