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The roots of the 2008 financial crisis are often traced back to the collapse of the housing bubble. The factors that precipitated the crisis, and propagated its effects on firms and consumers to produce an economic contraction, are still the subject of ongoing debate among academics, policy...
Persistent link: https://www.econbiz.de/10009450957
an insured loss in excess of AUD5 mil. and/or total loss in excess of AUD100 mil. Autoregressive moving average (ARMA …
Persistent link: https://www.econbiz.de/10009437448
Extracting the principles associated with complexity theory and swarm intelligence has offered practical solutions for routing and scheduling. Reality mining and its link with social networking relationships may yield pragmatic ideas applicable to many fields including business services and...
Persistent link: https://www.econbiz.de/10009433074
spot market. We test both hypotheses simultaneously with daily data from Mexico in the context of a modified EGARCH model …
Persistent link: https://www.econbiz.de/10009448857
. Thesewere based on Nelson's (1991) Exponential GARCH (EGARCH) models. In order toaccount for the risk taken by investors in the …
Persistent link: https://www.econbiz.de/10009456057
implementación de un conjunto de modelos EGARCH. En conclusión, encontramos que dos de los índices de incertidumbre temáticos (uno …
Persistent link: https://www.econbiz.de/10013342622
Prediction of stock prices is an issue of interest to financial markets. Many prediction techniques have been reported in stock forecasting. Neural networks are viewed as one of the more suitable techniques. In this study, an experiment on the forecasting of the Stock Exchange of Thailand (SET)...
Persistent link: https://www.econbiz.de/10009440856
This study examines performance measurement in on-line securities companies in the Australian marketplace. Marketing managers of seven on-line stock brokerage companies in Australian capital cities were interviewed and their on-line strategies and approaches were systematically reviewed and...
Persistent link: https://www.econbiz.de/10009441650
This paper examines the institutional arrangements that develop when the risks of opportunism and other contributors to transaction costs are high but transactions are nevertheless necessary for economic efficiency. Williamson's argument that high levels of transaction costs lead firms to choose...
Persistent link: https://www.econbiz.de/10009447860
EGARCH model.New information on stock prices originated in the U.S. market was more transmitted tothe Korean market for all …
Persistent link: https://www.econbiz.de/10009464907