Similar Search Results

Improving the Effectiveness of Weather-based Insurance: An Application of Copula Approach

Bokusheva, Raushan - 2014

The study develops the methodology for a copula-based weather index insurance rating. As the copula approach is better … for pricing a weather index insurance contract against extreme weather events. To capture the dependence structure in the …-based weather insurance contact might provide higher risk reduction compared to a regression-based indemnification. …

Persistent link: https://www.econbiz.de/10015246438

Economic complexity limits accuracy of price probability predictions by gaussian distributions

Olkhov, Victor - 2023

We discuss the economic reasons why the predictions of price and return statistical moments in the coming decades, in the best case, will be limited by their averages and volatilities. That limits the accuracy of the forecasts of price and return probabilities by Gaussian distributions. The...

Persistent link: https://www.econbiz.de/10015213335

Inspecting a seasonal ARIMA model with a random period

Aknouche, Abdelhakim; Rabehi, Nadia - 2024

This work proposes a class of seasonal autoregressive integrated moving average models whose period is an independent and identically distributed random process valued in a finite set. The causality, invertibility, and autocovariance shape of the model are first revealed. Then, the estimation of...

Persistent link: https://www.econbiz.de/10015213378

Market Potential, panel data, and aggregate fluctuations: All that glitters is not gold

Bruna, Fernando - 2024

-term theory, empirical literature has tested it using panel data methods, which capture short-term relation-ships between temporal …

Persistent link: https://www.econbiz.de/10015214096

Market Potential, panel data, and aggregate fluctuations: All that glitters is not gold

Bruna, Fernando - 2024

-term theory, empirical literature has tested it using panel data methods, which capture short-term relation-ships between temporal …

Persistent link: https://www.econbiz.de/10015214138

Market Potential, panel data, and aggregate fluctuations: All that glitters is not gold

Bruna, Fernando - 2024

-term theory, empirical literature has tested it using panel data methods, which capture short-term relation-ships between temporal …

Persistent link: https://www.econbiz.de/10015214143

Vremenske serije u stalnim cenama i problem prelaska na neoriginalnu baznu godinu

Bukvić, Rajko; Hinić, Branko - 1992

Serbian: U radu se razmatra adekvatnost korišćenja vremenskih serija u stalnim cenama iz neke, „bazne”, godine kao „realnih” izraza odgovarajućih (ekonomskih) agregata. Teorijskom analizom pokazano je da na veličine ovih serija utiče ostvarena cenovna struktura iz date godine, što...

Persistent link: https://www.econbiz.de/10015214217

Market Potential, panel data, and aggregate fluctuations: All that glitters is not gold

Bruna, Fernando - 2024

-term theory, empirical literature has tested it using panel data methods, which capture short-term relation-ships between temporal …

Persistent link: https://www.econbiz.de/10015214596

Market Potential, panel data, and aggregate fluctuations: All that glitters is not gold

Bruna, Fernando - 2024

-term theory, empirical literature has tested it using panel data methods, which capture short-term relation-ships between temporal …

Persistent link: https://www.econbiz.de/10015214597

Stationarity and ergodicity of Markov switching positive conditional mean models

Aknouche, Abdelhakim; Francq, Christian - 2020

the autoregressive conditional duration (ACD) model, the integer-valued GARCH (INGARCH) model, and the Beta observation … various mixture and Markov mixture count, duration and proportion models are provided. …

Persistent link: https://www.econbiz.de/10015216199