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Varma, Gautam Kumar - In: The journal of prediction markets 7 (2013) 3, pp. 45-60

Persistent link: https://www.econbiz.de/10010342033

Williams, Spencer - 2021

This Article examines how contract drafters can use data on contract outcomes to inform contract design. Building on … recent developments in contract data collection and analysis, the Article proposes “predictive contracting,” a new method of … contracting in which contract drafters can design contracts using a technology system that helps predict the connections between …

Persistent link: https://www.econbiz.de/10013244518

Computational methods in financial engineering : essays in honour of Manfred Gilli

Kontoghiorghes, Erricos John (ed.); Gilli, Manfred (honouree) - 2008

Persistent link: https://www.econbiz.de/10003635732

Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR

Benito Muela, Sonia - In: Journal of contemporary management : JMC 4 (2015) 3, pp. 67-80

Persistent link: https://www.econbiz.de/10011392904

Prediction of financial downside-risk with heavy-tailed conditional distributions

Mittnik, Stefan; Paolella, Marc S. - 2003

The use of GARCH models with stable Paretian innovations in financial modeling has been recently suggested in the literature. This class of processes is attractive because it allows for conditional skewness and leptokurtosis of financial returns without ruling out normality. This contribution...

Persistent link: https://www.econbiz.de/10009765347