ListarUJI: Investigación por tema "C12"

Mostrando ítems 1-2 de 2

    • openAccess   On the distributional properties of size, profit and growth of Icelandic firm 

      Erlingsson, Einar Jón; Alfarano, Simone; Raberto, Marco; Stefánsson, Hlynur Springer Verlag (2012)
      In this paper, we analyze the distributional properties of the balance sheets of Icelandic firms by performing an empirical analysis of total assets, profit rates and growth rates using a data set of 2,818 Icelandic firms ...

    • closedAccess   Smooth transitions, asymmetric adjustment and unit roots 

      Cuestas, Juan Carlos; Ordóñez, Javier Taylor & Francis (2014)
      The aim of this article is to develop a unit root test that takes into account two sources of nonlinearites in data, i.e. asymmetric speed of mean reversion and structural changes. The asymmetric speed of mean reversion ...