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Purpose: In this paper, a practical framework is presented for the successful integration of buyers and contract organizations based on the Critical Incident Technique (CIT). Methodology: The initial pool of situations was developed inductively according to qualitative data provided by ten...
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An asymmetric multivariate generalization of the recently proposed class of normal mixture GARCH models is developed. Issues of parametrization and estimation are discussed. Conditions for covariance stationarity and the existence of the fourth moment are derived, and expressions for the dynamic...
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