Showing 1 - 8 of 8
This paper provides a brief review of the connecting literature in management science, economics and finance, and …
Persistent link: https://www.econbiz.de/10011479822
The asymmetric moving average model (asMA) is extended to allow forasymmetric quadratic conditional heteroskedasticity (asQGARCH). Theasymmetric parametrization of the conditional variance encompassesthe quadratic GARCH model of Sentana (1995). We introduce a framework fortesting asymmetries in...
Persistent link: https://www.econbiz.de/10011303289
The paper provides a review of the literature that connects Big Data, Computational Science, Economics, Finance …
Persistent link: https://www.econbiz.de/10011794391
This paper provides a review of some connecting literature in Decision Sciences, Economics, Finance, Business …
Persistent link: https://www.econbiz.de/10011807780
This paper discusses the implications of autonomous-connected-electric-shared vehicles (ACES) for public finance, which … depends on the implementation of tailored public finance policies. In particular, the introduction of road tolls in line with …-dependencies, and the risk of lock-in effects in sub-optimal public finance regimes, further research and near-term policy action …
Persistent link: https://www.econbiz.de/10011960407
Whether fiscal policy is sustainable depends on a government's future revenue and expenditure streams, both of which are highly uncertain. In commodity-rich countries, this problem is intensified by unpredictable and volatile commodity prices. We show how spending rules for oil income and...
Persistent link: https://www.econbiz.de/10011386438
The paper is concerned with ranking academic journal quality and research impact in Finance, based on the widely … journals in the ISI category of "Business - Finance" using quantifiable Research Assessment Measures (RAMs). The analysis … the 89 ISI journals in Finance makes it clear that there are three leading journals in Finance, namely Journal of Finance …
Persistent link: https://www.econbiz.de/10010357909
information contained in the well known RAMs for both the Sciences and Social Sciences, as well as in Finance and Accounting. … analyse the leading 500 journals in both the Sciences and Social Sciences, as well as 58 leading journals in Finance and … Accounting, using quantifiable Research Assessment Measures (RAMs) that are based on alternative transformations of citations. It …
Persistent link: https://www.econbiz.de/10010464786