Sentence examples for stylized facts from inspiring English sources

These results are consistent with empirical stylized facts.

The paper reviews the literature, provides stylized facts from German market data, and suggests policy options.

We establish a number of stylized facts on the importance of proposals.

Using 500 hand-collected cryptocurrency P&Ds, we document several stylized facts.

The study considers stylized facts of the series describing electricity prices, which are especially relevant for accurate risk pricing.

First we verify that our model is able to reproduce some of the stylized facts in real financial markets.

The model has a generalized semi-Markov structure designed to accommodate many of the stylized facts of credit rating migrations.

We will begin with an overview of some stylized facts about firms and markets in developing countries.

We present new stylized facts that suggest that the offshore clusters of multinationals are not a simple reflection of domestic industrial clusters.

A new class of flexible threshold normal mixture GARCH models is proposed for the analysis and modelling of the stylized facts appeared in many financial time series.

We then provide evidence that the model is able to mimic most stylized facts observed on financial markets (tail decay, volatility clustering and autocorrelation patterns) quite closely.