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Persistent link: https://www.econbiz.de/10011488615
We propose a modeling framework which allows for creating probability predictions on a future market crash in the medium term, like sometime in the next five days. Our framework draws upon noticeable similarities between stock returns around a financial market crash and seismic activity around...
Persistent link: https://www.econbiz.de/10010358831
We propose a modeling framework which allows for creating probability predictions on a future market crash in the medium term, like sometime in the next five days. Our framework draws upon noticeable similarities between stock returns around a financial market crash and seismic activity around...
Persistent link: https://www.econbiz.de/10013050485
Growth theories and space -- Development theories : regional production factors -- Development theories : innovation …
Persistent link: https://www.econbiz.de/10011851564
policies and measurement methods; development theories of innovation, knowledge and space, and regional production factors; and …
Persistent link: https://www.econbiz.de/10003692808
regional growth: Production theory approaches / Jeffrey P. Cohen, Cletus C. Coughlin, and Catherine J. Morrison Paul -- 7 … Resmini -- Part III: Development theories: Innovation, knowledge and space -- 12. Theories of innovation in space: Path …-breaking achievements in regional science / Roberta Capello -- 13. Innovation and space. Achievements and prospects / Camilla Lenzi -- 14. R …
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We develop Hawkes models in which events are triggered through self as well as cross-excitation. We examine whether incorporating cross-excitation improves the forecasts of extremes in asset returns compared to only self-excitation. The models are applied to US stocks, bonds and dollar exchange...
Persistent link: https://www.econbiz.de/10011376256