This paper investigates conditional variance patterns in daily return series of stock market indices in the G-7 and 6 selected economies of Central and Eastern Europe. For this purpose, various linear and asymmetric GARCH models are employed. The analysis is conducted for Canada, France,...

O presente trabalho avaliou as características das séries de retornos, normalmenteencontradas em séries financeiras, para dados do mercado de arroz em casca ao produtordo Rio Grande do Sul. Um modelo da classe GARCH (1,1) tipo VaR foi utilizado paraobter previsões da variância condicional e...

Cattle feeding enterprises operate amid variability originating in prices and production. Thisresearch explicitly models yield risks related to cattle feeding by relating the mean and varianceof yield performance factors to observable conditioning variables. The results demonstratethat pen...

The quality of conceptual business process models is highly relevant for the design of corresponding information systems. In particular, a precise measurement of model characteristics can be beneficial from a business perspective, helping to save costs thanks to early error detection. This is...

The quality of conceptual business process models is highly relevant for the design of corresponding information systems. In particular, a precise measurement of model characteristics can be beneficial from a business perspective, helping to save costs thanks to early error detection. This is...

In four studies, student and nonstudent participants evaluated the possible outcomes of binary decisions involving health, safety, and environmental risks (e.g., whether to issue a dam-failure evacuation order). Many participants indicated that false positives (e.g., evacuation, but no dam...

In four studies, student and nonstudent participants evaluated the possible outcomes of binary decisions involving health, safety, and environmental risks (e.g., whether to issue a dam-failure evacuation order). Many participants indicated that false positives (e.g., evacuation, but no dam...

This dissertation research focuses on modeling and evaluating multivariate uncertainties and the dependency between the uncertainties. Managing risk and making strategic decisions under uncertainty is critically important for both individual and corporate success. In this dissertation research,...