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Federally collected tax tevenue and economic growth of Nigeria : a time series analysis
Charles, U. J.; Ekwe, M. C.; Azubike, J. U. B. - In: Accounting and taxation review : A&TR 2 (2018) 1, pp. 24-38
Persistent link: https://www.econbiz.de/10012202708
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Forecasting fiscal revenues in a transition country : the case of Croatia
Botrić, Valerija; Vizek, Maruška - In: Zagreb international review of economics & business 15 (2012) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10010236572
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The Relationship between Corruption and Government Revenues : A Time Series Analysis of the Turkish Case, 1980-2005
Beskaya, Ahmet - 2016
Corruption defined as the misuse of public power for personal gains is a forefront issue around the world, especially in developing countries. This paper mainly assumes that corruption has negative effects on government revenues both in the short-run and the long-run. In order to test this...
Persistent link: https://www.econbiz.de/10013009227
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Role of tax towards government revenue of Nepal
Ghimire, Pravesh - In: International journal of business and economics … 8 (2019) 3, pp. 85-96
Persistent link: https://www.econbiz.de/10012233330
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Fare revenue forecast in public transport : a comparative case study
Krembsler, Jonas; Spiegelberg, Sandra; Hasenfelder, Richard - In: Research in transportation economics 105 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014549710
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A diffusion approximation for the riskless profit under selling of discrete time call options: Non-identically distributed jumps
Nagaev, Alexander V.; Nagaev, Sergei A.; Kunst, Robert M. - 2005
A discrete time model of financial markets is considered. It is assumed that the relative jumps of the risky security price are independent non-identically distributed random variables. In the focus of attention is the expected non-risky profit of the investor that arises when the jumps of the...
Persistent link: https://www.econbiz.de/10010293743
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Modeling and explaining the dynamics of European Union allowance prices at high-frequency
Conrad, Christian; Rittler, Daniel; Rotfuß, Waldemar - 2010
at high-frequency controlling for intraday periodicity, volatility clustering and volatility persistence. We find that …
Persistent link: https://www.econbiz.de/10003977656
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Modeling and explaining the dynamics of European Union Allowance prices at high-frequency
Conrad, Christian; Rittler, Daniel; Rotfuß, Waldemar - 2010
at high-frequency controlling for intraday periodicity, volatility clustering and volatility persistence. We find that …
Persistent link: https://www.econbiz.de/10003949627
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Explaining time-varying risk of electricity forwards : trading activity and news announcements
Schulz, Frowin C. - 2010 - 2nd version: March 25, 2011
decomposing realized volatility in its continuous and discontinuous jump component. First, we analyze the relation between … volatility and trading activity. Coherent with existing studies we find that the driving factor of the relation between … Data ; Realized Volatility ; Price Jump ; Trading Activity ; Urgent Market Message …
Persistent link: https://www.econbiz.de/10008989697
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Empirical performance of the Czech and Hungarian index options under jump
Lee, Gabriel S.; Boss, Michael; Klisz, Chris - 2001
This paper analyses Czech and Hungarian index options that are traded on the Austrian Futures and Options Exchange. We find that the Poisson jump-diffusion and not the GARCH (1,1) process lends statistical support for the data description. We estimate that approximately four-fifth of 4 percent...
Persistent link: https://www.econbiz.de/10009724432