Temat: Cox’s model - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: SEMIPARAMETRIC COX REGRESSION MODEL IN ESTIMATION OF SMALL AND MICRO ENTERPRISES’ SURVIVAL IN THE MALOPOLSKA VOIVODESHIP
Autorzy:: Ptak-Chmielewska, Aneta
Powiązania:: https://bibliotekanauki.pl/articles/453037.pdf
Data publikacji:: 2013
Wydawca:: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:: survival analysis
Cox’s model
enterprises’ survival
Opis:: This paper aims at identifying factors (external and internal) affecting the ability of an enterprise to survive on the market. The analysis is based on the results of a retrospective study conducted in 2012 on a sample of enterprises from Malopolska voivodeship. Methods and models of event history analysis, including semiparametric Cox’s model were applied to analyse enterprises’ survival. The approach based on the event history analysis allows us to include dynamics of the process. The results provided extensive data on how factors such as size, activity sector, market range, legal form and internals conditions like: owner characteristics, investments, profits, reported barriers affect the survival of enterprises.
Źródło:: Metody Ilościowe w Badaniach Ekonomicznych; 2013, 14, 2; 169-180
2082-792X
Pojawia się w:: Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 2.

Tytuł:: Charakterystyka niewykorzystanych zasobów pracy w Polsce z uwzględnieniem czasu pozostawania bez zatrudnienia
Characteristics of unused labor resources in Poland, taking into account the time spent without employment
Autorzy:: Pietrych, Łukasz
Stolarczyk, Paulina
Powiązania:: https://bibliotekanauki.pl/articles/570134.pdf
Data publikacji:: 2015
Wydawca:: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:: labour resources
unemployment
Cox’s model of proportional hazards
Opis:: The research has two defined objectives. First of them was to identify changes on the labour market with special attention paid to the unused labour resources. The following aim was to investigate the influence of endogenous variables (both quantitative and qualitative) to the period of being unemployed as well as building the proper econometric model. The paper has been divided into two parts. In the first part the basic definitions concerning the labour market were presented. The identification of crucial problems and characteristics of changes on this market in the period 2010-2014 were conducted. The next part identified variables influencing the period of being unemployed. To reach the aim the authors used the Cox model of proportional hazards which enables the analysis of a duration of analysed factor without any need of defining the function of basic hazard. The main results of research show that the most often reason of skipping the job search regarding people of mid-age are diseases and disabilities as well as family duties. The econometric model made the identification of characteristics influencing the duration of unemplotment period. It was defined that the internet-based job search and gaining new competences shortened the time of searching for a job.
Źródło:: Ekonomia XXI Wieku; 2015, 2 (6); 28-39
2353-8929
Pojawia się w:: Ekonomia XXI Wieku
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 3.

Tytuł:: The role of financial constraint factors in predicting SME default
Autorzy:: Karas, Michal
Režňáková, Mária
Powiązania:: https://bibliotekanauki.pl/articles/22444291.pdf
Data publikacji:: 2021
Wydawca:: Instytut Badań Gospodarczych
Tematy:: financial constraint
SMEs
default
Cox’s hazard model
Opis:: Research background: SMEs face financial constraints in their development, which limits their access to external funds, tightens their investment possibilities, and limits their growth. Much research effort has been devoted to understanding the nature and sources of this phenomenon. In sharp contrast to this, very little has been said about the role of these factors in explaining the default probability of these types of enterprises. Understanding such interrelationships could help to adopt policies to alleviate the situation of constrained SMEs and lower their default rates. Purpose of the article: This study analyses the role of financial constraint factors in SME defaults. This is done by utilising the financial constraint factors in a newly derived default prediction model. A comparison of the derived model and other SME default prediction models is carried out to assess the potential of financial constraints in the discrimination power of the model. Methods: In this study, we use the Cox semiparametric model, while leaving the baseline hazard rate unspecified and employing macroeconomic variables as explanatory variables. The discrimination power was addressed in terms of the area under the curve (AUC), resulting in out-of-sample testing. The DeLong test was used to compare the AUC of the created and analysed models. The model was estimated on a set of over 213,731 SMEs from 28 counties, covering the period 2014?2019. Findings & value added: It was found that adopting the financial constraint measures can explain the default of small and medium enterprises with high accuracy; however, they do not explain the default of micro enterprises.
Źródło:: Equilibrium. Quarterly Journal of Economics and Economic Policy; 2021, 16, 4; 859-883
1689-765X
2353-3293
Pojawia się w:: Equilibrium. Quarterly Journal of Economics and Economic Policy
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 4.

Tytuł:: Płeć, wiek i wykształcenie osób bezrobotnych jako determinanty czasu poszukiwania pracy
Gender, age and education of the unemployedas the determinants of job searching time
Autorzy:: Bieszk-Stolorz, Beata
Markowicz, Iwona
Powiązania:: https://bibliotekanauki.pl/articles/424909.pdf
Data publikacji:: 2013
Wydawca:: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:: unemployment
survival analysis
Cox’s proportional hazard model
Opis:: The paper presents results of survey concerning the influence of gender, age and education of the unemployed on job searching time. For the sake of specificity of survey, especially in case of censored data, the Cox’s proportional hazard model has been used for the identification of determinants and research their influence for time needed to take up a job. To the model, except independent variables, their interactions that enable the calculation of interplay of researched variables have been included. 20846 persons registered as unemployed in the Local Labour Office in Szczecin and due to various reasons unregistered in 2010 have been included in the research. If unregistering occurred due to different reasons than finding a job, such an observation has been considered as censored.
Źródło:: Econometrics. Ekonometria. Advances in Applied Data Analytics; 2013, 2(40); 74-86
1507-3866
Pojawia się w:: Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 5.

Tytuł:: Modele wyceny opcji na akcje
Stock Option Pricing Models
Autorzy:: Ziętek-Kwaśniewska, Katarzyna
Powiązania:: https://bibliotekanauki.pl/articles/1835029.pdf
Data publikacji:: 2020-05-12
Wydawca:: Katolicki Uniwersytet Lubelski Jana Pawła II. Towarzystwo Naukowe KUL
Tematy:: akcyjna opcja kupna i sprzedaży
model wyceny opcji
model dwumianowy (Coxa-Rossa-Rubinsteina)
model Blacka-Scholesa
model Mertona
stock call and put option
option pricing model
the binomial model (Cox-Ross-Rubinstein’s one)
the Black-Scholes model
the Merton model
Opis:: The increase of financial risk that has been observed for more than three decades has brought about the necessity of using new financial solutions increasing the efficiency of protection from the results of unexpected and disadvantageous events. A response to the investors’ new needs was a dynamic development of the market of derivative instruments, including options. Since investing in options, because of the financial lever, is highly risky, their pricing becomes a particularly significant issue. The article presents basic, most often applied mathematical models used for defining the value of stock call and put options. They include: the binomial model connected with the names of John Cox, Stephen Ross and Mark Rubinstein, the Black-Scholes model and the Merton model. In the case of the binomial model two approaches are presented that make it possible to assess the value of options – the one typical of the assumption concerning universal indifference to risk, and the one based on the method of option replication. According to the Black-Scholes model the price of options is the function of such factors as: the underlying price, the strike price, the time to expiration, the risk-free interest rate, and the volatility of the underlying asset. The Merton model, that is the most popular modification of the Black-Scholes formula, extends it to the case of options run for the shares of the companies constantly paying dividends.
Źródło:: Roczniki Nauk Społecznych; 2008, 36, 3; 117-137
0137-4176
Pojawia się w:: Roczniki Nauk Społecznych
Dostawca treści:: Biblioteka Nauki

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