Prediction of imputed share returns
Investigation of the possibility of predicting imputed moments of the distribution of stock returns. Factors affecting moments among macroeconomic and individual variables. The relationship between volatility and profitability, kurtosis and profitability.
Подобные документы
Mergers and acquisitions of high-tech companies. Motives of these processes. Analysis of changes in abnormal returns. Determinants of the effectiveness of mergers and acquisitions. Example description and methodology. Regression analysis and results.
дипломная работа, добавлен 10.12.2019Methodology of assessment of losses from soils deterioration. The increase of risks of soil deterioration as a result of industrial crops cultivation. A significant deterioration in profitability at the account for restoration of soil fertility.
статья, добавлен 23.03.2016Development of conversion of the decision tree to be used in a balanced scorecard. Definition of key performance indicators, profitability analysis, toolbars, and signals of the close connection with the operational management of production purposes.
статья, добавлен 30.07.2016Determining the rate of production growth in assets based on a number of technical and economic indicators. Formation of assets and their relation with profitability parameters support the reproduction of resources. Patterns of investment decisions.
статья, добавлен 25.02.2016Familiarity with the strategies of internationalization; factors influencing their choice. An overview of existing research on the choice of internationalization strategy in the field of telecommunications. Study China Mobile, Veon and Vodafone.
дипломная работа, добавлен 23.09.2018Аналіз особливостей використання методу "shift-share" в якості статистичного інструментарію для оцінювання конкурентоспроможності регіонів. Рекомендації щодо коригування регіонального розвитку Київської області з метою зростання її конкурентоспроможності.
статья, добавлен 23.11.2017Characteristics, features of the process of income distribution for Russian companies. Description and distinctive features of incomes policy in modern Russia. The functional distribution of income. The specificity of the distribution of income by size.
эссе, добавлен 07.03.2016Assessment of the key drivers of the value chain and profitability in the textiles sector in Kyrgyzstan, by comparing the garment sewing sector in the two contrasting regions of south and north Kyrgyzstan. Infrastructure in south and north of the country.
статья, добавлен 26.06.2018Classification of factors affecting the business landscape of Ukraine within the framework of digitization of the economy. The role of technology, consumer behavior, e-commerce, globalization and business models in the development of entrepreneurship.
статья, добавлен 19.11.2023- 60. Estimation of factors affecting the operational efficiency of real estate enterprises in Vietnam
Studying the debt ratio of enterprises, total assets, total loan and debt. The influence of these factors on the operational efficiency of enterprises. A basic analysis of small scale capital and large capital mobilization by banks and investors.
статья, добавлен 13.11.2020 Payoff function derivation. Account investors expectations and risk. The simulation scenario macroeconomic variables. The assessment of the likelihood of the scenario and parameter of the Bank. The regression analysis for indicators of the Bank.
дипломная работа, добавлен 06.07.2016The meaning and ambiguities of the principle of liberty. The relationship between the principle of liberty and the principle of utility. The negative and positive sense of Mill`s principle of liberty. Analysis of moral principles in the concept of Mill.
статья, добавлен 27.08.2020Definition of workforce potential. Given the complexity of the phenomenon, the category of workforce potential has been studied predominantly from the economic and legal perspectives. Key factors affecting the development of human resources in Ukraine.
статья, добавлен 16.09.2020Define and show the possibilities of determining the net annual rent of a large water company with a complex water infrastructure of VodalA in the Czech Republic. Consideration and characteristic of the concept of profitability - a monetary indicator.
статья, добавлен 22.02.2023Study of the procedure for ranking investment performance based on indicators of technical economic analysis. Development of a non-additive method of preference based on similarity with the ideal solution for technical indicators of product groups.
статья, добавлен 20.03.2020- 66. Aggregation of Diverse Approaches to Improve Predictive Power of Bankruptcy Models for Russian Firms
Research predicting bankruptcy for Russian companies. A comparison of approaches to modeling financial difficulties for private companies with financial and non-financial variables. Features a variety of models before and after the economic crisis.
магистерская работа, добавлен 30.08.2016 Growth of volatility of economic processes on all levels of the economic systems and in its structural and substructural elements. Ambiguousness of interpretations of connections of cause and effect between crisis descriptions in the economic systems.
статья, добавлен 15.08.2017Analyze of the linkage between Ukrainian rapeseed prices and crude oil prices. Identification of the main factors of determines the relationship among agricultural and energy market. Forecast of Ukrainian rapeseed prices series based on Holt’s method.
статья, добавлен 17.06.2020Consideration of the issue of capital accumulation of individual human health, taking into account its special qualities and characteristics. The outline of the directions for acquiring capital of individual health throughout all periods of life.
статья, добавлен 02.01.2019Features of the organization with information-flow constraints. Familiarity with the basic features of linear-quadratic control with a capacity constraint and multivariate state. Characteristics of the consequences for macroeconomic time series behavior.
контрольная работа, добавлен 28.06.2013The analysis of trade flows and competitiveness in economic transition. Calculation of the share of exports of "dirty" commodities in the global exports. The investigation of manufacturing sector according to the criterion of the intensity of pollution.
статья, добавлен 23.02.2016Market analysis and assess regulation policies. Pre-crisis and post-crisis windows definition. Forecast comparison for standalone models. Rolling regression with dynamic forecast for models. Realized Volatility, Bipower Variation. Combination of models.
дипломная работа, добавлен 28.08.2016The aspects of methods of preliminary selection of growth curves and quantitative estimation of their parameters. Systematization and analysis of types of trend models for economic analysis and extrapolation prediction of dynamics based on time series.
статья, добавлен 19.07.2018Assessment of the effect of the macroeconomic indicators on the attitude of the population to the economic situation in their country. The positive impact of the growth of the gross domestic product on public assessments of the economic state in the count
статья, добавлен 31.01.2024The economic block provides vital activity in a certain territory. Performance of a regional GIS center with continuous database and operating system updates. Carrying out analysis of macroeconomic development data by geographic information system.
статья, добавлен 31.08.2020