can be used in risk measurement and forecasting. Value at risk (VaR) is a widely used measure of financial risk, which … assumptions alone in measuring risk. Cushioning against risk has always created a plethora of complexities and challenges; hence …, this paper attempts to analyse statistical properties of various risk measures in a not normal distribution and provide a …

We investigate various statistical methods for forecasting risky choices and identify important decision predictors … three seconds of lottery-information processing. The results of our forecasting experiment show that choice-process data can … effectively be used to forecast risky gambling decisions; however, we find large differences among models’ forecasting …

We investigate various statistical methods for forecasting risky choices and identify important decision predictors … three seconds of lottery-information processing. The results of our forecasting experiment show that choice-process data can … effectively be used to forecast risky gambling decisions; however, we find large differences among models' forecasting …

can be used in risk measurement and forecasting. Value at risk (VaR) is a widely used measure of financial risk, which … assumptions alone in measuring risk. Cushioning against risk has always created a plethora of complexities and challenges; hence …, this paper attempts to analyse statistical properties of various risk measures in a not normal distribution and provide a …

model is presented to discuss estimation of the realized covariances. Various issues relating to modelling and forecasting …