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Risk Measures with Applications in Finance and Economics
Risk Measures with Applications in Finance and Economics
Autore Wong Wing-Keung
Pubbl/distr/stampa MDPI - Multidisciplinary Digital Publishing Institute, 2019
Descrizione fisica 1 electronic resource (536 p.)
Soggetto non controllato risk assessment
VIX
business groups
SHARE
asymptotic approximation
European stock markets
whole life insurance
dynamic hedging
risk-neutral distribution
cooperative banks
Data Envelopment Analysis (DEA)
group-affiliated
early warning system
factor models
smoothing process
GMC
falsified products
S&P 500 index options
credit derivatives
corporate sustainability
term life insurance
risk management
crude oil
financial stability
social efficiency
dynamic conditional correlation
emerging market
out-of-sample forecast
financial crisis
binomial tree
news release
green energy
perceived usefulness
Bayesian approach
two-level optimization
probability of default
bank risk
SYMBOL
information asymmetry
CoVaR
probabilistic cash flow
japonica rice production
bank profitability
Monte Carlo Simulations
gain-loss ratio
coherent risk measures
Mezzanine Financing
national health system
option value
conscientiousness
online purchase intention
Slovak enterprises
spot and futures prices
liquidity premium
institutional voids
utility
random forests
bankruptcy
optimizing financial model
sustainable food security system
dynamic panel
co-dependence modelling
financial performance
time-varying correlations
Project Financing
future health risk
generalized autoregressive score functions
volatility spillovers
financial risks
simulations
life insurance
emotion
finance risk
markov regime switching
diversification
production frontier function
Granger causality
health risk
risks mitigation
returns and volatility
sadness
low-income country
the sudden stop of capital inflow
bank failure
China’s food policy
objective health status
IPO underpricing
polarity
climate change
stock return volatility
sentiment analysis
empirical process
full BEKK
stochastic frontier model
perceived ease of use
volatility transmission
openness to experience
sustainability
low carbon targets
quasi likelihood ratio (QLR) test
banking regulation
sustainable development
specification testing
fossil fuels
time-varying copula function
tree structures
monthly CPI data
coal
cartel
regular vine copulas
sustainability of economic recovery
ANN
EGARCH-m
financial security
leniency program
financial hazard map
uncertainty termination
causal path
stakeholder theory
technological progress
banking
investment horizon
regression model
two-level CES function
joy
the optimal scale of foreign exchange reserve
carbon emissions
stochastic volatility
B-splines
self-perceived health
sovereign credit default swap (SCDS)
RV5MIN
utility maximization
credit risk
policy simulation
socially responsible investment
portfolio selection
scientific verification
European banking system
risk-free rate
wild bootstrap
medication
investment profitability
Amihud’s illiquidity ratio
multivariate regime-switching
inflation forecast
risk aversion
market timing
need hierarchy theory
variance
diagonal BEKK
conjugate prior
risk
moving averages
financial risk
risk measures
ISBN 3-03897-444-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910346660703321
Wong Wing-Keung  
MDPI - Multidisciplinary Digital Publishing Institute, 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Uncertainty Quantification Techniques in Statistics
Uncertainty Quantification Techniques in Statistics
Autore Kim Jong-Min
Pubbl/distr/stampa MDPI - Multidisciplinary Digital Publishing Institute, 2020
Descrizione fisica 1 electronic resource (128 p.)
Soggetto non controllato Kullback–Leibler divergence
geometric distribution
accuracy
AUROC
allele read counts
mixture model
low-coverage
entropy
gene-expression data
SCAD
data envelopment analysis
LASSO
high-throughput
sandwich variance estimator
adaptive lasso
semiparametric regression
?1 lasso
Laplacian matrix
elastic net
feature selection
sea surface temperature
gene expression data
Skew-Reflected-Gompertz distribution
lasso
next-generation sequencing
BH-FDR
stochastic frontier model
?2 ridge
geometric mean
resampling
Gompertz distribution
adapative lasso
group efficiency comparison
sensitive attribute
MCP
probability proportional to size (PPS) sampling
randomization device
SIS
Yennum et al.’s model
ensembles
ISBN 3-03928-547-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910404091103321
Kim Jong-Min  
MDPI - Multidisciplinary Digital Publishing Institute, 2020
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui