Wavelet-Based Prediction for Governance, Diversi cation and Value Creation Variables

Ines Kahloul, Anouar Ben Mabrouk and Salah-Eddine Hallara

MPRA Paper from University Library of Munich, Germany

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.

Keywords: Wavelets; Short Time series; Missing Data; Forecasting; Governance; Diversification; Value creation. (search for similar items in EconPapers)
JEL-codes: C02 C22 C23 C45 C51 C53 G32 (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:26484

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