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Panel Data and Structural Labour Market Models
Type: Book
ISBN: 978-0-44450-319-0

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Book part
Publication date: 2 February 2000

P. Bingley and G. Lanot

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Panel Data and Structural Labour Market Models
Type: Book
ISBN: 978-0-44450-319-0

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Book part
Publication date: 29 February 2008

Namwon Hyung, Ser-Huang Poon and Clive W.J. Granger

This paper compares the out-of-sample forecasting performance of three long-memory volatility models (i.e., fractionally integrated (FI), break and regime switching…

Abstract

This paper compares the out-of-sample forecasting performance of three long-memory volatility models (i.e., fractionally integrated (FI), break and regime switching) against three short-memory models (i.e., GARCH, GJR and volatility component). Using S&P 500 returns, we find that structural break models produced the best out-of-sample forecasts, if future volatility breaks are known. Without knowing the future breaks, GJR models produced the best short-horizon forecasts and FI models dominated for volatility forecasts of 10 days and beyond. The results suggest that S&P 500 volatility is non-stationary at least in some time periods. Controlling for extreme events (e.g., the 1987 crash) significantly improved forecasting performance.

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Forecasting in the Presence of Structural Breaks and Model Uncertainty
Type: Book
ISBN: 978-1-84950-540-6

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Book part
Publication date: 30 December 2004

Reinhard Lund

This chapter extracts a broad range of learning situations in connection with product innovation. The data comprise interviews with the management and employees in five…

Abstract

This chapter extracts a broad range of learning situations in connection with product innovation. The data comprise interviews with the management and employees in five Danish manufacturing firms visited during 2000–2001. Among important learning situations and factors promoting learning have been found the firms’ contacts with customers, project leaders’ cross functional coordinating activities, and cooperation with suppliers and knowledge institutions. The restraints upon learning comprise inter alia strategic patterns, tight time planning, old routines and communication difficulties, changing of roles, ad hoc decisions on training and education and some times among employees lack of motivation. Some policy perspectives are outlined.

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Product Inovation, Interactive Learning and Economic Performance
Type: Book
ISBN: 978-1-84950-308-2

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European Origins of Library and Information Science
Type: Book
ISBN: 978-1-78756-718-4

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