Some researchers, for example, Koop [1], and Sims [2], have advocated for Bayesian alternatives to unit-root testing over the classical approach using the augmented Dickey-Fuller test (ADF). This paper studies the power of what Koop [1] has called the Objectiveʺ Bayesian approach to unit-root...

We study optimal hedging design for returns on an Italian equity mutual fund index since 2008. Alternative hedging instruments include one-month futures contracts for FTSE-MIB, FTSE100 and Xetra DAX. We use bivariate models of our Italian equity mutual fund index and each hedging instrument to...

This paper presents a study of Artificial Neural Network (ANN) and Bayesian Network (BN) for use in stock index prediction. The data from Nigerian Stock Exchange (NSE) market are applied as a case study. Based on the rescaled range analysis, the neural network was used to capture the...

This paper introduces a new parametric measure of productivity change using the hyperbolic distance function. More specifically, the paper first estimates a stochastic translog hyperbolic distance function, which satisfies regularity conditions, using the Bayesian approach. Then it derives an...

In this paper the importance of word of mouth for marketing management in the twenty-first century will be discussed. After a short introduction, there will be a focus on the demarcations and problems of traditional marketing. Then, in the third section, word of mouth (WOM) and word-of-mouth...

Doctoral dissertations provide a relevant contribution in a field. The general purpose of the dissertation research is to demonstrate research competence and to add something of value to the body of knowledge. This study provides an overview of marketing research in Spain through doctoral...

In recent years researchers have shown a growing interest in vertical interorganisational relations, above all in the Supply Chain. The absence of previous reviews of the literature on this topic, which would allow us to establish the key issues in Supply Chain Management, led us to analyse the...

The health service quality has been discussed in several organizations committed with the development of the programs and actions capable to attend the expectations of their patients. The aim of this work is to analyze the relationship among the variables quality, satisfaction, image, trust and...