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Climate change scenarios suggest that long periods without rainfall will occur in the future often causing instability of the agricultural products market. The aim of the research was to build a model...
This report examines the concept of integrated reporting and its current state of adoption around the globe. It also discusses the benefits to both companies and society and recommends ways boards can...
In this paper, I examine the relation between Integrated Reporting (IR) and the composition of a firm's investor base. I hypothesize and find that firms that practice IR have a more long-term oriented...
In this paper, we present the two primary functions of corporate reporting (information and transformation) and why currently isolated financial and sustainability reporting are not likely to perform ...
This paper proposes a cost reduction distribution policy for an integrated manufacturing system operating under quality assurance practice. We reexamine the problem studied by Chiu et al. [Numerical m...
We study nonparametric estimation of regression function with nonstationary (integrated or nearly integrated) covariates and the error series of the regressor process following a fractional ARIMA mode...
We consider the estimation of integrated covariance matrices of high dimensional diffusion processes by using high frequency data. We start by studying the most commonly used estimator, the realized ...
In this paper, we test a partially segmented ICAPM for two developed markets, two emerging markets and World market, using an asymmetric extension of the multivariate GARCH process of De Santis and Ge...
It is a common practice in finance to estimate volatility from the sum of frequently sampled squared returns. However, market microstructure poses challenges to this estimation approach, as evidenced ...
The paper describes the importance of integrated purchasing for agrarian businesses and for retail chains, i.e. on two opposite sides of the different economic and negotiating power. It points out the...
Using the Laffont, Rey and Tirole (1998) framework, a model of competition between vertically integrated telecommunications networksin a deregulated environment is developed. Two local operators compe...
Efficient estimators of cointegrating vectors are presented for systems involving deter-ministic components and variables of differing, higher orders of integration. The estima-tors are...

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