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Now showing items 51-60 of 92
Non parametric VaR Techniques. Myths and Realities
(Wiley Online Library, 2003-12-03)
VaR (value-at-risk) estimates are currently based on two main techniques: the variance-covariance approach or simulation. Statistical and computational problems affect the reliability of these techniques. We illustrate a ...
A quantitative model of accelerated vehicle-retirement induced by subsidy
(Elsevier, 2011)
A number of accelerated vehicle-retirement programs have been implemented by private companies and public agents to reduce pollution and promote environment friendly technology. Our paper examines subsidy programs for the ...
Factors influencing the profits and size of Greek banks operating abroad: a pooled time-series study
(Taylor & Francis, Ltd., 2005)
This paper extends the literature on foreign banking by developing a model that attempts to explain the performance of Greek banks operating abroad using a balanced pooled time-series dataset. Five variables are drawn from ...
A Simplified Approach to the Conditional Estimation of Value at Risk (VAR)
(Futures & Options World, 1996)
Emerging risk-management techniques use Value at Risk (VAR) to assess the market risk of a portfolio. We propose a relative simple method to estimate VAR conditionally to reflect new information about the volatility of ...
Forecasting Methods for Managers
(Palgrave Macmillan Journals, 1974)
The forecasting techniques available have increased both in number and com-plexity, so now is the time for a book to help both OR workers and managers to choose the most appropriate technique. Spyros Makridakis and Steven ...
A Survey of Time Series
(Longman Group Ltd, 1976)
This paper surveys time-series methods developed and used in the fields of statistics, engineering, operation
research and economics. It will describe each of the major methods now in existence and synthesize them into
an ...
Hypertension: empirical evidence and implications in 2014
(Open Heart, 2014-05-28)
High blood pressure (HBP) or hypertension (HTN) is one of the leading causes of cardiovascular (CV) morbidity and mortality throughout the world. Despite this fact, there is widespread agreement that the treatment of HBP, ...
Metastrategy: Learning and avoiding past mistakes
(Elsevier, 1997)
Lately there has been a renewed interest in strategic planning after more than a decade of focusing on operational concerns such as total quality, downsizing, benchmarking and reengineering. Will strategic planning provide ...
Forecasting in the 21st century
(International Journal of Forecasting, 1991)
Those of us in the field of forecasting are facing a serious dilemma. On the one hand we know that
all forms of forecasting must be based on historical data, on the other hand we are well aware of a
plethora of empirical ...
An Interactive Forecasting System
(Taylor & Francis, Ltd., 1974-11)
Time sharing computer configurations have introduced a new dimension in applying statistical and mathematical models to sequential decision problems. When the outcome of one step in the process influences subsequent ...