An integral component of planning investment in forestry is the need for financial information about the likely cash flows associated with the establishment, management and final harvest of a plantation. Financial models provide a useful framework for the assessment of financial performance of...

Vienas iš darbo tikslų yra sudaryti modelius, pagal kuriuos būtų galima prognozuoti Sodros pajamas pagal išlaidas, atskirų pensijų grupių išlaidas pagal jų skaičių, motinystės/tėvystės išmokas pagal apdraustųjų skaičių bei Sodros pajamas pagal šiuos kintamuosius: draudėjų...

The extent to which service quality is linked to satisfaction, value and behavioural outcomes continues to be debated in the literature. This research investigated two models involving the linkages between service quality, satisfaction, perceived value, repurchase intention and willingness to...

This paper makes a detailed comparison of two major financial services in Singapore: life insurance and stockbrokerage. Relationships of perceptions and expectations of service quality, mean service adequacy (MSA) and mean service superiority (MSS) with service satisfaction and loyalty are...

Stochastic di®erential equations (SDEs) are　central to much of modern finance theory and have been widely used to model the behaviour of key variables such as the　instantaneous short-term interest rate, asset prices, asset returns and their volatility.　The explanatory and/or predictive...

describes the use of the Gallant-Tauchen efficient method of moments (EMM) technique for diagnostic checking of stochastic differential equations (SDEs) estimated from financial market data. The EMM technique is a simulation-based method that uses the score function of an auxiliary model as the...

Maximum-likelihood estimates of the parameters of stochastic differential equations are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed-form expression for the transitional probability density function of the process is not available. As a result, a...