Showing 1 - 10 of 40
Persistent link: https://www.econbiz.de/10003679706
Persistent link: https://www.econbiz.de/10009405884
"This book highlights the main concepts of e-business as well as the advanced methods, technologies, and aspects that focus on technical support for professors, students, researchers, developers, and other industry experts in order to provide a vast amount of specialized knowledge sources for...
Persistent link: https://www.econbiz.de/10009769919
Persistent link: https://www.econbiz.de/10009774558
Persistent link: https://www.econbiz.de/10003792625
Logistics section is one of the most important industrial sections to contribute to European economy. To improving efficiency and energy efficient of logistics, European Commission call new research theme "smart, green and integrated transport" in its H2020 program. The paper presents a version...
Persistent link: https://www.econbiz.de/10011597113
"This book highlights the main concepts of e-business as well as the advanced methods, technologies, and aspects that focus on technical support for professors, students, researchers, developers, and other industry experts in order to provide a vast amount of specialized knowledge sources for...
Persistent link: https://www.econbiz.de/10011727794
Recent empirical evidence suggests that the variance risk premium predicts aggregate stock market returns. We demonstrate that statistical finite sample biases cannot “explain” this apparent predictability. Further corroborating the existing evidence of the U.S., we show that country...
Persistent link: https://www.econbiz.de/10013115149
We examine the joint predictability of return and cash flow within a present value framework, by imposing the implications from a long-run risk model incorporating both time varying volatility and volatility uncertainty. We provide new evidence that the expected return variation and the variance...
Persistent link: https://www.econbiz.de/10013097882
Recent empirical evidence suggests that the variance risk premium predicts aggregate stock market returns. We demonstrate that statistical finite sample biases cannot “explain” this apparent predictability. Further corroborating the existing evidence of the U.S., we show that country...
Persistent link: https://www.econbiz.de/10013109053