00825nam0-22002891i-450-990003163410403321000316341FED01000316341(Aleph)000316341FED0100031634120000920d--------km-y0itay50------baitaIT<<Il >>premio di risultatogenesi e contrattazione nazionaledi Roberto FabbriQuaderni del Dipartimento di Economia, Istituzioni, Territorio, Università di Ferrara99.10RetribuzioniItaliaG/2.42K/3.1222Fabbri,RobertoITUNINARICAUNIMARCBK990003163410403321PaperSESSESPremio di risultato458869UNINAING0106019nam 2200817Ia 450 991013955250332120230622192328.01-119-97711-81-119-20586-71-283-40512-197866134051281-119-97710-X(CKB)2550000000064895(EBL)699340(OCoLC)760884478(SSID)ssj0000648807(PQKBManifestationID)12295967(PQKBTitleCode)TC0000648807(PQKBWorkID)10600951(PQKB)10878834(MiAaPQ)EBC699340(Au-PeEL)EBL699340(CaPaEBR)ebr10510640(CaONFJC)MIL340512(EXLCZ)99255000000006489520120816d2011 uy 0engur|n|---|||||txtccrFinancial risk forecasting[electronic resource] the theory and practice of forecasting market risk, with implementation in R and Matlab /Jón DaníelssonChichester, West Sussex, U.K. Wiley20111 online resource (298 p.)Wiley finance seriesDescription based upon print version of record.0-470-66943-8 Includes bibliographical references (p. [255]-258) and index.Financial Risk Forecasting; Contents; Preface; Acknowledgments; Abbreviations; Notation; 1 Financial markets, prices and risk; 1.1 Prices, returns and stock indices; 1.1.1 Stock indices; 1.1.2 Prices and returns; 1.2 S&P 500 returns; 1.2.1 S&P 500 statistics; 1.2.2 S&P 500 statistics in R and Matlab; 1.3 The stylized facts of financial returns; 1.4 Volatility; 1.4.1 Volatility clusters; 1.4.2 Volatility clusters and the ACF; 1.5 Nonnormality and fat tails; 1.6 Identification of fat tails; 1.6.1 Statistical tests for fat tails; 1.6.2 Graphical methods for fat tail analysis1.6.3 Implications of fat tails in finance1.7 Nonlinear dependence; 1.7.1 Sample evidence of nonlinear dependence; 1.7.2 Exceedance correlations; 1.8 Copulas; 1.8.1 The Gaussian copula; 1.8.2 The theory of copulas; 1.8.3 An application of copulas; 1.8.4 Some challenges in using copulas; 1.9 Summary; 2 Univariate volatility modeling; 2.1 Modeling volatility; 2.2 Simple volatility models; 2.2.1 Moving average models; 2.2.2 EWMA model; 2.3 GARCH and conditional volatility; 2.3.1 ARCH; 2.3.2 GARCH; 2.3.3 The ''memory'' of a GARCH model; 2.3.4 Normal GARCH; 2.3.5 Student-t GARCH2.3.6 (G)ARCH in mean2.4 Maximum likelihood estimation of volatility models; 2.4.1 The ARCH(1) likelihood function; 2.4.2 The GARCH(1,1) likelihood function; 2.4.3 On the importance of σ1; 2.4.4 Issues in estimation; 2.5 Diagnosing volatility models; 2.5.1 Likelihood ratio tests and parameter significance; 2.5.2 Analysis of model residuals; 2.5.3 Statistical goodness-of-fit measures; 2.6 Application of ARCH and GARCH; 2.6.1 Estimation results; 2.6.2 Likelihood ratio tests; 2.6.3 Residual analysis; 2.6.4 Graphical analysis; 2.6.5 Implementation; 2.7 Other GARCH-type models2.7.1 Leverage effects and asymmetry2.7.2 Power models; 2.7.3 APARCH; 2.7.4 Application of APARCH models; 2.7.5 Estimation of APARCH; 2.8 Alternative volatility models; 2.8.1 Implied volatility; 2.8.2 Realized volatility; 2.8.3 Stochastic volatility; 2.9 Summary; 3 Multivariate volatility models; 3.1 Multivariate volatility forecasting; 3.1.1 Application; 