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Ergodic Markov equilibrium with incomplete markets and short sales

Braido, Luis H. B. - In: Theoretical Economics 8 (2013) 1, pp. 41-57

result shows the existence of a competitive equilibrium process that is stationary and has an invariant ergodic measure …

Persistent link: https://www.econbiz.de/10011599475

Subgame-perfect equilibrium in games with almost perfect information: Dispensing with public randomization

Barelli, Paulo; Duggan, John - In: Theoretical Economics 16 (2021) 4, pp. 1221-1248

ensure existence of subgame perfect equilibria (SPE). We show that when Nature's moves are atomless in the original game … of He and Sun (2020) on existence of SPE without public randomization, which in turn yields equilibrium existence for …

Persistent link: https://www.econbiz.de/10013189006

What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the full BEKK dynamic conditional covariance model

McAleer, Michael - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-7

, Kraft and Kroner. Dynamic models are not straightforward (or even possible) to translate in terms of the algebraic existence …

Persistent link: https://www.econbiz.de/10012611132

What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the Dynamic Conditional Correlation (DCC) model

McAleer, Michael - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-9

models are not straightforward (or even possible) to translate in terms of the algebraic existence, underlying stochastic …

Persistent link: https://www.econbiz.de/10012611137

A one line derivation of EGARCH

McAleer, Michael; Hafner, Christian M. - In: Econometrics 2 (2014) 2, pp. 92-97

One of the most popular univariate asymmetric conditional volatility models is the exponential GARCH (or EGARCH) specification. In addition to asymmetry, which captures the different effects on conditional volatility of positive and negative effects of equal magnitude, EGARCH can also...

Persistent link: https://www.econbiz.de/10010421302

Rural-urban migration: A path for empowering women through entrepreneurial activities in West Africa

Bello-Bravo, Julia - In: Journal of Global Entrepreneurship Research 5 (2015) 9, pp. 1-9

Introduction: Migration has contributed to the economic empowerment of women in West Africa. Empowerment can be accepted as a way to open up entrepreneurial opportunities that could contradict the established gender norm. Thus, in some cases migration can be part of an economic empowering...

Persistent link: https://www.econbiz.de/10011656440

Consumption intensity of leafy African indigenous vegetables: towards enhancing nutritional security in rural and urban dwellers in Kenya

Obedy, Eric; Ayuya, Oscar Ingasia; Owuor, George; … - In: Agricultural and Food Economics 5 (2017) 14, pp. 1-16

-inflated negative binomial regression model. A multistage sampling technique was used to select a random sample of 450 rural and urban … intensity of leafy AIVs were higher in rural than in urban dwellers with a mean of four and two times a week, respectively. Age …-makers could increase the consumption intensity of leafy AIVs in rural dwellers. Similarly, the consumption intensity of leafy AIVs …

Persistent link: https://www.econbiz.de/10011850191

Poverty rate determinants in the Central and Eastern Europe Member States

Tudorache, Maria-Daniela - In: Theoretical and Applied Economics 26 (2019) 4, pp. 163-180

verisimilitude of the estimators, I tested the Gauss-Markov. The conclusion of the paper is that the unemployment rate, rural …

Persistent link: https://www.econbiz.de/10012223939

Effects of diverse property rights on rural neighbourhood public open space (POS) governance: Evidence from Sabah, Malaysia

In: Economies 7 (2019) 2, pp. 1-33

conducted on the property rights structure and its impacts on rural commons governance, specifically concerning local …. Rural commons covering neighbourhood residential Country Lease (CL) and Native Title (NT) POS from the districts of Kota …

Persistent link: https://www.econbiz.de/10013199573

Eco-innovation activities in the Czech economy 2008-2014: Impact of the eco-innovative approach to the profit stream and differences in urban and rural enterprises

Vokoun, Marek; Jílková, Jiřína - In: Economies 8 (2020) 1, pp. 1-20

rural-urban separation has no impact on the financial R&D intensity but urban enterprises have a higher probability to … the market. The change in localization of enterprises to rural areas contributed to the higher sales form innovated goods … that stimulate eco-innovation and shows that eco-innovation is a viable and sustainable innovative approach for rural and …

Persistent link: https://www.econbiz.de/10013199633