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Titlebook: New Perspectives on Intergovernmental Relations; Crisis and Reform Sabine Kuhlmann,Martin Laffin,Tomas Bergstr?m Book‘‘‘‘‘‘‘‘ 2024 The Edit

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發(fā)表于 2025-3-23 11:49:14 | 只看該作者
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發(fā)表于 2025-3-23 16:54:19 | 只看該作者
Building Digital Capacity in the Face of Crisis: Exploring the Impact of Municipal Amalgamations inggest that a municipal amalgamation can indeed serve as a valuable means to enhance local digital capacity, but sustained intergovernmental support remains essential. While various types of intergovernmental relations are feasible, respondents express a preference for a more centralized approach ove
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發(fā)表于 2025-3-23 20:31:28 | 只看該作者
Conclusions: Intergovernmental Relations: Merits and Limits of the Policy-Focused Approach,oral instability and uncertainty compared to the pre-existing status quo” (see?Wojtowicz, in this volume; Sahin-Mencutek et al., 2022). Crises are challenging. But are they necessarily catalysts for change? Especially in the realm of historically grounded IGR? After all, changes do not occur all at
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發(fā)表于 2025-3-24 02:05:07 | 只看該作者
2523-8248 It also examines the relationship between recent crises and the sub-national resurgence of territorial politics in many European countries. The book will appeal to those with interests in public administration, sub-national governance and European politics..978-3-031-61792-8978-3-031-61790-4Series ISSN 2523-8248 Series E-ISSN 2523-8256
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發(fā)表于 2025-3-24 04:05:31 | 只看該作者
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發(fā)表于 2025-3-24 07:09:46 | 只看該作者
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發(fā)表于 2025-3-24 11:09:21 | 只看該作者
Martin Laffin,Ellen Wayenberg,Sabine Kuhlmann,Tomas Bergstr?mreturn error distribution and a realized volatility measurement equation. The concept of realized volatility, a newly established estimator of volatility using intraday returns data, is introduced, and a comprehensive description of the resulting realized stochastic volatility model is provided. The
18#
發(fā)表于 2025-3-24 15:39:55 | 只看該作者
Martin Laffin,Patrick Diamonds to make volatility dependent on the variability of past observations. An alternative formulation initiated by Taylor (1986) makes volatility be driven by unobserved components, and has come to be known as the stochastic volatility (SV) model. As for the ARCH models, SV models have also been intens
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發(fā)表于 2025-3-24 19:22:09 | 只看該作者
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發(fā)表于 2025-3-24 23:30:13 | 只看該作者
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