Showing 1 - 10 of 208
Persistent link: https://www.econbiz.de/10000996959
Persistent link: https://www.econbiz.de/10001679725
Persistent link: https://www.econbiz.de/10013424462
-based firms in Germany and the UK, this paper applies logistic regressions and analyses empirically the probabilities of changing …. The estimation results confirm the importance of the firm’s physical and intangible resources as well as the influence of …
Persistent link: https://www.econbiz.de/10003225295
Persistent link: https://www.econbiz.de/10001460859
Persistent link: https://www.econbiz.de/10012699615
Persistent link: https://www.econbiz.de/10003391604
ARCH modelling framework of Engle (1982) and its GARCH generalization of Bollerslev (1986) gave a huge impetus to econometric model building in the field of financial time series with time-varying variance. The main idea of the models was to describe the most typical features of capital markets...
Persistent link: https://www.econbiz.de/10010270556