Similar Search Results - EconBiz

Clustering analysis on Hurst dynamic

Di Sciorio, Fabrizio - In: Estudios de economía aplicada : revista promovida por … 42 (2024) 1, pp. 99-110

Persistent link: https://www.econbiz.de/10014514973

Estimation and asymptotics for buffered probability of exceedance

Mafusalov, Alexander; Shapiro, Alexander; Uryasev, Stan - In: European journal of operational research : EJOR 270 (2018) 3, pp. 826-836

Persistent link: https://www.econbiz.de/10011882603

Pricing climate change risks : CAPM with rare disasters and stochastic probabilities

Karydas, Christos; Xepapadeas, Anastasios - 2019

There are concerns that climate-related physical and political risks are not yet properly reflected in asset prices. To address these concerns, we develop a dynamic asset pricing framework with rare disasters related to climate change. The novelty of this paper lies in linking carbon emissions...

Persistent link: https://www.econbiz.de/10011962146

Downside risk reduction using regime-switching signals : a statistical jump model approach

Shu, Yizhan; Yu, Chenyu; Mulvey, John M. - In: The journal of asset management : a major new, … 25 (2024) 5, pp. 493-507

Persistent link: https://www.econbiz.de/10015192325

A clustering method to solve backward stochastic differential equations with jumps

Zhang, Liangliang - In: Journal of mathematical finance 10 (2020) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10012545300

Resilient route design for collection of material from suppliers with split deliveries and stochastic demands

Dong, Zhijie; Xie, Chi; Dai, Rui; Hu, Shaolong - In: Computers & operations research : and their … 146 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013348187

A multi-criteria and stochastic robustness analysis approach to compare nations sustainability

Pereira, Javier; Contreras, Pedro; Morais, Danielle Costa; … - In: Socio-economic planning sciences : the international … 80 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013191281

Simulating bivariate stationary processes with scale-specific characteristics

Bašta, Milan - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 22 (2014) 1, pp. 3-26

Persistent link: https://www.econbiz.de/10010401224

Quantile spectral processes : asymptotic analysis and inference

Kley, Tobias; Volgushev, Stanislav; Dette, Holger; … - 2014

Persistent link: https://www.econbiz.de/10010378433

Quantile spectral analysis for locally stationary time series

Skowronek, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2014

Persistent link: https://www.econbiz.de/10010347305

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