Increasing competition in the European Union (EU) and world markets affects the Greek manufacturing sector. Capital structure is essential for the survival, growth and performance of a firm. There has been a growing interest worldwide in identifying the factors associated with debt leverage....

Using parametric return autocorrelation tests and non parametric variance ratio statistics show that the UK and US short-term interest rates are unit root processes with significant mean reverting components. Congruent with this empirical evidence, we develop a new continuous time term structure...

This exercice provides all eigenvalues and eigenvectors of the autoregressive matrix found in classical recursive least square theory.

In diagnostic medicine, there is great interest in developing strategies for combining biomarkers in order to optimize classification accuracy. A popular model that has been used for receiver operating characteristic (ROC) curve modelling when one biomarker is available is the binormal model....