Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Chenjie Shao"'
Autor:
Chenjie Shao, Khaldoun Khashanah
Publikováno v:
Quantitative Finance. 22:241-253
In volatility forecasting literature, Markov switching multifractal (MSM) models are well known for capturing many important stylized facts such as long memory and fat tails. MSM delivers stronger ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9bf9585dd8576ce5e1c8e351538e384b
https://doi.org/10.1080/14697688.2021.1939116
https://doi.org/10.1080/14697688.2021.1939116
Publikováno v:
Computational Economics. 53:587-616
We introduce a system of ordinary differential equations to model the micro–macro wealth dynamics of interactions between international enterprise competitiveness and the macroeconomic growth as an open system. The novelty of the approach is to pos
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::733d27c74dd7defc59363ba4d13dfcd8
https://doi.org/10.1007/s10614-017-9748-7
https://doi.org/10.1007/s10614-017-9748-7
Publikováno v:
SSRN Electronic Journal.
In this paper, we introduce a system of ordinary differential equations (ODE) to model the micro-macro wealth dynamics of interactions between international enterprise competitiveness and the macroeconomic growth as an open system. The novelty of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8dc7f302e10a3bbba4f90b259202ec1c
https://doi.org/10.2139/ssrn.2386254
https://doi.org/10.2139/ssrn.2386254