Results 91 to 100 of about 7,709 (301)
The impact of the COVID-19 pandemic and the Russian invasion of Ukraine on Gold markets
Business, Management and Economics EngineeringPurpose – The study examines global Gold market performance and correlations between COVID-19, the Russian invasion, inflation, investors’ fear, asymmetric shocks, and the VIX (volatility index) impact on volatility.
Fisnik Morina +3 more
doaj +1 more source
Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach
Business Systems Research, 2016 Background: Investors on financial markets are interested in finding trading strategies which could enable them to beat the market. They always look for best possibilities to achieve above-average returns and manage risks successfully. MGARCH methodology
Škrinjarić Tihana, Šego Boško
doaj +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Despite the growing emphasis on sustainable finance in today's corporate landscape, its impact on product responsibility remains underexplored, particularly the moderating role of board environmental expertise. This study addresses these gaps by examining non‐financial companies listed on the London Stock Exchange, chosen for the UK's ...
Bright Akwasi Gyamfi +4 more
wiley +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study explores how corporate environmental, social, and governance (ESG) performance affects equity misvaluation and how country‐level factors—national culture, environmental performance indicators, and world governance indicators (WGIs)—moderate the relationship between corporate ESG performance and misvaluation.
Xinyu Wang +4 more
wiley +1 more source
Load Prediction Method for the Elastic Tooth Drum-Type Pepper Harvester Based on GARCH-KPCA-ATLSTM
Applied SciencesThe load of the elastic tooth drum-type pepper harvester is a key parameter affecting harvesting efficiency and quality. Real-time analysis and prediction of drum load are crucial for stabilizing harvester operation and optimizing performance.
Jianglong Zhang +5 more
doaj +1 more source
Bivariate Volatility Modeling with High-Frequency Data
Econometrics, 2019 We propose a methodology to include night volatility estimates in the day volatility modeling problem with high-frequency data in a realized generalized autoregressive conditional heteroskedasticity (GARCH) framework, which takes advantage of the natural
Marius Matei, Xari Rovira, Núria Agell
doaj +1 more source
Heteroskedasticity-robust tests for structural change [PDF]
It is remarkably easy to test for structural change, of the type that the classic F or "Chow" test is designed to detect, in a manner that is robust to heteroskedasticity of possibly unknown form.
James G. MacKinnon
core
What Drives CSR Performance: Structures, Declarations or Values?
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Sustainability and corporate social responsibility (CSR) are increasingly central to strategic management, yet a gap persists between formal commitments and actual practice. The study explores the structural and value‐based predictors of the institutional integration of CSR and sustainability, with a focus on the mediating role of the CSR ...
Pavla Vrabcová +3 more
wiley +1 more source
Assessing Tail Risk Using Expectile Regressions with Partially Varying Coefficients
Journal of Management Science and Engineering, 2018 To characterize heteroskedasticity, nonlinearity, and asymmetry in tail risk, this study investigates a class of conditional (dynamic) expectile models with partially varying coefficients in which some coefficients are allowed to be constants, but others
Zongwu Cai, Ying Fang, Dingshi Tian
doaj +1 more source
More efficient tests robust to heteroskedasticity of unknown form [PDF]
In the presence of heteroskedasticity of unknown form, the Ordinary Least Squares parameter estimator becomes inefficient and its covariance matrix estimator inconsistent.
Emmanuel Flachaire
core