This paper provides an account of a questionnaire-based study of small and medium-sized enterprises (SMEs) and their responses to the current requirements of environmental best practice. The study was based within South Yorkshire.We aim to explore the current relationship between SMEs and the...

Purpose – The purpose of this paper is to report on a full-scale testing of the role of marketing and its relevance in small and medium sized enterprises (SMEs). The objective is to present the results of a rigorous assessment of a new model of marketing in SMEs. Design/methodology/approach...

This paper presents a new model of the role and relevance of marketing in small- and medium-sized enterprises (SMEs). The model was developed to explain the apparent mismatch between the need for marketing activities to sustain and grow these companies in a competitive business environment (i.e....

Supported Employment Enterprises (SEEs) are a unique sector of small and medium-sized enterprises that provide meaningful, gainful employment, training and development opportunities for people with a disability. SEEs are run specifically to provide employment but are also commercial enterprises...

A structural break is viewed as a permanent change in the parameter vector of a model. Using taxonomies of all sources of forecast errors for both conditional mean and conditional variance processes, we consider the impacts of breaks and their relevance in forecasting models: (a) where the...

The calculation of interval forecasts for highly persistent autoregressive (AR) time series based on the bootstrap is considered. Three methods are considered for countering the small-sample bias of least-squares estimation for processes which have roots close to the unit circle: a bootstrap...

Quantile forecasts are central to risk management decisions because of the widespread use of Value-at-Risk. A quantile forecast is the product of two factors: the model used to forecast volatility, and the method of computing quantiles from the volatility forecasts. In this paper we calculate...

We compare a number of methods that have been proposed in the literature for obtaining h-step ahead minimum mean square error forecasts for SETAR models. These forecasts are compared to those from an AR model. The comparison of forecasting methods is made using Monte Carlo simulation. The Monte...

Quantile forecasts are central to risk management decisions because of the widespread use of Value-at-Risk. A quantile forecast is the product of two factors: the model used to forecast volatility, and the method of computing quantiles from the volatility forecasts. In this paper we calculate...