Modeling the Error Term by Moving Average and Generalized Autoregressive Conditional Heteroscedasticity Processes: An Advanced Research
The Combine White Noise model beats the existing Generalized Autoregressive Conditional Heteroscedasticity (GARCH) and Moving Average (MA) models in simulating conditional heteroscedasticity and leverage effect errors, according to this study. The MA process is unable to model data that exposes conditional heteroscedasticity, and the GARCH model is likewise unable...
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Investigating the Impact of Leverage and Managerial Skills on Firm Performance
The purpose of this study is to see how leverage and managerial abilities affect shareholder returns. The share of debt in the total capital structure of the company is particularly important in this study. Leverage is calculated using total debt and long-term debt. The managerial abilities of each company’s...
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A Three Variable Model on the Risk Level of Viet Nam Hardware Industry during and after the Global Crisis
Over recent years, hardware industry in Viet Nam has reached a lot of achievements. Under the volatility of stock price, and changes in macro factors such as inflation and interest rates, the wellestablished hardware market in Viet Nam has many efforts to recover and grow from the crisis 2008....
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