Nigar Hashimzade

Matthew D Rablen1
Frank Page1
1Gareth D Myles
1Matthew D Rablen
1Frank Page
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This paper reviews the di¤erences between the so-called type I and type II models of fractional Brownian motion, corresponding to the cases in which pre-sample shocks are either included in the lag structure, or suppressed. It is noted that there can be substantial di¤er-ences between the distributions of these two processes, and of functionals derived from(More)
The paper analyses the emergence of group-specific attitudes and beliefs about tax compliance when individuals interact in a social network. It develops a model in which taxpayers possess a range of individual characteristics — including attitude to risk, potential for success in self-employment, and the weight attached to the social custom for honesty —(More)
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