Stock Market Efficiency.- Chapter 6 Stock Market Volatility.- Chapter 7 Globalization and Market Integration.- Chapter 8 …

This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk … different risk perspectives can select their optimal Value at Risk Bayesian point estimate and documents that the differences …

-arbitrage relations through the correlation structure of interest rates. Therefore, unspanned stochastic volatility (USV) as well as … between the bond price dynamics and the subordinated stochastic volatility process, whereas Random Field models allow for a …

-by-tick asset prices to forecast the risk of upcoming volatility shocks. Holger Kömm embeds the proposed strategy in a monitoring …Integrated Volatility -- Zero-inflated Data Generation Processes -- Algorithmic Text Forecasting. … system, using first, a sequence of competing estimators to compute the unobservable volatility; second, a new two …

In this book, experts discuss whether volatility, uncertainty, complexity and ambiguity (VUCA) represent a challenge or … from East and West, to develop integrative self-management theory and practice; provides direction to support an … Theory of Karma to Make Boundary Judgements in Systemic Interventions -- Rediscovering Transcendence Behind VUCA and …

into a single, powerful set of strategies to maximize leverage while minimizing risk …

Gaston Michel investigates whether shocks to real estate markets constitute an important source of the risk that is … priced in the cross section of equity returns. His results document that real estate risk explains a large part of the cross … pricing story: higher asset returns must be associated with lower prices and higher risk exposure. In particular, he …

The research and its outcomes presented here focus on spatial sampling of agricultural resources. The authors introduce … sampling designs and methods for producing accurate estimates of crop production for harvests across different regions and …