Evaluating Technical Efficiency of Stock Performance using Copula-Based Stochastic Frontier Analysis Approach

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Evaluating Technical Efficiency of Stock Performance using Copula-Based Stochastic Frontier Analysis Approach

This study estimates the technical efficiency for 14 selected Malaysian trading and services companies for 2017 and 2018 using the Cobb-Douglas with the Stochastic Frontier production model. In standard stochastic frontier analysis (SSFA), the two-sided error, statistical noise, and one-sided error,...

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Bibliographic Details
Published in:	Journal of Physics: Conference Series
Main Author:	Arsad R.; Isa Z.; Ismail N.; Razak R.A.
Format:	Conference paper
Language:	English
Published:	Institute of Physics Publishing 2020
Online Access:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85086738928&doi=10.1088%2f1742-6596%2f1496%2f1%2f012020&partnerID=40&md5=941eb567dafcbe261927630481708abc

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