Search Results - subject:"Exponentially weighted moving average"

Recursive estimation of the exponentially weighted moving average model

Hendrych, Radek; Cipra, Tomáš - In: Journal of risk 21 (2018/2019) 6, pp. 43-67

Persistent link: https://www.econbiz.de/10012117479

Measuring the risk of European carbon market : an empirical mode decomposition-based value at risk approach

Zhu, Bangzhu; Ye, Shunxin; He, Kaijian; Chevallier, Julien - In: Decision making and risk/return optimization in …, (pp. 373-395). 2019

Persistent link: https://www.econbiz.de/10012135887

Performance measure of routing protocol with angular coordinates and distinctive transmissions in wireless networks

Vanitha, M.; Ganesh Babu, T. R. - In: International journal of networking and virtual … 21 (2019) 1, pp. 101-111

Persistent link: https://www.econbiz.de/10012139378

Teoría de Markowitz con metodología EWMA para la toma de decisión sobre cómo invertir su dinero

Betancourt Bejarano, Katherine; García Díaz, Carlos Mario - In: Atlantic Review of Economics 1 (2013)

Financial markets currently offer various investment alternatives, including a variety of assets, which are differentiated by the level of profitability, liquidity, volatility and trading volume associated with them, among other characteristics of the market; it which implies that investors use...

Persistent link: https://www.econbiz.de/10011536962

Teoría de Markowitz con metodología EWMA para la toma de decisión sobre cómo invertir su dinero

Betancourt Bejarano, Katherine; García Díaz, Carlos Mario - In: Atlantic review of economics : AROE 1 (2013)

Persistent link: https://www.econbiz.de/10010231579

A modified MEWMA control chart : PEWMA control chart

Liu, Jian; Yang, Kai-Yun; Wen, Wei - In: International journal of management concepts and … 10 (2017) 2, pp. 184-198

Persistent link: https://www.econbiz.de/10011794993

Design and implementation issues for a class of distribution-free Phase II EWMA exceedance control charts

Graham, Marien A.; Mukherjee, Amitava; Chakraborti, … - In: International journal of production research 55 (2017) 7/8, pp. 2397-2430

Persistent link: https://www.econbiz.de/10011648626

Score-driven exponentially weighted moving averages and Value-at-Risk forecasting

Lucas, André; Zhang, Xin - In: International journal of forecasting 32 (2016) 2, pp. 293-302

Persistent link: https://www.econbiz.de/10011596763

Optimal exponentially weighted moving average X̄ charts with estimated parameters based on median run length and expected median run length

You, H.W.; Khoo, Michael B. C.; Castagliola, P.; Qu, Liang - In: International journal of production research 54 (2016) 17/18, pp. 5073-5094

Persistent link: https://www.econbiz.de/10011529905

Estimating Value At Risk

Lu, Zudi; Huang, Hai - Business School, University of Sydney - 2010

Significantly driven by JP Morgan's RiskMetrics system with EWMA (exponentially weighted moving average) forecasting …

Persistent link: https://www.econbiz.de/10010690293