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Measuring stock market uncertainty
Dakey, Prasad Teja - In: Theoretical and applied economics : GAER review 30 (2023) 2/635, pp. 199-162
Persistent link: https://www.econbiz.de/10014485211
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Uncertainty and the decision maker : assessing and managing the risk of undesirable outcomes
Gafni, Amiram; Walter, Stephen; Birch, Stephen - In: Health economics 22 (2013) 11, pp. 1287-1294
Persistent link: https://www.econbiz.de/10010242984
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Stochastically induced critical depensation and risk of stock collapse
Poudel, Diwakar; Sandal, Leif K.; Kvamsdal, Sturla Furunes - In: Marine resource economics 30 (2015) 3, pp. 297-313
Persistent link: https://www.econbiz.de/10011313703
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Risk management decisions and value under uncertainty
Barone-Adesi, Giovanni; Clark, Ephraim; Prigent, Jean-Luc - In: Risk management decisions and value under uncertainty, (pp. 603-604). 2022
Persistent link: https://www.econbiz.de/10013341955
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A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew; Luo, Dan - In: Journal of financial markets 64 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
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Robust parameter design based on Gaussian process with model uncertainty
Feng, Zebiao; Wang, Jianjun; Ma, Yizhong; Tu, Yiliu - In: International journal of production research 59 (2021) 9, pp. 2772-2788
Persistent link: https://www.econbiz.de/10012516258
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Seismic risk mitigation decisions under uncertainty
MacGuire, Robin K. - In: Risk assessment, modeling and decision support : …, (pp. 185-198). 2008
Persistent link: https://www.econbiz.de/10003647481
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Forecasting and uncertainty : a survey
Makridakis, Spyros G.; Bakas, Nikolas - In: Risk and decision analysis 6 (2015/2016) 1, pp. 37-64
Persistent link: https://www.econbiz.de/10011573720
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On the use of trade-to-trade returns for risk estimation in thin security markets : a note
Berglund, Tom - 1984
Persistent link: https://www.econbiz.de/10000534283
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Time-series momentum : a Monte-Carlo approach
Cheng, Enoch; Struck, Clemens - 2019
This paper develops a Monte-Carlo backtesting procedure for risk premia strategies and employs it to study Time … results are robust to using different time-series models, time periods, asset classes, and risk measures. …
Persistent link: https://www.econbiz.de/10011990919