The Multi-faceted Character of Risk in Maritime Freight Markets (Panamax) 1996-2012
Year of publication: |
2015
|
---|---|
Authors: | Goulielmos, Alexandros M. |
Published in: |
SPOUDAI - Journal of Economics and Business. - Piraeus : University of Piraeus, ISSN 2241-424X. - Vol. 65.2015, 1/2, p. 67-86
|
Publisher: |
Piraeus : University of Piraeus |
Subject: | Risk | excess kurtosis-skewness risk | non-normality risk | long term dependence | "Noah" effect | forecasting catastrophe's risk | BPI 1996 - 2012 | Hurst exponent |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 832370142 [GVK] hdl:10419/169168 [Handle] RePEc:spd:journl:v:65:y:2015:i:1-2:p:67-86 [RePEc] |
Classification: | C65 - Miscellaneous Mathematical Tools ; C53 - Forecasting and Other Model Applications ; E44 - Financial Markets and the Macroeconomy ; G17 - Financial Forecasting |
Source: |
-
The multi-faceted character of risk in maritime freight markets (Panamax) 1996 - 2012
Goulielmos, Alexandros M., (2015)
-
Trifonov, Yuriy, (2014)
-
Montecarlo simulation of long-term dependent processes: a primer
Rincón, Carlos León, (2011)
- More ...
-
"After end-2008 structural changes in containership market" and their impact on industry's policy
Goulielmos, Alexandros M., (2018)
-
The Effect of Maritime Security Regime (ISPS Code) on World Supply of Seafarers
Goulielmos, Alexandros M., (2014)
-
Goulielmos, Alexandros M., (2014)
- More ...