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A new methodology approach for the technical-economical evaluation of alternative waste disposal methods by use of multicriteria analysis
(2001)
This study focuses on the development of a new methodology for the selection of the best solution for municipal solid wastes disposal, after evaluating all the important factors, including economical, social and environmental ...
Forecasting: Methods and Applications
(John Wiley and Sons, 2002)
This book covers what the authors call the “full range of major forecasting methods.” These comprise of the
traditional time series methods of decomposition, exponential smoothing, simple and multiple linear regression
and ...
GARCH models in Risk Management. MEASURING VOLATILITY
(Butterworth Heinemann, 2000-02)
Abstract The objective of this chapter is to examine the ARCH family of volatility models and its use in risk analysis and measurement. An overview of unconditional and conditional volatility models is provided. The former ...
Filtering Historical Simulation. Backtest Analysis
(2000)
This paper we backtest the FHS VaR model on three types of portfolios invested over a period of two years. The first set of backtests consists of LIFFE financial futures and options contracts traded on LIFFE. In the second ...
An innovative cost – benefit analysis as a decision support system for the evaluation of alternative scenarios of water resources management
(Parlar Scientifc, 2003)
A crucial problem for planners dealing with the management of water resources is to choose among the available alternative scenarios. In the presented methodology the result is a combination of the data of all the important ...
Factors influencing prescribing behaviour of physicians in Greece and Cyprus. Results from a questionnaire based survey
(BioMed Central, 2009)
Over the past few decades, drug and overall healthcare expenditure have risen rapidly in most countries. The present study investigates the attitudes and the factors which influence physician prescribing decisions and ...
September 11: Immediate and Long Term Effects on Measures of Aggression, Prejudice, and Person Perception
(North American Journal of Psychology, 2004)
Tests of aggression, prejudice and a measure of how much uniqueness or similarity we perceive in others were administered to participants the day before the terrorist attacks of 9/ 11, the day of the attacks, six and seven ...
Spyros Makridakis: An interview with theInternational Journal of Forecasting
(Elsevier, 2006)
Following the attainment of a place in the GreekSailing Team in the Olympics of 1960, SpyrosMakridakis set sail for New York University wherehe obtained a PhD in 1969. His first academicappointment was at INSEAD where he ...
VaR Modelling on Long Run Horizons
(Kluwer Academic Publishers-Plenum Publishers, 2003-07)
The Value-at-Risk (VaR) criterion as a measure of portfolio's risk on long run horizons is considered. The method which makes possible to generate VaR estimates on longer horizons is suggested. The VaR estimation is based ...
Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)
(European Financial Management, 2002)
Filtered historical simulation provides the general framework to our backtests of portfolios of derivative securities held by a large sample of financial institutions. We allow for stochastic volatility and exchange rates. ...