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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... -
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...
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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... -
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... -
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...
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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...
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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...
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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... -
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...
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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...
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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...
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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... -
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...
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Graphentheorie und Netzplantechnik
Graphentheoretische Kenntnisse sind zum Verständnis der Netzplantechnik sehr hilfreich. Aus diesem Grund werden hier einige grundlegende... -
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... -
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,... -
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,... -
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...