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Making Sense of Environmental Complexity in a Reform Context: The Case of Megaproject Alpha
Project Management Mega Projects Narratives of Change Intervention Public-Private Collaboration Change Dynamics
2013/2/20
In this paper, new concepts on environmental complexity and sense making are developed and explored and analysed. The article based on a case study regarding a public-private collaboration in a Dutch ...
Bayesian Cointegrated Vector Autoregression models incorporating Alpha-stable noise for inter-day price movements via Approximate Bayesian Computation
Cointegrated Vector Autoregression -stable Approximate Bayesian Computation
2010/10/21
We consider a statistical model for pairs of traded assets, based on a Cointegrated Vector Auto Regression (CVAR) Model. We extend standard CVAR models to incorporate estimation of model parameters in...