The worldwide impact of the Global Financial Crisis (GFC) on stock markets, investors and fund managers has lead to a renewed interest in appropriate tools for robust risk management. Quantile regression is a powerful technique and deserves the interest of financial decision makers given its...

This paper features an analysis of the relationship between the S&P500 Index and the VIX using daily data obtained from both the CBOE website and SIRCA (The Securities Industry Research Centre of the Asia Pacific). We explore the relationship between the S&P500 daily continuously compounded...

Value at Risk (VaR) is the metric adopted by the Basel Accords for banking industry internal control and regulatory reporting. This has focused attention on the measuring, estimating and forecasting of lower tail risk. Engle and Manganelli (2004) developed the conditional autoregressive value at...

This paper features an analysis of the relationship between the S&P500 Index and the VIX using daily data obtained from both the CBOE website and SIRCA (The Securities Industry Research Centre of the Asia Pacic). We explore the relationship between the S&P500 daily continuously compounded return...

Batch digestion of municipal garbage was carried out under room temperature conditions (26±4°C) for 240 days. The ultimate biogas production potential of municipal garbage was found to be 0.661 m3/kg volatile solids. The experimental and ultimate gas yields obtained from municipal garbage...

Traditionally pulses have been considered important elements of cropping systems in the Indo-Gangetic Plains. They were popular because of their importance as a source of protein and ability to fix atmospheric nitrogen (N) and thus improve soil fertility. During the late 1960s and early 1970s, a...