formulating VaR using the Generalized Pareto distribution (GPD) with time-varying parameter through explanatory variables (TiVEx …-US Dollar exchange rate with horizon from January 2, 1997 to March 13, 2009. Explanatory variables used were GARCH volatilities …

the relative weights of explanatory variables could be improved to make the method more logical, and therefore more in …

perceived dominant drivers as explanatory variables. Surveys of property valuers and developers are undertaken to underpin the … relatively consistent range of dominant explanatory variables applicable to office markets. The case study, in a local context …

Empirical analysis of individual response behavior is sometimes limited due to the lack of explanatory variables at the …-05 Abstract Empirical analysis of individual response behavior is sometimes limited due to the lack of explanatory variables at … explanatory variables, mixture regression, Bayesian analy- sis, Markov Chain Monte Carlo ⁄We thank Dennis Fok, Philip Hans Franses …

Empirical analysis of individual response behavior is sometimes limited due to the lack of explanatory variables at the …

This paper demonstrates the fact that collinearity between the explanatory variables has an important influence on the … two, three and n ( ) explanatory variables are established. Having in view the O.L.S. properties, a revision of the …

-rated health (SRH) and time-lagged explanatory variables, including three individual-level social capital proxies and other well …