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Forecasting volatility under fractality, regime-switching, long memory and student-t innovations
Lux, Thomas; Morales-Arias, Leonardo - 2009
-t). Second, we perform a comprehensive panel forecasting analysis of the MSM models as well as other competing volatility models … (GMM) estimation are both suitable for MSM-t models, (ii) empirical panel forecasts of MSM-t models show an improvement …
Persistent link: https://www.econbiz.de/10010265243
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The positive economics of corporatism and corporate governance
Fehn, Rainer; Meier, Carsten-Patrick - 2000
This paper presents a positive model which shows that institutional setups on capital and labor markets might be intertwined by politicoeconomic forces. Two politicoeconomic equilibria arise from our model, one with little protection of insiders on capital and labor markets, and another one with...
Persistent link: https://www.econbiz.de/10010265445
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The positive economics of labor market rigidities and investor protection
Fehn, Rainer; Meier, Carsten-Patrick - In: Kyklos : international review for social sciences 54 (2001) 4, pp. 557-590
Persistent link: https://www.econbiz.de/10001625750