Showing 11 - 20 of 150
This paper investigates studying FDI determinants in Islamic countries. We have chosen a sample with 8 Islamic countries in the period 1985-2009. We have applied a balanced panel data model. Hausman (1978) test shows that we should use random effects model. The results indicate that economic...
Persistent link: https://www.econbiz.de/10009718617
In this paper, several identities concerning expectation, variance, covariance, cumulative distribution functions, the coefficient of variation, and the Lorenz curve are obtained and they are used in establishing theoretical results. Furthermore, a graphical representation of the variance is...
Persistent link: https://www.econbiz.de/10009124114
In some circumstances a decision maker, expert, in a group decision making problem cannot express his/her preferences with a unique linguistic fuzzy preference because he/she is dubious into some preferences. In this paper, we present a consensus model for group decision making problems with...
Persistent link: https://www.econbiz.de/10009731677
Altersarmut wird in der sozialpolitischen Diskussion in Deutschland vor allem mit Blick auf die Grundsicherung im Alter diskutiert, zumindest darauf fokussiert ist Altersarmut bisher kein zentrales Thema. Mit der Grundsicherung wird allerdings nur die Hälfte der Altersarmut gesehen. Vergessen...
Persistent link: https://www.econbiz.de/10011284547
This paper provides a new approach to recover relative entropy measures of contemporaneous dependence from limited information by constructing the most entropic copula (MEC) and its canonical form, namely the most entropic canonical copula (MECC). The MECC can effectively be obtained by...
Persistent link: https://www.econbiz.de/10011505976
We investigate several promising algorithms, proposed in literature, devised to detect sudden changes (structural breaks) in the volatility of financial time series. Comparative study of three techniques: ICSS, NPCPM and Cheng's algorithm is carried out via numerical simulation in the case of...
Persistent link: https://www.econbiz.de/10011393264
This paper states that market sentiments are central to any financial data analysis. A vivid distinction is made between studying financial data in terms of the concept of volatility and in rapport to analysing financial data in terms of market sentiments. The former is an existing approach that...
Persistent link: https://www.econbiz.de/10011884554
Reviewing the definition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom bubble in American and European equity markets using the dynamic conditional correlation (DCC) model proposed as on one hand as an econometrics explanation and on the other...
Persistent link: https://www.econbiz.de/10011887512
This paper offers a comparative analysis of the effectiveness of eight popular forecasting methods: univariate, linear, discriminate and logit regression; recursive partitioning, rough sets, artificial neural networks, and DEA. Our goals are: clarify the complexity-effectiveness balance of each...
Persistent link: https://www.econbiz.de/10011572654
The paper identifies some major disparities and quantifies some discrepancies and gaps, as well as specific trends of concentration-diversification in today’s group of the 11 former socialist economies of Central and Eastern Europe (CEEC). After a brief introduction describing the approach...
Persistent link: https://www.econbiz.de/10011841850