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Potential PCA interpretation problems for volatility smile dynamics
Reiswich, Dimitri; Tompkins, Robert - 2009
Principal Component Analysis (PCA) is a common procedure for the analysis of financial market data, such as implied volatility smiles or interest rate curves. Recently, Pelsser and Lord [11] raised the question whether PCA results may not be 'facts but artefacts'. We extend this line of research...
Persistent link: https://www.econbiz.de/10010301713
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Algunas consideraciones sobre la estructura temporal de tasas de interés del gobierno en México
García-Verdú, Santiago - 2011
This paper, first, reviews briefly the literature on the term structure of interest rates, citing some of the most important studies done on the topic for the Mexican case in the last years. In addition, the development of the government debt market is described. Second, evidence against the...
Persistent link: https://www.econbiz.de/10010322548
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Funktionale Klassifizierung von Kleinstädten in Deutschland: Ein methodischer Vergleich
Gareis, Philipp; Milbert, Antonia - In: Raumforschung und Raumordnung / Spatial Research and … 78 (2020) 6, pp. 537-557
. Bezugspunkte sind dabei das klassische Verfahren der Hauptkomponentenanalyse sowie als Alternativmethode die geographisch … gewichtete Hauptkomponentenanalyse. Im methodischen Vergleich zeigt sich, dass die Alternative - auch aufgrund des hohen … Literatur vorzufindende Vorgehensweise aus Hauptkomponentenanalyse, Clusteranalyse und Diskriminanzanalyse gut abgrenzbare und …
Persistent link: https://www.econbiz.de/10012485626
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Effects of Financial Market Imperfections on Indian Firms' Exporting Behavior
Ito, Hiro; Terada-Hagiwara, Akiko - 2011
Using data from more than 6,000 manufacturing firms in India for 1996–2008, we investigate the impact of financial … India still does not allow the financial system to meet the stronger demand for funds by firms, especially small ones …
Persistent link: https://www.econbiz.de/10010507316
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The Cost Competitiveness of Manufacturing in China and India: An Industry and Regional Perspective
van Ark, Bart - 2008
manufacturing sector of China and India. We first provide a comparison between India and China using a broad international … perspective. We find that China has increased its labor productivity to a level above that of India, but due to a somewhat higher … compensation level, China is still somewhat at a disadvantage in terms of unit labor cost in manufacturing relative to India. In …
Persistent link: https://www.econbiz.de/10011807634
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Identifying High Growth Firms in India: An Alternative Approach
Aggarwal, Aradhna; Sato, Takahiro - 2015
Over the past two decades, considerable interest has grown in high growth firms (HGFs). However, the concept of HGFs still remains controversial. One of the most controversial issues is size and age of these firms. The present study argues that the current literature on HGFs may offer little...
Persistent link: https://www.econbiz.de/10012142447
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Under-Five Child Growth and Nutrition Status: Spatial Clustering of Indian Districts
Striessnig, Erich; Bora, Jayanta Kumar - 2019
strong geographical clustering among the districts of India. Throughout most of Southern India, children are provided with … rural parts of India. Looking at average weight, as well as the proportion of children that suffer from underweight and …, stunting and wasting and contribute to formulating policies to improve child nutrition in India. …
Persistent link: https://www.econbiz.de/10012140869
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A Generalization of the Calendar Time Portfolio Approach and the Performance of Private Investors
Hoechle, Daniel; Zimmermann, Heinz - 2007
We present a regression-based generalization of the calendar time portfolio approach which allowsfor the inclusion of continuous and multivariate investor or firm characteristics in the analysis. Ourmethod is simple to apply and it ensures that the statistical results are heteroscedasticity...
Persistent link: https://www.econbiz.de/10011390620
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The Degradation of Distorted Performance Measures
Sloof, Randolph; van Praag, Mirjam - 2008
Baker (2002) has demonstrated theoretically that the quality of performance measures used in compensation contracts hinges on two characteristics: noise and distortion. These criteria, though, will only be useful in practice as long as the noise and distortion of a performance measure can be...
Persistent link: https://www.econbiz.de/10010325988
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Performance measurement and incentive plans
Kauhanen, Antti; Napari, Sami - 2010
This paper explores performance measurement in incentive plans. Based on theory, we argue that differences in the nature of jobs between blue- and white-collar employees lead to differences in incentive systems. We find that performance measurement for white-collar workers is broader in terms of...
Persistent link: https://www.econbiz.de/10010273025