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

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

2010-11-23

arxiv.org/abs/1011.5020v1

Economy

Quantitative Finance

Statistical Finance

22 pages

Scientific paper

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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