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Multivariate GARCH Estimation Using Orthogonal Transformation –Empirical Analysis for Emerging Markets
Volatility Multivariate GARCH Model Orthogonal Transformation Principal Component Analysis
2010/10/20
This text concentrates on practical aspects of multivariate GARCH mod¬eling, specifically the orthogonal GARCH (O-GARCH) model. After initial minimal exposure of the related theory, it is centered...
Semiparametric Estimation of a Nonstationary Panel Data Transformation Model under Symmetry
Panel Data Transformation Model Nonstationarity Fixed-effects model Maximum Rank Correlation Estimator
2010/7/2
This paper considers semiparametric estimation of a nonstationary transformation model with panel data. While nonstationarity is a common phenomenon in applied research, one of the drawbacks of most e...
Changes in Slovak countryside human potential during the transformation period
human potential, transformation of society endogenous development rural municipalities territorial and social differentiation urbanisation de-urbanisation educational potential demographical changes
2014/3/20
The paper points out the importance of exploring human potential not only in countryside, but also of local communities as such. We emphasize the significance of the endogenous model of territorial de...
From the Transport to the Delivery of Mail: The Transformation of the French Postal Network in the Nineteenth Century
Transport Delivery of Mail Transformation French Postal Network
2010/10/8
The nineteenth century constituted a period of extensive structural evolution for the French Post Office. Until 1830, “postal service”denoted exclusively the transport of mail and people. Through a “r...
Selected regional geographical differences of the Czech Republic agriculture, after the transformation processes
Czech agriculture transformation regional differences agriculture policy development of the employment in agriculture changes in cattle number
2014/3/24
Transformation of Czech agriculture led to significant changes, which were mirrored in the crystallisation of rather large territorial differences. Clear regional disproportions are a fundamental prob...