Influence of Operational Excellence on the management of efficiency levels in the pharmaceutical industry in Kenya
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Daniel F Spulber, 2009. "Economics and Management of Competitive Strategy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7171, February.
- Kjersti Aas & Ingrid Hobaek Haff, 2006. "The Generalized Hyperbolic Skew Student's t-Distribution," Journal of Financial Econometrics, Oxford University Press, vol. 4(2), pages 275-309.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2016.
"Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution,"
International Journal of Forecasting, Elsevier, vol. 32(2), pages 437-457.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2014. "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series CIRJE-F-921, CIRJE, Faculty of Economics, University of Tokyo.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2015. "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series CIRJE-F-975, CIRJE, Faculty of Economics, University of Tokyo.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2014. "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series CIRJE-F-949, CIRJE, Faculty of Economics, University of Tokyo.
- BenSaïda, Ahmed & Slim, Skander, 2016. "Highly flexible distributions to fit multiple frequency financial returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 203-213.
- Marcel Wollschlager & Rudi Schafer, 2015. "Impact of non-stationarity on estimating and modeling empirical copulas of daily stock returns," Papers 1506.08054, arXiv.org.
- Yeap, Claudia & Kwok, Simon S. & Choy, S. T. Boris, 2016. "A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases," Working Papers 2016-14, University of Sydney, School of Economics.
- Leopoldo Catania & Stefano Grassi, 2017. "Modelling Crypto-Currencies Financial Time-Series," CEIS Research Paper 417, Tor Vergata University, CEIS, revised 11 Dec 2017.
- Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang, 2022.
"Predicting returns and dividend growth — The role of non-Gaussian innovations,"
Finance Research Letters, Elsevier, vol. 46(PA).
- Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang, 2021. "Predicting returns and dividend growth - the role of non-Gaussian innovations," Working Papers 2021:10, Örebro University, School of Business.
- Nakajima, Jouchi & Omori, Yasuhiro, 2012.
"Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3690-3704.
- Jouchi Nakajima & Yasuhiro Omori, 2009. "Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution," CIRJE F-Series CIRJE-F-701, CIRJE, Faculty of Economics, University of Tokyo.
- Jouchi Nakajima & Yasuhiro Omori, 2010. "Stochastic Volatility Model with Leverage and Asymmetrically Heavy-tailed Error Using GH Skew Student's t-distribution," Global COE Hi-Stat Discussion Paper Series gd09-124, Institute of Economic Research, Hitotsubashi University.
- Jouchi Nakajima & Yasuhiro Omori, 2010. "Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student?s t-Distribution," CARF F-Series CARF-F-215, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Jouchi Nakajima & Yasuhiro Omori, 2009. "Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution," CARF F-Series CARF-F-199, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Jondeau, Eric, 2016. "Asymmetry in tail dependence in equity portfolios," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 351-368.
- Alfonso Novales & Laura Garcia-Jorcano, 2019. "Backtesting Extreme Value Theory models of expected shortfall," Documentos de Trabajo del ICAE 2019-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Ivana Komunjer, 2007.
"Asymmetric power distribution: Theory and applications to risk measurement,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 891-921.
- Ivana Komunjer, 2004. "Asymmetric Power Distribution: Theory and Applications to Risk Measurement," Econometric Society 2004 Latin American Meetings 44, Econometric Society.
- Alexander, Carol & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Sarabia, José María, 2012.
"Generalized beta-generated distributions,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1880-1897.
- Carol Alexander & Jose Maria Sarabia, 2010. "Generalized Beta-Generated Distributions," ICMA Centre Discussion Papers in Finance icma-dp2010-09, Henley Business School, University of Reading.
- Carol Alexander & Gauss M. Cordeiro & Edwin M. M. Ortega & José MarÃa Sarabia, 2011. "Generalized Beta-Generated Distributions," ICMA Centre Discussion Papers in Finance icma-dp2011-05, Henley Business School, University of Reading.
- Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2023.
"Vector autoregression models with skewness and heavy tails,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Sune Karlsson & Stepan Mazur & Hoang Nguyen, 2021. "Vector autoregression models with skewness and heavy tails," Papers 2105.11182, arXiv.org.
- Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2021. "Vector autoregression models with skewness and heavy tails," Working Papers 2021:8, Örebro University, School of Business.
- Wenbo Hu & Alec Kercheval, 2010. "Portfolio optimization for student t and skewed t returns," Quantitative Finance, Taylor & Francis Journals, vol. 10(1), pages 91-105.
- Sujay K Mukhoti, "undated". "Dynamic Feedback Effect And Skewness In Non-Stationary Stochastic Volatility Model With Leverage," Working papers 145, Indian Institute of Management Kozhikode.
- Laura Garcia‐Jorcano & Alfonso Novales, 2021.
"Volatility specifications versus probability distributions in VaR forecasting,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 189-212, March.
- Laura Garcia-Jorcano & Alfonso Novales, 2019. "Volatility specifications versus probability distributions in VaR forecasting," Documentos de Trabajo del ICAE 2019-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Toshinao Yoshiba, 2013. "Risk Aggregation by a Copula with a Stressed Condition," Bank of Japan Working Paper Series 13-E-12, Bank of Japan.
- Deschamps, Philippe J., 2012. "Bayesian estimation of generalized hyperbolic skewed student GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3035-3054.
- Manabu Asai & Michael McAleer & Jun Yu, 2006.
"Multivariate Stochastic Volatility,"
Microeconomics Working Papers
22058, East Asian Bureau of Economic Research.
- Siddhartha Chib & Yasuhiro Omori & Manabu Asai, 2007. "Multivariate stochastic volatility," CIRJE F-Series CIRJE-F-488, CIRJE, Faculty of Economics, University of Tokyo.
- Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely, 2013.
"Econometric modeling of exchange rate volatility and jumps,"
Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 16, pages 373-427,
Edward Elgar Publishing.
- Deniz Erdemlioglu & Sebastien Laurent & Christopher J. Neely, 2012. "Econometric modeling of exchange rate volatility and jumps," Working Papers 2012-008, Federal Reserve Bank of St. Louis.
- Fischer, Matthias J., 2007. "Are correlations constant over time? Application of the CC-TRIGt-test to return series from different asset classes," SFB 649 Discussion Papers 2007-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
More about this item
Keywords
Operational Excellence; efficiency; Pharmaceutical companies in Kenya;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hur:ijarbs:v:6:y:2016:i:9:p:266-296. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Hassan Danial Aslam (email available below). General contact details of provider: http://hrmars.com/index.php/pages/detail/IJARBSS .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.