The paper analyses the nature of the achievement possibility frontier between research and teaching quality in higher education under a system of quality evaluation by reference to discrete quality grades. It finds several important reasons why the associated feasible set is likely to be...

This paper considers the moment structure of the ARMA(r,s)-EGARCH(p,q) model. In particular, we provide the autocorrelation function and any arbitrary moment of the conditional variance/squared errors. In addition, we derive the cross correlations between the process and the conditional...