Estimating and forecasting generalized fractional Long memory stochastic volatility models

In recent years fractionally differenced processes have received a great deal of attention due to its flexibility in financial applications with long memory. This paper considers a class of models generated by Gegenbauer polynomials, incorporating the long memory in stochastic volatility (SV) components in order to develop the General Long Memory SV (GLMSV) model. We examine the statistical properties of the new model, suggest using the spectral likelihood estimation for long memory processes, and investigate the finite sample properties via Monte Carlo experiments. We apply the model to three exchange rate return series. Overall, the results of the out-of-sample forecasts show the adequacy of the new GLMSV model.

Estimating the Bridge Financing Needs of the Single Resolution Fund: How expensive is it to resolve a bank? CEPS Special Report No. 122, 25 November 2015

The Single Resolution Board (SRB) will be responsible for the resolution of banks in the euro area from 1 January 2016. However, the resources of the Single Resolution Fund (SRF) at the disposal of the SRB will only gradually be built up until 2023. This paper provides estimates of the potential financing needs of the SRF, based on the euro area bank resolutions that actually occurred between 2007 and 2014. We find that the SRF would have been asked to put a total amount of about €72 billion into these failing banks, which is more than the target for the SRF (€55 billion) but less than the amount the SRF could draw on, if the ex-post levies are also taken into account. As this sum would have been required over eight years, the broad conclusion is that bridge financing, in addition to the existing alternative funding, would only have been needed in the early years of the transition.

Estimating the injury-reducing benefits of ejection-mitigating glazing.

Mode of access: Internet.

Critical review of estimating benefits of air and water pollution control /

Contract no. 68-01-2821.

Handbook : estimating sludge management costs /

Mode of access: Internet.

Estimating costs for water treatment as a function of size and treatment efficiency /

Mode of access: Internet.

Procedures for estimating dry weather pollutant deposition in sewerage systems /

Mode of access: Internet.

Use of the Black Creek Database to analyze techniques for estimating nonpoint source loadings from small watersheds /

Mode of access: Internet.

On the problem of estimating the number of schools of fish.

"A paper presented at the joint meeting of the Bometric Society and the institute of Mathematical Statistics, November 27, 1948, at Seattle, Washington."

Methods for estimating expected blood alcohol concentration. Part II. Final report.

National Highway Traffic Safety Administration, Washington, D.C.

Estimating and managing risks for the utilization and cost of mental health and substance abuse services in a managed care environment /

Shipping list no.: 98-0349-P.

Methods for estimating expected blood alcohol concentration. Part 1. Final report.

National Highway Traffic Safety Administration, Washington, D.C.

A method for estimating posterior BAC distributions for persons involved in fatal traffic accidents.

National Highway Traffic Safety Administration, Washington, D.C.

Guidelines for estimating the cost effectiveness of high-occupancy vehicle lanes. Interim report.

Texas State Department of Highways and Public Transportation, Transportation Planning Division, Austin

The American juror: being a guide for jurymen throughout the United States. Containing rules for testing the credibility of witnesses and weighing and estimating evidence, together with a system of forensic reasoning for jurors.

Mode of access: Internet.