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Moving in and out of financial distress : evidence for newly founded service sector firms
Kaiser, Ulrich - 2001
The determinants of transitions between different states of financial distress are analyzed using two versions of Markov chain models: a multinomial logit model without random effects and a multinomial logit model capturing such unobservable factors. The empirical analysis is based on a panel...
Persistent link: https://www.econbiz.de/10011445915
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A test of Fama's efficient capital market's II position in the Nigerian bourse
Idolor, Eseoghne Joseph; Braimah, Abdulganiyu - In: Indian journal of economics & business : IJEB 14 (2015) 3, pp. 375-398
Persistent link: https://www.econbiz.de/10011452889
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Discrete regional distributional dynamics revisited
Rey, Sergio J. - In: Revue d'économie régionale & urbaine : RERU (2015) 1/2, pp. 83-103
Persistent link: https://www.econbiz.de/10011457909
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Business cycle and Markov switching models with distributed lags : a comparison between US and euro area
Billio, Monica; Cavicchioli, Maddalena - In: Rivista italiana degli economisti : the journal of the … 19 (2014) 2, pp. 253-276
Persistent link: https://www.econbiz.de/10010407958
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The xpected time to cross a threshold and its determinants : A simple and flexible framework
Zsurkis, Gabriel; Nicolau, João; Rodrigues, Paulo M. M. - In: Journal of economic dynamics & control 122 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012666214
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Inference for income mobility measures in the presence of spatial dependence
Kang, Wei; Rey, Sergio J. - In: International regional science review : IRSR ; an … 43 (2020) 1/2, pp. 10-39
Persistent link: https://www.econbiz.de/10012183876
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Security prices as Markov Processes : some evidence on the random character of stock prices in the Nigerian Bourse
Idolor, Eseoghene Joseph; Okoro, O.; Abdul, G. B. - In: Accounting and taxation review : A&TR 2 (2018) 2, pp. 143-156
Persistent link: https://www.econbiz.de/10012203527
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Bounding average treatment effects : a linear programming approach
Demuynck, Thomas - In: Economics letters 137 (2015), pp. 75-77
Persistent link: https://www.econbiz.de/10011436238
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CVaR regression based on the relation between CVaR and mixed-quantile quadrangles
Golodnikov, Alex; Kuzmenko, Viktor; Uryasev, Stan - In: Journal of risk and financial management : JRFM 12 (2019) 3/107, pp. 1-22
A popular risk measure, conditional value-at-risk (CVaR), is called expected shortfall (ES) in financial applications. The research presented involved developing algorithms for the implementation of linear regression for estimating CVaR as a function of some factors. Such regression is called...
Persistent link: https://www.econbiz.de/10012025262