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Support for tidal energy is high among Washington residents
tidal energy high among Washington residents
2017/7/21
Puget Sound is one of the best places in the United States to capture energy from tides. As water in the Sound rises and falls twice daily at high and low tide, strong underwater currents move swiftly...
Estimating the Value-at-Risk from High-frequency Data
Data augmentation Gibbs sampler Quadratic variation Time changed Brownian motion
2016/1/27
We present two alternative approaches for estimating VaR. Both approaches are based on the observation that each trading day is very diverse and we can observe K different phases of the trading day. W...
Merging Simulation and Projection Aproaches to Solve High-Dimensional Problems with an Application to a New Keynesian model
Numerical algorithm dynamic economic model of the grid
2015/7/21
We introduce a numerical algorithm for solving dynamic economic models that merges stochastic simulation and projection approaches: we use simulation to approximate the ergodic measure of the solution...
Expanding College Opportunities for High-Achieving, Low Income Students
University success opportunity low income
2015/7/20
Expanding College Opportunities for High-Achieving, Low Income Students.
The Missing “One-Offs”: The Hidden Supply of High-Achieving, Low-Income Students
Fiscal revenue universities selective institutions
2015/7/20
aWe show that the vast majority of low-income high achievers do not apply to any selective college. This is despite the fact that selective institutions typically cost them less, owing to generous fin...
What High-Achieving Low-Income Students Know About College Options
Application financial education curriculum income wealth
2015/7/20
The decisions that young people make about college – where to apply, where to attend, how to finance their education, and what course of study to pursue – can greatly affect whether they achieve their...
Fiscal Stability of High-Debt Nations under Volatile Economic Conditions
National debt deficit fiscal policy
2015/7/20
Using a recursive empirical model of the real interest rate, GDP growth and the primary government deficit in the United States, I solve for the ergodic distribution of the debt/GDP ratio. If such a d...
THE HIGH SENSITIVITY OF ECONOMIC ACTIVITY TO FINANCIAL FRICTIONS
HIGH SENSITIVITY ECONOMIC ACTIVITY FINANCIAL FRICTIONS
2015/7/20
A financial friction is a wedge between the return received by providers of financial capital–ultimately, consumers–and the cost of capital paid by businesses and consumers who use capital. I study tw...
High School Curriculum and Financial Outcomes:The Impact of Mandated Personal Finance and Mathematics Courses
Secondary Education Personal Finance Outcome or Result
2015/4/28
Financial literacy and cognitive capabilities are convincingly linked to the quality of financial decision-making. Yet, there is little evidence that education intended to improve financial decision-m...
Strategy-proofness versus Efficiency in Matching with Indifferences:Redesigning the NYC High School Match
Strategy-proofness versus Efficiency :Redesigning
2015/4/21
Strategy-proofness versus Efficiency in Matching with Indifferences:Redesigning the NYC High School Match.
Paying the Piper: The High Cost of Funerals in South Africa
Paying the Piper The High Cost of Funerals South Africa
2014/3/14
We analyze funeral arrangements following the deaths of 3,751 people who died between January 2003 and December 2005 in the Africa Centre Demographic Surveillance Area. We find that, on average, house...
ANTITRUST FOR HIGH-TECH AND LOW: REGULATION, INNOVATION, AND RISK
HIGH-TECH AND LOW REGULATION INNOVATION RISK
2014/6/23
Severe limitations on antitrust enforcement officials’ knowledge and the potential impact of ill-advised investigations and prosecutions on markets suggest that officials should exercise extraordinar...
Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
Analyzing the Spectrum Asset Returns Jump Volatility Components High Frequency Data
2014/3/13
This paper reports some of the recent developments in the econometric analysis of semimartingales estimated using high frequency financial returns. It describes a simple yet powerful methodology to de...
Scaling, stability and distribution of the high-frequency returns of the IBEX35 index
nancial time series high-frequency returns generalized hyperbolic distributions Levy-stable distributions scaling laws tail behaviour
2012/9/14
Abstract.In this paper we perform a statistical analysis of the high-frequency re-turns of theIbex35Madrid stock exchange index. We nd that its probability distri-bution seems to be stable over di er...
Alpha Representation For Active Portfolio Management and High Frequency Trading In Seemingly Efficient Markets
market timing empirical alpha process unobserved portfolio strategies martingale system behavioural finance high frequency trading Brownian bridge Jensen’salpha portable alpha
2012/9/14
We introduce a trade strategy representation theorem for performance measurement and portable alpha in high fre-quency trading, by embedding a robust trading algorithm that describe portfolio manager ...