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Please note that corrections may take a couple of weeks to filter through the various RePEc services. Economic literature: papersarticlessoftwarechaptersbooks. FRED data. Change point dynamics for financial data: an indexed Markov chain approach. This paper uses an Indexed Markov Chain to model high frequency price returns of quoted rms. Introducing an Index process permits consideration of endogenous market volatility, and two important stylized facts of financial time series can be taken into account: long memory and volatility clustering.
This paper rst proposes a method to optimally determine the state space of the Index process, which is based on a change-point approach for Markov chains. Furthermore, we provide an explicit formula for the probability distribution function of the rst change of state of the Index process.
Results are illustrated with an application to intra-day firm prices.See details. Let us know.
Stock Markets : Emergence, Macroeconomic Factors & Recent Developments
Authors registered in RePEc who have co-authored more than one work in the last five years with Filippo Petroni. Isphording, Ingo 6. Otten, Sebastian 3. Piopiunik, Marc 3. Denk, Oliver 1. Giannoccolo, Pierpaolo 1. Biondi, Yuri 1. Scalas, Enrico 9. Raberto, Marco 8.
Dacorogna, Michel 5. Olsen, Richard 5. Iannaccone, Laurence 2. Shy, Oz 1. Morgan, Donald 1. Zhou, Tim 1. Schaeck, Klaus 1. Toggle navigation Citations in Economics: CitEc. Where Filippo Petroni has published?
Recent works citing Filippo Petroni and Year Title of citing document A micro-to-macro approach to returns, volumes and waiting times.Updated 12 Mar The semi-Markov Toolbox allows to create Markov and semi-Markov models based on a real discrete, or previously discretized, phenomenon. The input of the toolbox is a discrete time series that must be given through a file. The toolbox permits to chose the data and matrices saving or not and the kind of model Markov, semi-Markov or both models.
At the end of the Monte Carlo simulation the histograms of the probability distribution functions are shown in simple plot in order to check the validity of the modeling. The output mat file with all the variables will collocate automatically in the folder where the data are loaded. Flavio Prattico Retrieved October 12, A very great job.
But I can't open the data downloading website,are there other methods to download it. Thank you very much! Loks great, thanks! It would be nice to be able to delve into the underlying code, to play around with the order of the Markov process, for instance, or readily compute the steady states. Would be nice if you uploaded a data set as an example to work with, and to use to align own data to. Please upload sample data.
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Semi-Markov Toolbox version 1. Markov and semi-Markov toolbox. Follow Download.
Cite As Flavio Prattico See what's new with book lending at the Internet Archive. Uploaded by jakej on September 17, Search icon An illustration of a magnifying glass. User icon An illustration of a person's head and chest. Sign up Log in. Web icon An illustration of a computer application window Wayback Machine Texts icon An illustration of an open book. Books Video icon An illustration of two cells of a film strip. Video Audio icon An illustration of an audio speaker.
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Lexical evolution rates by automated stability measure Item Preview. EMBED for wordpress. Want more? Advanced embedding details, examples, and help! Phylogenetic trees can be reconstructed from the matrix which contains the distances between all pairs of languages in a family.
Recently, we proposed a new method which uses normalized Levenshtein distances among words with same meaning and averages on all the items of a given list. Decisions about the number of items in the input lists for language comparison have been debated since the beginning of glottochronology. The point is that words associated to some of the meanings have a rapid lexical evolution.
Therefore, a large vocabulary comparison is only apparently more accurate then a smaller one since many of the words do not carry any useful information.
In principle, one should find the optimal length of the input lists studying the stability of the different items. In this paper we tackle the problem with an automated methodology only based on our normalized Levenshtein distance.
With this approach, the program of an automated reconstruction of languages relationships is completed. Addeddate External-identifier urn:arXiv There are no reviews yet. Be the first one to write a review. Additional Collections.Skip to search form Skip to main content You are currently offline. Some features of the site may not work correctly. DOI: Evans and L. Nakhleh and D. Ringe and T. Warnow Published Philosophy Diachronica. This paper reports a simulation study comparing and evaluating the performance of different linguistic phylogeny reconstruction methods on model datasets for which the true trees are known.
Weighting characters greatly improves the accuracy of maximum parsimony and maximum compatibility if the characters with high weights exhibit low homoplasy. View PDF. Save to Library. Create Alert. Launch Research Feed. Share This Paper. Top 3 of 44 Citations View All The origins of the Malagasy people, some certainties and a few mysteries. Serva Cristopher B. Font-Santiago, Joseph Salmons From Indonesia to Madagascar: in search of the origins of the Malagasy language.
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Research Feed. View 1 excerpt, cites background.Photos by Julie Glassberg. Seguendo questa ricerca Brancoli Pantera - che sono sempre io - ha indagato buona parte del territorio italiano, a cui si aggiungono gli studi su quello francese e quello elvetico, in un percorso che ha nel paesaggio europeo - e nella sua iconografia — il proprio centro di riferimento.
Filippo Brancoli Pantera filippobrancoli gmail. For commercial works, portraits, adv, please have a look at:. For prints Switzerland : Galleria ConsArc galleria at consarc. For many years Filippo Brancoli Pantera has devoted himself to the study of the landscape in order to trace, upon it, the historical, economic and cultural coordinates that define contemporary society and the man who is part of it.
The landscape is transformed into levels that offer the photographer and the viewer the key to better understand, or at least to see it from different points of view, some fundamentals aspects of our culture and our life.
Following these principles Brancoli Pantera has investigated a good part of the Italian territory, in addition to his studies on French and Swiss land, in a path that has its centre and main reference in the European landscape and its iconography. Building on the classic experience gained in Italy Degree in Cultural Heritage and more technical preparation acquired in the United States International Center of Photography, specialization in documentary photographyhe developed a research with a personal style, in balance between tradition and modernity.
ENGLlSH: For many years Filippo Brancoli Pantera has devoted himself to the study of the landscape in order to trace, upon it, the historical, economic and cultural coordinates that define contemporary society and the man who is part of it.Guglielmo D'Amico, Prattico, Simonsen, Jensen, M. Cited by: Ibrahim, Mansor H. Lahmiri, Salim, Coelho, Vitor N. Maegebier, Alexander, See citations under working paper version above. Cited by: Ingo E. Isphording, Ingo E. Ausloos, M. Jeffs, Rebecca A.
Mir, T. Petroni, F. Cited by: Rotundo, G.POKER ITALIA : GABRIELE \
Marcel Ausloos, Serva, M. Cited by: Sato, Aki-Hiro, Serva, More information Research fields, statistics, top rankings, if available.
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Economic literature: papersarticlessoftwarechaptersbooks. FRED data. Research output as.