Wavelet-Based Prediction for Governance, Diversification and Value Creation Variables
AbstractWe study the possibility of completing data bases of a sample of governance, diversification and value creation variables by providing a well adapted method to reconstruct the missing parts in order to obtain a complete sample to be applied for testing the ownership-structure/diversification relationship. It consists of a dynamic procedure based on wavelets. A comparison with Neural Networks, the most used method, is provided to prove the efficiency of the here-developed one. The empirical tests are conducted on a set of French firms.
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Bibliographic InfoPaper provided by arXiv.org in its series Papers with number 1011.5020.
Date of creation: Nov 2010
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Publication status: Published in International Research Journal of Finance and Economics, 60 (2010), pp. 15-28
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Web page: http://arxiv.org/
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-12-04 (All new papers)
- NEP-CMP-2010-12-04 (Computational Economics)
- NEP-ECM-2010-12-04 (Econometrics)
- NEP-FOR-2010-12-04 (Forecasting)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Gérard Charreaux, 1991.
"Structure de propriété, relation d'agence et performance financière,"
Presses de Sciences-Po, vol. 0(3), pages 521-552.
- Gérard Charreaux, 1991. "Structure de propriété, relation d'agence et performance financière," Revue Économique, Programme National Persée, vol. 42(3), pages 521-552.
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