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time series using copulas, bridging the gap between theory and applications, which are the focus of risk managers. Design …
Persistent link: https://www.econbiz.de/10014785326
Zusammenfassung Die gebräuchlichen Methoden zur Verdeutlichung der konjunkturellen Aussage einer Zeitreihe liefern an ihrem aktuellen Rand nur ein relativ ungenaues Bild. Darum wird hier als ein alternatives Verfahren vorgeschlagen, das Signale einer sich anbahnenden konjunkturellen Wende in...
Persistent link: https://www.econbiz.de/10014608683
Zusammenfassung Es wird ein Tiefpaßfilter vorgestellt, der speziell dafür entworfen wurde, die konjunkturelle Entwicklung am aktuellen Rand einer Zeitreihe nachzuvollziehen. Anhand von Transferfunktionen, praktischen Anwendungen und stochastischen Simulationen werden seine Eigenschaften mit...
Persistent link: https://www.econbiz.de/10014608701
Zusammenfassung In der vorliegenden Arbeit wird die Leistungsfähigkeit zweier Verfahren zur Verdeutlichung der konjunkturellen Entwicklung einer wirtschaftlichen Zeitreihe am aktuellen Rand verglichen. Es handelt sich dabei um einen neu entwickelten Tiefpassfilter und das...
Persistent link: https://www.econbiz.de/10014608823
Summary The Baxter-King filter shows some weaknesses, particularly with regard to monthly time series. This procedure involves not only a loss of data for the border areas of time series, but suppresses inadequately high frequency components and shows as a low-pass filter only the performance of...
Persistent link: https://www.econbiz.de/10014609053
Purpose – The purpose of this paper is to assess the losses of weather‐related insurance at different regional levels. The possibility of spatial diversification of insurance is explored by estimating the joint occurrence on unfavorable weather conditions in different locations, looking...
Persistent link: https://www.econbiz.de/10014667102
Purpose – When assessing the psychometric properties of measures and estimate relations among latent variables, many studies in the social sciences (including management and marketing) often fail to comprehensively appraise the directionality of indicants. Such failures can lead to model...
Persistent link: https://www.econbiz.de/10014674722
Purpose – The premise on which the stakeholder approach toward employees is based is that stakeholder management actions bring a strengthening of internal legitimacy and therefore the possibility of creating better working conditions that will lead to improved company competitiveness in terms...
Persistent link: https://www.econbiz.de/10014695016
The objective of this study is to rank some factors as handicaps that create diversity and incertitude in international financial analysis. It is an important subject when discussing the adoption of International Accounting Standards as one unique set of standards in capital markets around the...
Persistent link: https://www.econbiz.de/10014713123
Purpose – The purpose of this paper is to provide an overview of predictive analytics, summarize how it is impacting knowledge creation in marketing, and suggest future developments in marketing and predictive analytics for both organizations and researchers. Design/methodology/approach –...
Persistent link: https://www.econbiz.de/10014713257