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Kulik, Long-Memory Processes, Springer Berlin Heidelberg, Berlin, Heidelberg, 2013."},"language":[{"iso":"eng"}],"_id":"4628","publisher":"Springer Berlin Heidelberg","user_id":"10075","doi":"10.1007/978-3-642-35512-7","publication_identifier":{"isbn":["9783642355110","9783642355127"]},"author":[{"last_name":"Beran","first_name":"Jan","full_name":"Beran, Jan"},{"full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua","id":"20760"},{"full_name":"Ghosh, Sucharita","first_name":"Sucharita","last_name":"Ghosh"},{"full_name":"Kulik, Rafal","last_name":"Kulik","first_name":"Rafal"}],"title":"Long-Memory Processes","status":"public","year":"2013","publication_status":"published","date_updated":"2022-01-06T07:01:15Z"},{"user_id":"10075","_id":"4657","language":[{"iso":"eng"}],"date_updated":"2022-01-06T07:01:16Z","title":"A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets","status":"public","year":"2013","author":[{"last_name":"Feng","first_name":"Yuanhua","full_name":"Feng, Yuanhua","id":"20760"},{"first_name":"Lixin","last_name":"Sun","full_name":"Sun, Lixin"}],"type":"working_paper","department":[{"_id":"206"},{"_id":"475"}],"date_created":"2018-10-11T11:18:10Z","citation":{"short":"Y. Feng, L. Sun, A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets, 2013.","chicago":"Feng, Yuanhua, and Lixin Sun. <i>A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets</i>, 2013.","apa":"Feng, Y., &#38; Sun, L. (2013). <i>A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets</i>.","ieee":"Y. Feng and L. Sun, <i>A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets</i>. 2013.","ama":"Feng Y, Sun L. <i>A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets</i>.; 2013.","bibtex":"@book{Feng_Sun_2013, title={A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets}, author={Feng, Yuanhua and Sun, Lixin}, year={2013} }","mla":"Feng, Yuanhua, and Lixin Sun. <i>A Semi-APARCH Approach for Comparing Long-Term and Short-Term Risk in Chinese Financial Market and in Mature Financial Markets</i>. 2013."}},{"date_created":"2018-10-11T11:19:17Z","type":"working_paper","department":[{"_id":"206"},{"_id":"475"}],"citation":{"mla":"Feng, Yuanhua. <i>Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects</i>. 2013.","ama":"Feng Y. <i>Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects</i>.; 2013.","bibtex":"@book{Feng_2013, title={Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects}, author={Feng, Yuanhua}, year={2013} }","apa":"Feng, Y. (2013). <i>Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects</i>.","ieee":"Y. Feng, <i>Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects</i>. 2013.","short":"Y. Feng, Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects, 2013.","chicago":"Feng, Yuanhua. <i>Double-Conditional Smoothing of High-Frequency Volatility Surface in a Spatial Multiplicative Component GARCH with Random Effects</i>, 2013."},"language":[{"iso":"eng"}],"_id":"4658","user_id":"10075","title":"Double-conditional smoothing of high-frequency volatility surface in a spatial multiplicative component GARCH with random effects","year":"2013","status":"public","author":[{"full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua","id":"20760"}],"date_updated":"2022-01-06T07:01:17Z"},{"abstract":[{"lang":"eng","text":"Suppose some individuals are allowed to engage in different groups at the same time and they generate a certain welfare by cooperation. Finding appropriate ways for distributing this welfare is a non-trivial issue. The purpose of this work is to analyze two-stage allocation procedures where first each group receives a share of the welfare which is then, subsequently, distributed among the corresponding members. To study these procedures in a structured way, cooperative games and network games are combined in a general framework by using mathematical hypergraphs. Moreover, several convincing requirements on allocation procedures are discussed and formalized. Thereby it will be shown, for example, that the Position Value and iteratively applying the Myerson Value can be characterized by similar axiomatizations."