Showing 1 - 10 of 1,238
Persistent link: https://www.econbiz.de/10001100121
sur panel dynamique en utilisant la méthode des moments généralisée (GMM), que la structure du capital n’a aucune … industrial firms are taken over the period 1999-2006, as a dynamic panel study by using the generalized method of moments (GMM …
Persistent link: https://www.econbiz.de/10010312009
’une étude sur panel dynamique en utilisant la méthode des moments généralisée (GMM), qu’il y a une hétérogénéité des … of moments (GMM), we show that there exists heterogeneity of behavior between sectors regarding the impact of capital …
Persistent link: https://www.econbiz.de/10010312018
’Agro-alimentaires, observées sur la période entre 1999 et 2006. Nous montrons, en utilisant la méthode des moments généralisée (GMM), que l … the generalized method of moments (GMM), that debt affects negatively on the profitability, but this effect is negligible …
Persistent link: https://www.econbiz.de/10010312038
, by using the generalized method of moments (GMM), that the debt affects negatively the profitability, not only linearly …
Persistent link: https://www.econbiz.de/10010312039
Persistent link: https://www.econbiz.de/10012416488
Persistent link: https://www.econbiz.de/10012024538
Persistent link: https://www.econbiz.de/10012164806
In this paper, we introduce a new approach for volatility modeling in discrete and continuous time. We follow the stochastic volatility literature by assuming that the variance is a function of a state variable. However, instead of assuming that the loading function is ad hoc (e.g., exponential...
Persistent link: https://www.econbiz.de/10005100570