Showing 1 - 10 of 134
In the context of the current financial crisis, when more companies are facing bankruptcy or insolvency, the paper aims to find methods to identify distressed firms by using financial ratios. The study will focus on identifying a group of Romanian listed companies, for which financial data for...
Persistent link: https://www.econbiz.de/10008790585
Estimation methods of bivariate fractional cointegration models are numerous. In most cases they have non …-equivalent asymptotic and finite sample properties, implying diffculties in determining an optimal estimation strategy. In this paper, we …
Persistent link: https://www.econbiz.de/10010933833
This article focuses on the monitoring of a supply chain dedicated to the mass production of strongly diversified products. In particular we are interested in the part of this chain that contributes to the production of a set of alternative modules assembled on a work station of one or several...
Persistent link: https://www.econbiz.de/10010899826
Increasing concerns about environmental and social impacts have made multicriteria analysis (MCA) increasingly popular in decision making processes. The present paper proposes a new methodology which allows taking into account multicriteria aspects, stakeholder's preferences and long time...
Persistent link: https://www.econbiz.de/10010821438
through a randomization of the parameter of interest combined with non parametric estimation techniques. This paper studies …
Persistent link: https://www.econbiz.de/10008790983
This paper focuses on uncertainties in traffic forecasting. Three major sources of uncertainties are observed for freight demand models. The first one is the model specification itself. We are not interested by it. The second one concerns uncertainties over forecasting hypotheses. A mean to...
Persistent link: https://www.econbiz.de/10008792030
In this paper, a study of a stochastic volatility model for asset pricing is described. Originally presented by J. Da Fonseca, M. Grasselli and C. Tebaldi, the Wishart volatility model identifies the volatility of the asset as the trace of a Wishart process. Contrary to a classic multifactor...
Persistent link: https://www.econbiz.de/10008793719
choice is made by simple majority of the actions chosen by each member. For this model, we axiomatize satisfaction and power …
Persistent link: https://www.econbiz.de/10010605319
school failure. The same type of dynamic equation can be used in a sequence to predict education, satisfaction with school …, and a host of risky behavior. We test these assumptions with a unique panel data set on American adolescents attending …
Persistent link: https://www.econbiz.de/10010750957
opinion leaders. We introduced a power and a satisfaction score and studied some common properties. In this paper we …
Persistent link: https://www.econbiz.de/10010898344