Showing 1 - 10 of 16,468
Persistent link: https://www.econbiz.de/10001617180
Persistent link: https://www.econbiz.de/10000610528
Persistent link: https://www.econbiz.de/10001504601
In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she investigates the issue related to the backtesting of Expected...
Persistent link: https://www.econbiz.de/10014018353
Persistent link: https://www.econbiz.de/10011411468
an autoregressive integrated moving average (ARIMA) model, applied to Italy, Russia, and the USA The analysis is ….worldometers.info/coronavirus/). The best ARIMA models were Italy (4,2,4), Russia (1,2,1), and the USA (6,2,3). The results showed that: i) ARIMA models … are reliable enough when new daily cases begin to stabilize; ii) Italy, the USA, and Russia reached the peak of COVID-19 …
Persistent link: https://www.econbiz.de/10014096892
Persistent link: https://www.econbiz.de/10012874866
Persistent link: https://www.econbiz.de/10013348217
Preliminary data on Russia's economic results of 2015, as well as the current trends in the global energy market, give … grounds for revising down possible scenarios for Russia's economy in 2016-2017. For instance, a scenario of yearly average oil … prices staying at $35 a barrel in 2016 is now the baseline scenario, whereas $50 a barrel is considered optimistic (Russia …
Persistent link: https://www.econbiz.de/10012998564
Persistent link: https://www.econbiz.de/10003750359