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Poisson qmle of count time series models
Ahmad, Ali; Francq, Christian - Volkswirtschaftliche Fakultät, … - 2014
Regularity conditions are given for the consistency of the Poisson quasi-maximum likelihood estimator of the conditional mean parameter of a count time series. The asymptotic distribution of the estimator is studied when the parameter belongs to the interior of the parameter space and when it...
Persistent link: https://www.econbiz.de/10011111631
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A tale of three countries, dispersed ownership and greater risk taking levels by management: risk monitoring tools in bank regulation and supervision – developments since the colla...
Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2011
effective corporate governance systems are essential in facilitating high levels of monitoring, accountability and disclosure …
Persistent link: https://www.econbiz.de/10008805896
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International framework for liquidity risk measurement, standards and monitoring: corporate governance and internal controls
Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2010
successful implementation of the (two fold) topics of discussion of this paper, namely, monitoring and liquidity risk … measurements. The importance of successfully communicating results obtained from monitoring and measuring such risks, and the role …
Persistent link: https://www.econbiz.de/10008457200