DOCUMENT RESOURCES FOR EVERYONE
Documents tagged
Documents 2012-VARS at Mixed Frequencies

Estimating VAR’s Sampled at Mixed or Irregular Spaced Frequencies: A Bayesian Approach Ching Wai (Jeremy) Chiu, Bjørn Eraker, Andrew T. Foerster, Tae Bong Kim and Hernán…

Documents Patton Sheppard Realized Semi Variance 7oct11

Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility ∗ Andrew J. Patton Department of Economics Duke University and Oxford-Man Institute of Quantitative…

Documents updateJune07

Aarão Jorge ‘Fundamental Solutions for Some Partial Differential Operators from Fluid Dynamics and Statistical Physics’ SIAM Review June 2007, V. 49, #2 Abate James,…

Documents Powerline Communication

Powerline Communication 1. INTRODUCTION Connecting to the Internet is a fact of life for business, government, and most households. The lure of e-commerce, video on demand,…

Documents 1 Company Overview...

Slide 1 Slide 2 1 Company Overview ………………………………………………………………………………... Data sourced through direct relationships…

Documents ECOTRIM A program for temporal disaggregation of time series Eurostat – Unit C2 Roberto Barcellan.

Slide 1ECOTRIM A program for temporal disaggregation of time series Eurostat – Unit C2 Roberto Barcellan Slide 2 27 November 2003 OECD, Paris Application of advanced temporal…

Documents The views expressed herein are those of the author and should not be attributed to the IMF, its...

Slide 1The views expressed herein are those of the author and should not be attributed to the IMF, its Executive Board, or its Management. Report on the Work of the Inter-Agency…

Documents Overview 2006-2007 A. De Martino, I. Giardina, E. Marinari, I. Perez Castillo, A. Tedeschi, M....

Slide 1Overview 2006-2007 A. De Martino, I. Giardina, E. Marinari, I. Perez Castillo, A. Tedeschi, M. Virasoro Slide 2 Laureati/Laureandi Riccardo Di Clemente (Laurea triennale,…

Documents Financial Econometrics Introduction to Systems Approach.

Slide 1Financial Econometrics Introduction to Systems Approach Slide 2 Introduction Complete the description of Error Correction Models and assess an example of cointegration…

Technology CQRS + Event Sourcing

1.CQRS + ES DDD2. •Intro!•CAP•CQRS•Event Driven•Event Sourcing / Event Store•Appendix 3. performance trouble? scalability trouble? big large data? high frequency…