Results 141 to 150 of about 24,138 (305)
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach [PDF]
In the present study we assess the dependency structure between stock indexes by econometrically estimating the empirical copula function and the parameters of various parametric copula functions.
Necula, Ciprian
core
Acquirer Strategic Orientations, Integration Decisions, and Performance
Journal of Management Studies, EarlyView.Abstract Integration decisions are not isolated, as they are embedded in an organizational context. Using a multi‐country sample (Nordics, German speaking Europe, and China) of small‐ and medium‐sized acquirers, we explore the influence of firm strategic orientations on how managers conceptualize acquisitions, make integration decisions, and impact ...
Florian Bauer +5 more
wiley +1 more source
BarekengStocks are one of the most popular financial market instruments. On the other hand, stocks are an investment instrument that is widely chosen by investors because stocks are able to provide attractive profit levels.
Darwis Darwis +2 more
doaj +1 more source
Copula-Based Random Effects Models for Clustered Data
, 2019 In a binary choice panel data framework, probabilities of the outcomes of several individuals depend on the correlation of the unobserved heterogeneity.
Santiago Pereda-Fernández (7840586)
core +1 more source
Convex Lineability in Copula and Quasi-copula Sets
Abstract In this paper, we investigate several subsets of n-copulas and n-quasi-copulas from the perspective of convex-lineability and the recently introduced concept of convex-spaceability. Our purpose is to determine when such families contain extremely large algebraic structures, namely linearly independent sets of
de Amo, Enrique +3 more
openaire +2 more sources
The Effect of Board Leadership Roles and Committee Responsibilities on Governance Effectiveness
Journal of Management Studies, EarlyView.Abstract Expectations for corporate directors have expanded over time, placing growing demands on their time and attention. Drawing on the cognitive foundations of the attention‐based view (ABV), we theorize that board directors' leadership roles and committee assignments shape their attentional perspective and engagement in ways that can both hinder ...
Shelby L. Gai, J. Yo‐Jud Cheng
wiley +1 more source
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study [PDF]
Copula-GARCH models have been recently proposed in the financial literature as a statistical tool to build flexible multivariate distributions. Our extensive simulation studies investigate the small sample properties of these models and examine how ...
Dean Fantazzini +3 more
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Wind turbine condition assessment through power curve copula modeling
, 2012 Power curves constructed from wind speed and active power output measurements provide an established method of analyzing wind turbine performance. In this paper it is proposed that operational data from wind turbines are used to estimate bivariate ...
Galloway, Stuart +2 more
core +1 more source
Journal of Management Studies, EarlyView.Abstract While executives vary in attention to the past, present, and future, prior work has largely examined these temporal orientations in isolation or at the individual level, which limits insight into how they jointly configure within top management teams (TMTs) and translate into firm behaviours.
Shi Tang +4 more
wiley +1 more source
To be or not to be? About the copula system in Buli (Gur)
, 2008 This talk concerns the copula system in Buli, a Ghanaian language which has also been attested in Bahia (Rodrigues 1935, Zwernemann 1968). Special focus will be put on the categorization of two copula-reminiscent elements for which I will propose a ...
Schwarz, Anne
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