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Douglas E. Johnston
In this paper, we provide a novel Bayesian solution to forecasting extreme quantile thresholds that are dynamic in nature. This is an important problem in many fields of study including climatology, structural engineering, and finance. We utilize results...
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Takeshi Kobayashi
This study extracts the common factors from firm-based credit spreads of major Japanese corporate bonds and examines the predictive content of the credit spread on the real economy. Instead of employing single-maturity corporate bond spreads, we focus on...
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Guoqi Qian, Antoinette Tordesillas and Hangfei Zheng
High-dimensional, non-stationary vector time-series data are often seen in ground motion monitoring of geo-hazard events, e.g., landslides. For timely and reliable forecasts from such data, we developed a new statistical approach based on two advanced ec...
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Carlos de las Heras-Rosas and Juan Herrera
The business environment of today is complex and dynamic due to increasing global competition. The businessman needs to master and know all the information that has strategic value, and Competitive Intelligence is positioned as the most appropriate tool ...
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Lisa-Marie Semke and Victor Tiberius
Firms engage in forecasting and foresight activities to predict the future or explore possible future states of the business environment in order to pre-empt and shape it (corporate foresight). Similarly, the dynamic capabilities approach addresses relev...
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