The worldwide impact of the Global Financial Crisis (GFC) on stock markets, investors and fund managers has lead to a renewed interest in appropriate tools for robust risk management. Quantile regression is a powerful technique and deserves the interest of financial decision makers given its...

Value at Risk (VaR) is the metric adopted by the Basel Accords for banking industry internal control and regulatory reporting. This has focused attention on the measuring, estimating and forecasting of lower tail risk. Engle and Manganelli (2004) developed the conditional autoregressive value at...

Batch digestion of municipal garbage was carried out under room temperature conditions (26±4°C) for 240 days. The ultimate biogas production potential of municipal garbage was found to be 0.661 m3/kg volatile solids. The experimental and ultimate gas yields obtained from municipal garbage...