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Now showing items 1-10 of 17
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Incentive Design
(Palgrave, 2013) -
Copulas, Tail Dependence and Applications to the Analysis of Financial Time Series
(Springer, 2013)Tail dependence is an important property of a joint distribution function that has a huge impact on the determination of risky quantities associated to a stochastic model (Value-at-Risk, for instance). Here we aim at ... -
How to Prove Sklar's Theorem
(Springer, 2013)In this contribution we stress the importance of Sklar's theorem and present a proof of this result that is based on the compactness of the class of copulas (proved via elementary arguments) and the use of mollifiers. More ... -
Internal Control Over Financial Reporting Quality and Information Technology Control Frameworks
(Springer-Verlag, 2013)The objective of this research is to investigate the relation between the Internal Control over Financial Reporting (ICFR) Quality and Information Technology Control (ITC) frameworks compliance. We selected a sample of ... -
Notizen zu Ezra Pounds Ökonomie
(Bautz, Traugott, 2013) -
Informality
(ILO and Academic Foundation, 2013) -
Real-time inflation forecasting in a changing world
(2013)This article revisits the accuracy of inflation forecasting using activity and expectations variables. We apply Bayesian model averaging across different regression specifications selected from a set of potential predictors ... -
Minimum Wage or Minimum Tax?
(Hungarian Academy of Sciences & National Employment Nonprofit Public Company Ltd., 2013) -
Too Low to Be True: the Use of Minimum Thresholds to Fight Tax Evasion
(MIT press, 2013)The enforcement of compliance with tax regulation is a complex task. This is particularly the case when the administrative capacity of the tax authority is low, as is often the case in developing and transition countries. ... -
A multivariate nonlinear analysis of tourism expenditures
(Italian Economic Association, 2013)Independence among different tourism expenditure categories is the most convenient hypothesis for modeling decision–making processes. Nevertheless, the best-suited framework would require dependence among expenditures in ...