Pub Date : 1900-01-01DOI: 10.25205/2542-0429-2018-18-4-42-54
E. Kondratieva
{"title":"Social Capital and Economic Welfare: Perspectives of Russia","authors":"E. Kondratieva","doi":"10.25205/2542-0429-2018-18-4-42-54","DOIUrl":"https://doi.org/10.25205/2542-0429-2018-18-4-42-54","url":null,"abstract":"","PeriodicalId":344304,"journal":{"name":"Wem-water Engineering & Management","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130602784","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.25205/2542-0429-2018-18-4-5-17
N. Dementiev
{"title":"Formal and Actual Foreign Direct Investment in the Russian Economy","authors":"N. Dementiev","doi":"10.25205/2542-0429-2018-18-4-5-17","DOIUrl":"https://doi.org/10.25205/2542-0429-2018-18-4-5-17","url":null,"abstract":"","PeriodicalId":344304,"journal":{"name":"Wem-water Engineering & Management","volume":"62 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129371481","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.25205/2542-0429-2017-17-3-35-46
T. Y. Kryshtaleva
{"title":"Assessment Method of the State of Labour Potential in Regions of the Russian Federation","authors":"T. Y. Kryshtaleva","doi":"10.25205/2542-0429-2017-17-3-35-46","DOIUrl":"https://doi.org/10.25205/2542-0429-2017-17-3-35-46","url":null,"abstract":"","PeriodicalId":344304,"journal":{"name":"Wem-water Engineering & Management","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128957320","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.25205/2542-0429-2018-18-1-42-53
I. Filimonova, O. Samsonová, D. Yuva, G. Geology, G. Ras
{"title":"Synergy Effect Estimation of Eastern Siberia Deposits Joint Development","authors":"I. Filimonova, O. Samsonová, D. Yuva, G. Geology, G. Ras","doi":"10.25205/2542-0429-2018-18-1-42-53","DOIUrl":"https://doi.org/10.25205/2542-0429-2018-18-1-42-53","url":null,"abstract":"","PeriodicalId":344304,"journal":{"name":"Wem-water Engineering & Management","volume":"35 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127006202","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.25205/2542-0429-2017-17-2-5-14
A. Baranov, Yu. S. Ershov, V. Pavlov
{"title":"Harmonization of Calculations on Spot Dynamic Input-Output Model and Model-Software Complex with Spatial Models of the Economy","authors":"A. Baranov, Yu. S. Ershov, V. Pavlov","doi":"10.25205/2542-0429-2017-17-2-5-14","DOIUrl":"https://doi.org/10.25205/2542-0429-2017-17-2-5-14","url":null,"abstract":"","PeriodicalId":344304,"journal":{"name":"Wem-water Engineering & Management","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122712930","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.25205/2542-0429-2018-18-2-101-119
N. Volkova, N. V. Svistelnik
{"title":"The Road Network in the Altai Region: Assessment of Condition and Effect for Socio-Economic Development","authors":"N. Volkova, N. V. Svistelnik","doi":"10.25205/2542-0429-2018-18-2-101-119","DOIUrl":"https://doi.org/10.25205/2542-0429-2018-18-2-101-119","url":null,"abstract":"","PeriodicalId":344304,"journal":{"name":"Wem-water Engineering & Management","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122772224","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.25205/2542-0429-2020-20-3-47-69
J. Gayomey, A. Kostin
Recently, advances in computer technology and data recording and storage have made high-frequency financial data readily available to researchers. As a result, the volatility literature has steadily progressed toward the use of higher-frequency data. However, the move towards the use of higher-frequency financial data in the estimation of volatility of financial returns has resulted in the development of many realised volatility measures of asset return variability based on a variety of different assumptions and functional forms and thus making theoretical comparison and selection of the estimators for empirical applications very difficult if not impossible. This article provides an empirical review on the performance of estimators of quadratic variation/integrated variance based on high-frequency data to aid their application in empirical analysis. The result of the review shows that no single estimator works best in all situations; however, the more sophisticated realised measures, in particular the TSRV and KRV, are superior to the other estimators in terms of their estimation accuracy in the presence of market microstructure noise.
{"title":"Performance of estimators of quadratic variation based on high frequency data—empirical review","authors":"J. Gayomey, A. Kostin","doi":"10.25205/2542-0429-2020-20-3-47-69","DOIUrl":"https://doi.org/10.25205/2542-0429-2020-20-3-47-69","url":null,"abstract":"Recently, advances in computer technology and data recording and storage have made high-frequency financial data readily available to researchers. As a result, the volatility literature has steadily progressed toward the use of higher-frequency data. However, the move towards the use of higher-frequency financial data in the estimation of volatility of financial returns has resulted in the development of many realised volatility measures of asset return variability based on a variety of different assumptions and functional forms and thus making theoretical comparison and selection of the estimators for empirical applications very difficult if not impossible. This article provides an empirical review on the performance of estimators of quadratic variation/integrated variance based on high-frequency data to aid their application in empirical analysis. The result of the review shows that no single estimator works best in all situations; however, the more sophisticated realised measures, in particular the TSRV and KRV, are superior to the other estimators in terms of their estimation accuracy in the presence of market microstructure noise.","PeriodicalId":344304,"journal":{"name":"Wem-water Engineering & Management","volume":"31 8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133092167","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.25205/2542-0429-2018-18-2-49-68
А. M. Zargaryan
{"title":"The Improving of Efficiency Development of Entrepreneurship Sectors from the European North of Russia","authors":"А. M. Zargaryan","doi":"10.25205/2542-0429-2018-18-2-49-68","DOIUrl":"https://doi.org/10.25205/2542-0429-2018-18-2-49-68","url":null,"abstract":"","PeriodicalId":344304,"journal":{"name":"Wem-water Engineering & Management","volume":"130 4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122410773","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.25205/2542-0429-2017-17-2-72-85
T. V. Sumskaya
{"title":"Methodical Approach of Analysis of Regional and Local Budgets: Content and Application on the Example of Novosibirsk Oblast","authors":"T. V. Sumskaya","doi":"10.25205/2542-0429-2017-17-2-72-85","DOIUrl":"https://doi.org/10.25205/2542-0429-2017-17-2-72-85","url":null,"abstract":"","PeriodicalId":344304,"journal":{"name":"Wem-water Engineering & Management","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128839442","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.25205/2542-0429-2017-17-3-62-84
V. M. Markova, V. Churashev
{"title":"Possibilities of Increase in Efficiency and Structure Optimization of Power Industry: «Big» and «Small» Generation Roles","authors":"V. M. Markova, V. Churashev","doi":"10.25205/2542-0429-2017-17-3-62-84","DOIUrl":"https://doi.org/10.25205/2542-0429-2017-17-3-62-84","url":null,"abstract":"","PeriodicalId":344304,"journal":{"name":"Wem-water Engineering & Management","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116764591","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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