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The asymmetric moving average model (asMA) is extended to allow forasymmetric quadratic conditional heteroskedasticity (asQGARCH). Theasymmetric parametrization of the conditional variance encompassesthe quadratic GARCH model of Sentana (1995). We introduce a framework fortesting asymmetries in...
Persistent link: https://www.econbiz.de/10011303289
The paper is concerned with ranking academic journal quality and research impact in Finance, based on the widely … journals in the ISI category of "Business - Finance" using quantifiable Research Assessment Measures (RAMs). The analysis … the 89 ISI journals in Finance makes it clear that there are three leading journals in Finance, namely Journal of Finance …
Persistent link: https://www.econbiz.de/10010357909
This paper provides a brief review of the connecting literature in management science, economics and finance, and …
Persistent link: https://www.econbiz.de/10011479822
Whether fiscal policy is sustainable depends on a government's future revenue and expenditure streams, both of which are highly uncertain. In commodity-rich countries, this problem is intensified by unpredictable and volatile commodity prices. We show how spending rules for oil income and...
Persistent link: https://www.econbiz.de/10011386438
This paper provides a review of some connecting literature in Decision Sciences, Economics, Finance, Business …
Persistent link: https://www.econbiz.de/10011807780
The paper provides a review of the literature that connects Big Data, Computational Science, Economics, Finance …
Persistent link: https://www.econbiz.de/10011794391
This paper discusses the implications of autonomous-connected-electric-shared vehicles (ACES) for public finance, which … depends on the implementation of tailored public finance policies. In particular, the introduction of road tolls in line with …-dependencies, and the risk of lock-in effects in sub-optimal public finance regimes, further research and near-term policy action …
Persistent link: https://www.econbiz.de/10011960407
information contained in the well known RAMs for both the Sciences and Social Sciences, as well as in Finance and Accounting. … analyse the leading 500 journals in both the Sciences and Social Sciences, as well as 58 leading journals in Finance and … Accounting, using quantifiable Research Assessment Measures (RAMs) that are based on alternative transformations of citations. It …
Persistent link: https://www.econbiz.de/10010464786