}],"project":[{"_id":"1","name":"SFB 901"},{"name":"SFB 901 - Subprojekt A3","_id":"7"},{"_id":"2","name":"SFB 901 - Project Area A"}],"file_date_updated":"2018-03-16T11:16:59Z","citation":{"chicago":"Röhl, Nils. <i>Two-Stage Allocation Procedures</i>. Universität Paderborn, 2013.","short":"N. Röhl, Two-Stage Allocation Procedures, Universität Paderborn, 2013.","apa":"Röhl, N. (2013). <i>Two-Stage Allocation Procedures</i>. Universität Paderborn.","ieee":"N. Röhl, <i>Two-Stage Allocation Procedures</i>. Universität Paderborn, 2013.","ama":"Röhl N. <i>Two-Stage Allocation Procedures</i>. Universität Paderborn; 2013.","bibtex":"@book{Röhl_2013, title={Two-Stage Allocation Procedures}, publisher={Universität Paderborn}, author={Röhl, Nils}, year={2013} }","mla":"Röhl, Nils. <i>Two-Stage Allocation Procedures</i>. Universität Paderborn, 2013."},"type":"report","department":[{"_id":"205"}],"file":[{"creator":"florida","date_created":"2018-03-16T11:16:59Z","file_name":"474-WP73.pdf","file_size":424301,"access_level":"closed","relation":"main_file","date_updated":"2018-03-16T11:16:59Z","file_id":"1329","content_type":"application/pdf","success":1}],"date_created":"2017-10-17T12:42:24Z","date_updated":"2022-01-06T07:01:20Z","has_accepted_license":"1","year":"2013","title":"Two-Stage Allocation Procedures","status":"public","author":[{"full_name":"Röhl, Nils","last_name":"Röhl","first_name":"Nils"}],"user_id":"477","ddc":["040"],"publisher":"Universität Paderborn","_id":"474","language":[{"iso":"eng"}]},{"author":[{"full_name":"Frick, Bernd","first_name":"Bernd","last_name":"Frick"},{"full_name":"Simmons, Robert","first_name":"Robert","last_name":"Simmons"}],"year":"2013","title":"The Impact of Individual and Collective Reputation on Wine Prices: Empirical Evidence from the Mosel Valley","intvolume":"        83","date_updated":"2022-01-06T07:01:24Z","language":[{"iso":"eng"}],"doi":"10.1007/s11573-013-0652-x","publication":"Journal of Business Economics","issue":"2","abstract":[{"text":"Although of considerable practical importance, the separate impact of individual and collective reputation on firm performance (e.g. product prices) has not yet been convincingly demonstrated. We use a sample of some 70 different wineries offering more than 1,300 different Riesling wines from the Mosel valley to isolate the returns to individual reputation (measured by expert ratings in a highly respected wine guide) from the returns to collective reputation (measured by membership in two different professional associations where members are assumed to monitor each other very closely). We find that both effects are statistically significant and economically relevant with the latter being more important in quantitative terms than the former.","lang":"eng"}],"date_created":"2017-10-17T12:42:25Z","file":[{"date_updated":"2018-03-15T14:02:36Z","relation":"main_file","access_level":"closed","file_size":371437,"file_name":"480-Frick.pdf","success":1,"content_type":"application/pdf","file_id":"1322","creator":"florida","date_created":"2018-03-15T14:02:36Z"}],"department":[{"_id":"183"}],"type":"journal_article","status":"public","has_accepted_license":"1","publisher":"Springer","_id":"480","page":"101-119","volume":83,"ddc":["040"],"user_id":"477","citation":{"mla":"Frick, Bernd, and Robert Simmons. “The Impact of Individual and Collective Reputation on Wine Prices: Empirical Evidence from the Mosel Valley.” <i>Journal of Business Economics</i>, vol. 83, no. 2, Springer, 2013, pp. 101–19, doi:<a href=\"https://doi.org/10.1007/s11573-013-0652-x\">10.1007/s11573-013-0652-x</a>.","apa":"Frick, B., &#38; Simmons, R. 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The Impact of Individual and Collective Reputation on Wine Prices: Empirical Evidence from the Mosel Valley. <i>Journal of Business Economics</i>. 2013;83(2):101-119. doi:<a href=\"https://doi.org/10.1007/s11573-013-0652-x\">10.1007/s11573-013-0652-x</a>","short":"B. Frick, R. 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