duration. Reactions to Domar' s approach at the time brought about methodological assertions on the distinction between models …

agriculture — and second-round feed-back interdependent linkages. Models and studies attempting to quantify the linkages are then … discussed in terms of theoretical constructs, structural econometric models, computable general-equilibrium models, and time …-series models. …

the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …

In this paper, the authors develop a new estimation method that is suitable for censored models with two high …