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Yunkang Du and Zuoliang Xu
In this paper, we recover the European option volatility function σ(t)" role="presentation">??(??)s(t)
s
(
t
)
of the underlying asset and the fractional order α" role="presentation" style="position: relative;">??a
a
of the time fra...
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Davinder Malhotra and Srinivas Nippani
This study investigates the risk-adjusted performance of energy equity mutual funds across a 23-year period, employing the Cumulative Wealth Index (CWI) to gauge their long-term performance relative to benchmark indices. Despite inherent volatility due t...
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Shigang Qin and Deshun Liu
The stochastic fluctuations of wind speed and wind power curve modeling are complex tasks due to fluctuations in the difference between actual and theoretical power output, leading to a reduction in the accuracy of wind-power curve models. To address thi...
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Zdenek Zme?kal, Dana Dluho?ová, Karolina Lisztwanová, Antonín Poncík and Iveta Ratmanová
The paper is focused on predicting the financial performance of a small open economy with an automotive industry with an above-standard share. The paper aims to predict the probability distribution of the decomposed relative economic value-added measure ...
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Massimo Guidolin and Manuela Pedio
In this paper, we conduct a thorough investigation of the predictive ability of forward and backward stepwise regressions and hidden Markov models for the futures returns of several commodities. The predictive performance relative a standard AR(1) benchm...
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Eoin Cartwright, Martin Crane and Heather J. Ruskin
As the availability of big data-sets becomes more widespread so the importance of motif (or repeated pattern) identification and analysis increases. To date, the majority of motif identification algorithms that permit flexibility of sub-sequence length d...
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Gang Zhao, Tian Qiu and Peng Liu
The pre-swirl stator-rotor system is a common and important structure in gas turbines, and its main function is to provide cold air to the turbine blades with a low relative total temperature. Under normal conditions, the boundaries of the system are sym...
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Christine M. Haansende, Jacob M. Nyambe
Pág. Page:60 - 74Abstract
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Loris Rubini
Firms in countries with poor enforcement of property rights are often subject to extortions, which impact the business cycle. Unlike taxes, extortions respond endogenously to exogenous shocks, potentially affecting the volatility of investment, consumpti...
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Neil A. Wilmot
Financial times series, and commodity prices in particular, are known to exhibit fat tails in the distribution of prices. As with many natural resources price series, the arrival of new information can lead to unexpectedly rapid changes?or jump?in prices...
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