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arXiv · 1011.5020

Wavelet-Based Prediction for Governance, Diversification and Value Creation Variables

Ines Kahloul·Anouar Ben Mabrouk·Slah-Eddine Hallara
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Abstract

We 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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BibTeXRIS

Ines Kahloul, Anouar Ben Mabrouk, Slah-Eddine Hallara. 2010-11-23. Wavelet-Based Prediction for Governance, Diversification and Value Creation Variables. https://arxiv.org/abs/1011.5020

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