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(2009-11-19)This paper compares real and nominal foreign exchange volatility effects on exports. Using a flexible lag version of the Goldstein-Khan two-country imperfect substitutes model for bilateral trade, we identify the overall ...
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(Springer, 2010-12-14)The so-called real-time web (RTW) is a web of opinions, comments, and personal viewpoints, often expressed in the form of short, 140-character text messages providing abbreviated and highly personalized commentary in ...
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(ACM, 2010-09)The so-called real-time web (RTW) is a web of opinions, comments, and personal viewpoints, often expressed in the form of short, 140-character text messages providing abbreviated and personalized commentary in real-time. ...
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(Elsevier, 2012-05)Real-time web (RTW) services such as Twitter allow users to express their opinions and interests, often expressed in the form of short text messages providing abbreviated and highly personalized commentary in real-time. ...
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(Economic and Social Research Institute, 1989)
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(University College Dublin. School of Economics, 1989-05)
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(Wiley, 2008)One stylized feature of financial volatility impacting the modeling process is long memory. This article examines long memory for alternative risk measures, observed absolute and squared returns for Daily Equity real estate ...
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(ACM, 2010-09)Recently the world of the web has become more social and more real-time. Facebook and Twitter are perhaps the exemplars of a new generation of social, real-time web services and we believe these types of service provide ...
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(American Real Estate Society, 2007)Using a time-varying approach, this paper examines the dynamics of volatility in the real estate investment trust (REIT) sector. The results highlight the attractiveness and suitability of using GARCH based approaches in ...
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(Springer, 2009-08)The significant growth of media and user-generated content online has allowed for the widespread adoption of recommender systems due to their proven ability to reduce the workload of a user and personalise content. In ...