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MARKETING HIGHER EDUCATION: STUDENTS’ SERVICE EXPECTATIONS

Raposo, Mario; Alves, Helena - EconWPA - 2005

Facing a growing competitive environment, higher education institutions have increased dramatically the competition for recruiting and retaining students providing a high quality service as a solution to compete. Frequently, researchers who have studied the service quality and client...

Persistent link: https://www.econbiz.de/10005134626

DEVELOPING AND VALIDATING A QUALITY ASSESSMENT SCALE FOR WEB PORTALS

Bauer, Hans H.; Hammerschmidt, Maik - EconWPA - 2004

The Web portals business model has spread rapidly over the last few years. Despite this, there have been very few scholarly findings about which services and characteristics make a Web site a portal and which dimensions determine the customers’ evaluation of the portal’s quality. Taking the...

Persistent link: https://www.econbiz.de/10005135028

Fundamental dimensions of U.S. trade policy

bohara, alok k.; camargo, alejandro islas; grijalva, theresa - EconWPA - 2005

economic and political factors comprise these dimensions. The study yields two main findings. More than one dimension …

Persistent link: https://www.econbiz.de/10005408037

Lag Length Estimation in Large Dimensional Systems

Gonzalo, Jesus; Pitarakis, Jean-Yves - EconWPA - 2001

We study the impact of the system dimension on commonly used model selection criteria (AIC,BIC, HQ) and LR based general to specific testing strategies for lag length estimation in VAR's. We show that AIC's well known overparameterization feature becomes quickly irrelevant as we move away from...

Persistent link: https://www.econbiz.de/10005119087

Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?

Heidari, Massoud; WU, Liuren - EconWPA - 2002

interest rate options (the implied volatility surface). We find that the options market exhibits factors independent of the … underlying yield curve. While three common factors are adequate to capture the systematic movement of the yield curve, we need … three additional factors to capture the movement of the implied volatility surface. …

Persistent link: https://www.econbiz.de/10005134877

Model Selection and Simplification Using Lattices

Antoch, Jaromir; Hanousek, Jan - EconWPA - 2001

This paper shows how to cope with a problem of model selection and simplification using the principle of coherence (Gabriel (1969): A procedure involving testing a set of models ought not accept a model while rejecting a more general model). The mathematical lattice theory is used to define a...

Persistent link: https://www.econbiz.de/10005407880

Tom Swift and His Electric Regression Analysis Machine: 1973

JS, Armstrong - EconWPA - 2005

stepwise regression analysis to explain differences among 19 observations. They then claimed (Stone & Brosseau, 197 3) to have …

Persistent link: https://www.econbiz.de/10005062678

Regression with R

Rodrigues, Miguel - EconWPA - 2005

This document aims to explain how to use R matrix capacity in the context of regression analysis. …

Persistent link: https://www.econbiz.de/10005556289

The Foresight Bias in Monte-Carlo Pricing of Options with Early

Fries, Christian - EconWPA - 2005

In this paper we investigate the so called foresight bias that may appear in the Monte-Carlo pricing of Bermudan and compound options if the exercise criteria is calculated by the same Monte-Carlo simulation as the exercise values. The standard approach to remove the foresight bias is to use two...

Persistent link: https://www.econbiz.de/10005125051

Bank Stability and Market Discipline: Debt-for-Equity Swap versus Subordinated Notes

Raviv, Alon - EconWPA - 2004

fixed income unless the value of the bank’s assets falls below a predetermined threshold. In such an event, the debt … obligation is automatically converted to the bank’s common equities. By using a contingent claims valuation approach we present … bank that includes DES or alternatively subordinated debt in its capital structure. We compare and evaluate quantitatively …

Persistent link: https://www.econbiz.de/10005413031