Showing 1 - 10 of 31
This paper explores the aggregation problem and illustrates its relevance using data for the Netherlands from the third …
Persistent link: https://www.econbiz.de/10005100516
In this paper, we consider temporal aggregation of volatility models. We introduce a semiparametric class of volatility … aggregation of IGARCH models and non-linear models such as EGARCH and Exponential SV in discrete and continuous time. Dans cet …
Persistent link: https://www.econbiz.de/10005100823
This paper studies the conditions for aggregation, portfolio separation and effective completeness of competitive … conversely. Fund separation implies effective completeness while aggregation does not. The implications of these properties for … nonmarketed wealth emerge from the analysis. Cet article étudie les conditions requises pour l'aggrégation, la séparation de …
Persistent link: https://www.econbiz.de/10005100865
Life cycle analysis is an environmental concept that is more and more applied in companies that take care of environment. It does not replace environmental laws, but it gives managers a mean to compare different alternatives (which can be goods, processes, services, etc.). Lately this concept...
Persistent link: https://www.econbiz.de/10005417555
This description, produced within the CIRANO research program on productivity, seeks to unearth the innovative economic …
Persistent link: https://www.econbiz.de/10005079402
This description, produced within the CIRANO research program on productivity, seeks to unearth the innovative economic …
Persistent link: https://www.econbiz.de/10005079420
the impact of training on productivity decrease dramatically with age, suggesting that incentives for firms to invest in …
Persistent link: https://www.econbiz.de/10009364567
After presenting the history, the evolution and the content of innovation surveys, we discuss the characteristics of the data they contain and the challenge they pose to the analyst and the econometrician. We document the two uses that have been made of these data: the construction of...
Persistent link: https://www.econbiz.de/10008552854
his description, produced within the CIRANO research program on productivity, seeks to unearth the innovative economic …
Persistent link: https://www.econbiz.de/10005100452
his description, produced within the CIRANO research program on productivity, seeks to unearth the innovative economic …
Persistent link: https://www.econbiz.de/10005100458