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interpretation and classification of these different shapes. Fourth, we find that the existence of some outliers in the one …
Persistent link: https://www.econbiz.de/10010750499
. Asymptotically, the quantile-based realised variance is immune to finite activity jumps and outliers in the price series, while in …
Persistent link: https://www.econbiz.de/10010570523
volatility over time. This study assesses the impact of structural changes and outliers on volatility persistence of three crude … volatility model. Secondly, we identify outliers using intervention analysis and conditional heteroscedasticity model. These … announcements on crude inventories. We show that outliers can bias the estimation of the persistence of the volatility. Taking into …
Persistent link: https://www.econbiz.de/10010558719
. Asymptotically, the quantile-based realised variance is immune to finite activity jumps and outliers in the price series, while in …
Persistent link: https://www.econbiz.de/10010898908
À partir de la thématique énergétique à Istanbul, ce mémoire apporte des éléments de réponse à la double interrogation suivante : comment les structures de gouvernance locale se sont-elles adaptées aux injonctions du développement urbain durable ? ; dans une métropole déjà...
Persistent link: https://www.econbiz.de/10009369212
Drawing together the concepts of inefficiency and banking crisis is directly inspired by business cycles theory where a crisis is the turning point from which the market/economy is recovering. If inefficiency plays a role in the occurrence of banking crisis, the post-crisis period should be the...
Persistent link: https://www.econbiz.de/10010750383
While the topic of gender equality turns out to be an important element in the preparation of Turkey to join the … toward filling this gap. We propose an estimate of the wage discrimination in Turkey relying on different decompositions of … the gender waga differential. The data set used is the 2003 Turkish Household Budget Survey. In Turkey, the observed …
Persistent link: https://www.econbiz.de/10010750920
executives based on the findings of a cross-country comparative study between Turkey and France. Prior to collecting the required … their career background and the glass ceiling syndrome with staff from 12 international companies in both France and Turkey …
Persistent link: https://www.econbiz.de/10010667517
interests in the neo-liberal institution-building process in Turkey and privatization cases as one of the main components of the … delayed in Turkey until 2000 while it had been adopted in 1984. Secondly, on the basis of the implementation of some …
Persistent link: https://www.econbiz.de/10009151313
executives based on the findings of a cross-country comparative study between Turkey and France. Prior to collecting the required … their career background and the glass ceiling syndrome with staff from 12 international companies in both France and Turkey …
Persistent link: https://www.econbiz.de/10010898901