3.2 EWMA; 3.3 Orthogonal GARCH; 3.3.1 Orthogonalizing covariance; 3.3.2 Implementation; 3.3.3 Large-scale implementations; 3.4 CCC and DCC models; 3.4.1 Constant conditional correlations (CCC); 3.4.2 Dynamic conditional correlations (DCC)3.4.3 Implementation3.5 Estimation comparison; 3.6 Multivariate extensions of GARCH; 3.6.1 Numerical problems; 3.6.2 The BEKK model; 3.7 Summary; 4 Risk measures; 4.1 Defining and measuring risk; 4.2 Volatility; 4.3 Value-at-risk; 4.3.1 Is VaR a negative or positive number?; 4.3.2 The three steps in VaR calculations; 4.3.3 Interpreting and analyzing VaR; 4.3.4 VaR and normality; 4.3.5 Sign of VaR; 4.4 Issues in applying VaR; 4.4.1 VaR is only a quantile; 4.4.2 Coherence; 4.4.3 Does VaR really violate subadditivity?; 4.4.4 Manipulating VaR; 4.5 Expected shortfall4.6 Holding periods, scaling and the square root of timeFinancial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques. Written by renowned risk expert Jon Danielsson, the book begins with an introduction to financial markets and market prices, volatility clusters, fat tails and nonlinear dependence. It then goes oWiley finance series.Financial risk managementForecastingFinancial risk managementSimulation methodsR (Computer program language)Gestió financerathubGestió del riscthubPrevisióthubMètodes de simulacióthubLlibres electrònicsthubFinancial risk managementForecasting.Financial risk managementSimulation methods.R (Computer program language).Gestió financeraGestió del riscPrevisióMètodes de simulació658.155658.1550112Daníelsson Jón375914MiAaPQMiAaPQMiAaPQBOOK9910139552503321Financial risk forecasting1136804UNINA01565nam 2200421I 450 991071393560332120201211082905.0(CKB)5470000002506308(OCoLC)1200754886(EXLCZ)99547000000250630820201019j201808 ua 0engur|||||||||||txtrdacontentcrdamediacrrdacarrierCharacterization of International Space Station crew members' workload contributing to fatigue, sleep disruption and circadian de-synchronization /Bettina L. BeardMoffett Field, California :National Aeronautics and Space Administration, Ames Research Center,August 2018.1 online resource (vii, 39 pages) color illustrationsNASA/TM ;20205006969"August 2018."Includes bibliographical references (pages 28-39).Sleep disruptionnasatFatiguenasatWorkloadnasatCircadian de-synchronizationnasatSleep disruption.Fatigue.Workload.Circadian de-synchronization.Beard Bettina L.1414172Ames Research Center,GPOGPOBOOK9910713935603321Characterization of International Space Station crew members' workload contributing to fatigue, sleep disruption and circadian de-synchronization3512593UNINA01144nam0 22002653i 450 VAN0010594220240806100729.88920160628d1985 |0itac50 baitaIT|||| |||||Recupero edilizio 4il recupero dell'ambiente urbanoa cura di Luisella GelsominoLuigi Bertoldi ... [et al.]BolognaEnte Autonomo per le Fiere di Bologna1985247 p.ill. in parte col.30 cm.UrbanisticaPianificazione territorialeVANC032508ARBolognaVANL000003BertoldiLuigiVANV082311GelsominoLuisellaVANV082310Ente Autonomo per le Fiere di BolognaVANV114445650ITSOL20251010RICABIBLIOTECA DEL DIPARTIMENTO DI ARCHITETTURA E DISEGNO INDUSTRIALEIT-CE0107VAN01VAN00105942BIBLIOTECA DEL DIPARTIMENTO DI ARCHITETTURA E DISEGNO INDUSTRIALE01PREST FONDO FDEBLA33 01 52431 20160628 Recupero edilizio 41413456UNICAMPANIA