The recent outbreak of COVID-19 has posed serious threats and challenges to global supply chain operations. To survive the crisis, it is critical to rethink the proper setting of global supply chains and reform many related operational strategies. In this paper, we combine a careful literature...

Business process integration and automation have gained popularity among business community, in the recent past. This increased popularity can be seen as a result of the widespread use of Enterprise Resource Planning (ERP) systems as part of maximizing the benefits of Business Process...

This paper analyses the time-varying conditional correlations between Chinese A and B share returns using the Dynamic Conditional Correlation (DCC) model of Engle [Engle, R.F. (2002), "Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional...

This paper develops a generalized autoregressive conditional correlation (GARCC) model when the standardized residuals follow a random coefficient vector autoregressive process. As a multivariate generalization of the Tsay (1987, Journal of the American Statistical Association 82, 590-604)...

This note examines a relation between fiscal equalization and economic growth

The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving judgmental adjustment of model-based forecasts, whether forecast updates are progressive, on a constrained mixture vector autoregressive model, whether all estimators are born equal:...

This paper investigates several empirical issues regarding quasimaximum likelihood estimation of Smooth Transition Autoregressive (STAR) models with GARCH errors, specifically STAR-GARCH and STAR-STGARCH. Convergence, the choice of different algorithms for maximising the likelihood function, and...