Cotter, John; Dowd, Kevin; Morgan, Wyn(University College Dublin. School of Business. Centre for Financial MarketsUniversity College Dublin. School of Business, 2008-10-06)
Risk is an inherent feature of agricultural production and marketing and accurate
measurement of it helps inform more efficient use of resources. This paper examines
three tail quantile-based risk measures applied to the ...
One stylized feature of financial volatility impacting the modeling process is long memory. This article examines long memory for alternative risk measures, observed absolute and squared returns for Daily Equity real estate ...
Purpose – This paper reviews traditional corporate governance and accountability research, to suggest opportunities for future research in this field. The first part adopts an analytical frame of reference based on theory, ...
This paper argues that the automatic and opaque nature of internet filtering, together with the fact that it is generally implemented by intermediaries, raises new problems for the law and in particular may tend to undermine ...