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We present a new method of estimating the asset stochastic volatility and return. In doing so, we overcome some of the limitations of the existing random walk models, such as the GARCH/ARCH models.
Persistent link: https://www.econbiz.de/10008623472
-variance framework. We find that an increase in expected output price will surely cause the risk averse firm to increase the inputs …’ demand, while an increase in expected energy price will surely cause the risk averse firm to decrease the demand for energy … risk averse firm to decrease the demands for the non-risky inputs. Furthermore, we investigate the two cases with only …
Persistent link: https://www.econbiz.de/10011259317
This paper presents an index of institutionalized social technologies covering its two main dimensions namely Risk …
Persistent link: https://www.econbiz.de/10008476377
namely Risk reducing technologies and Anti Rent seeking technologies and in turn covers several social, institutional …
Persistent link: https://www.econbiz.de/10008567670
index of institutionalized social technologies and its sub indices namely Risk reducing technologies and Anti rent seeking …
Persistent link: https://www.econbiz.de/10008567678