Now showing items 714-733 of 1092

    • On the Invertibility of EGARCH 

      Martinet, G.G.; McAleer, M. (University of CanterburyUniversity of Canterbury. Department of Economics and Finance, 2014)
      Of the two most widely estimated univariate asymmetric conditional volatility models, the exponential GARCH (or EGARCH) specification can capture asymmetry, which refers to the different effects on conditional volatility ...
    • On the Practice of Lagging VariablesTo Avoid Simultaneity 

      Reed, W. Robert (University of Canterbury. Department of Economics and Finance, 2014)
      A common practice in applied economics research consists of replacing a suspected simultaneously-determined explanatory variable with its lagged value. This note demonstrates that this practice does not enable one to avoid ...
    • One For All or All For One? Using Multiple-listing Information in Event Studies 

      Boyle, G.; Gu, L.; Reed, W.R. (College of Business and EconomicsUniversity of Canterbury. Department of Economics and Finance, 2011)
      In an event study where at least some of the sample firms have their equity securities listed in more than one market, the question arises as to which is the most appropriate market (or markets) to use for the purpose of ...
    • A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 

      Hafner, C.M.; McAleer, M. (University of Canterbury. Department of Economics and Finance, 2014)
      One of the most widely-used multivariate conditional volatility models is the dynamic conditional correlation (or DCC) specification. However, the underlying stochastic process to derive DCC has not yet been established, ...
    • A One Line Derivation of EGARCH 

      McAleer, M.; Hafner, C. M. (University of Canterbury. Department of Economics and Finance, 2014)
      One of the most popular univariate asymmetric conditional volatility models is the exponential GARCH (or EGARCH) specification. In addition to asymmetry, which captures the different effects on conditional volatility of ...
    • The operation of the Employment Tribunal: An investigation of the personal grievance adjudication procedure under the Employment Contracts Act 1991 

      Beck, Linda (University of Canterbury. Law, 2010)
      The passage of the Employment Contracts Act by the National government in 1991 caused considerable controversy amongst trade unions in New Zealand and legal practitioners. I decided to examine whether the government had ...
    • Operator agency in process intervention: tampering versus application of tacit knowledge 

      Van Gestel, P.; Pons, D.; Pulakanam, V. (University of Canterbury. Management, Marketing, and EntrepreneurshipUniversity of Canterbury. Mechanical Engineering, 2015)
      Statistical process control (SPC) theory takes a negative view of adjustment of process settings, which is termed tampering. In contrast, quality and lean programmes actively encourage operators to acts of intervention and ...
    • Optimal operation of power systems. 

      Read, E. G. (University of Canterbury. Operations Research, 1979)
      This thesis is primarily concerned with the solution of the long-term scheduling problem for mixed hydro-thermal systems such as that of the former New Zealand Electricity Department (NZED - now the Electricity Division ...
    • Optimal Pacing of 400m and 800m Races: A Standard Microeconomics Approach 

      Gunby PP; Watt R (DEPARTMENT OF ECONOMICS AND FINANCE, UNIVERSITY OF CANTERBURY, 2016)
      The optimal way for an athlete to run 400m and 800m races has long been debated by athletes, coaches, and more recently by physicists and applied mathematicians. These two particular running events are different from ...
    • Optimization of Production Planning for a Quota-Based Integrated Commercial Fishery 

      Hasan, Mohammad Babul (University of Canterbury. Management, 2007)
      A quota-based integrated commercial fishery owns fishing trawlers, processing plants, and fish quotas. Such a fishery must decide how to schedule trawlers for fishing and landing, how to schedule processing of products, ...
    • Order from Chaos? Tribunal Reform in New Zealand 

      Hopkins, W.J. (University of Canterbury. School of Law, 2009)
      In November 2006, the New Zealand Law Commission and the Ministry of Justice launched a joint program of tribunal reform in New Zealand. The aim of the project was to ‘provide a final report on the issues involved in ...
    • An organisation theory perspective on choice of franchising form 

      Floyd, Callum (University of Canterbury, 2001)
      This research addresses the issue of diversity of organisational forms in franchising, which despite its prevalence, is poorly understood. The research focuses on the choice between three categories, consisting of five ...
    • Organisational information systems resilience : a Q-methodology approach. 

      Sarkar, Amitrajit (University of Canterbury, 2016)
      Organisational resilience has gained increasing attention in recent years. In this research, we adopt Agency Theory and Weill’s IT Governance framework to investigate the decision priorities of senior executives in the ...
    • Organisational IS resilience: A pilot study using Q-methodology 

      Sarkar A; Wingreen SC; Cragg P (2013)
      Organisational resilience has gained increasing attention in recent years. This paper focuses on an aspect of organisational resilience, i.e., on IS resilience. Given the potentially devastating implications of disruptions ...
    • Organisational resilience following the Darfield earthquake of 2010 

      Whitman, Z.; Stevenson, J.; Kachali, H.; Seville, E.; Vargo, J.; Wilson, T. (University of Canterbury. Department of Accounting and Information SystemsUniversity of Canterbury. Civil and Natural Resources EngineeringUniversity of Canterbury. Geological Sciences, 2014)
      This paper presents the preliminary findings of a study on the resilience and recovery of organisations following the Darfield earthquake in New Zealand on 4 September 2010. Sampling included organisations proximal and ...
    • Organizational Involvement in Carbon Mitigation: The New Zealand Public Sector 

      Birchall, Stephen Jeffrey (University of Canterbury. Accounting and Information Systems, 2013)
      Introduction: New Zealand (NZ) ratified the Kyoto Protocol in 2002, committing to prudent greenhouse gas (GHG) emission reductions. In an effort to promote public sector carbon management, in 2004, Clark’s Labour-led ...
    • Organizational resilience and financial performance 

      Prayag G; Chowdhury M; Orchiston C; Spector S (2018)
      Organization resilience has two dimensions – planned and adaptive (Lee, Vargo & Seville, 2013). Planned resilience occurs pre-disaster, whereas adaptive resilience typically emerges post-disaster and requires leadership, ...
    • Out on Bail - the Report of the Criminal Law Reform Committee on Bail 

      Finn, J.N. (University of Canterbury. School of Law, 1983)
      In December 1982 the Criminal Law Reform Committee presented to the Minister of Justice a comprehensive report on bail and made many recommendations for changes in the current law and practice in this area. The primary ...
    • Outcomes of the Canterbury Earthquake Sequence for Tourism Businesses 

      Orchiston, C.; Vargo, J.; Seville, E. (University of Canterbury. Department of Accounting and Information Systems, 2012)
      The Christchurch earthquake sequence has been on-going since September 4th 2010. The largest two earthquakes, magnitude (M) 7.1 on September 4th and the M 6.3 on February 22nd 2011 caused immediate and significant ...