Showing 1 - 10 of 10
In this paper we use high-frequency multivariate data and attempt to model the joint distribution (dependence structure) of daily KSE-100 returns, S&P 500 and SSE 180 index. We compute portfolio Value at Risk (VaR) using Archimedean copula for three multivariate models, which were used to model...
Persistent link: https://www.econbiz.de/10010630112
The purpose of the paper is to show some methods of extreme value theory through analysis of Pakistani financial data. It also introduced the fundamental of extreme value theory as well as practical aspects for estimating and assessing financial models for tail related risk measures.
Persistent link: https://www.econbiz.de/10010630276
The purpose of the paper is to show some methods of extreme value theory through analysis of Pakistani nancial data. It also in- troduced the fundamental of extreme value theory as well as practical aspects for estimating and assessing nancial models for tail related risk measures.
Persistent link: https://www.econbiz.de/10008866149
Kitchen Gardening Project is the revolutionary step to increase vegetables production as well as provision of cheap vegetables to the consumers. The main focus of the study was to assess the impact of kitchen gardening training given by Water Resources Research Institute (WRRI) under watershed...
Persistent link: https://www.econbiz.de/10010635857
Beekeeping or apiculture is the preservation of honey bee colonies to get pure honey and helps in pollination. Beekeeping is a useful mean of strengthening livelihoods because it creates a variety of assets. The main focus of the study was to assess the impact of beekeeping training given by...
Persistent link: https://www.econbiz.de/10010635858
Kitchen Gardening Project is the revolutionary step to increase vegetables production as well as provision of cheap vegetables to the consumers. The main focus of the study was to assess the impact of kitchen gardening training given by Water Resources Research Institute (WRRI) under watershed...
Persistent link: https://www.econbiz.de/10010641772
Beekeeping or apiculture is the preservation of honey bee colonies to get pure honey and helps in pollination. Beekeeping is a useful mean of strengthening livelihoods because it creates a variety of assets. The main focus of the study was to assess the impact of beekeeping training given by...
Persistent link: https://www.econbiz.de/10010641774
In this article we treat the problem of nonpoint source pollution as a problem of moral hazard in group. To solve this kind of problem we consider a group performance based tax coupled to tradable permits market. The tax is activated if the group fails to meet the ambient standard. So the role...
Persistent link: https://www.econbiz.de/10005804847
This paper reports on a study examining the ranking of selected attributes of fresh pork by Asian-origin consumers in San Francisco, California. Freshness is ranked as the most important attribute, followed by the attributes of the color of meat, lowness in fat, and the whiteness of fat. The...
Persistent link: https://www.econbiz.de/10005513979
This path-breaking book provides unique insights into the organisational realities of strategic reconfigurations in uncertain markets, thus advancing the dynamic capability perspective.
Persistent link: https://www.econbiz.de/10011176042