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pro vyhledávání: '"Myoungji Lee"'
Publikováno v:
Tellus: Series A, Dynamic Meteorology and Oceanography, Vol 67, Iss 0, Pp 1-16 (2015)
Smoothness is an important characteristic of a spatial process that measures local variability. If climate model outputs are realistic, then not only the values at each grid pixel but also the relative variation over nearby pixels should represent th
Externí odkaz:
https://doaj.org/article/ecdfe62241f6478aa83d18a76700bd18
Publikováno v:
Journal of Futures Markets. 40:651-670
We provide empirical evidence that cross‐country yield curve gaps (parallel gap, twist gap, and butterfly gap) are predictive to the expected currency carry premiums using currency forward contracts. We find that the expected currency gains are mor
Publikováno v:
Journal of Agricultural, Biological, and Environmental Statistics. 21:426-447
Self-similar processes have been widely used in modeling real-world phenomena occurring in environmetrics, network traffic, image processing, and stock pricing, to name but a few. The estimation of the degree of self-similarity has been studied exten