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Price index modeling and risk prediction of sharia stocks in Indonesia

Hersugondo; Ghozali, Imam; Handriani, Eka; Trimono, Trimono - In: Economies : open access journal 10 (2022) 1, pp. 1-13

This study aimed to predict the JKII (Jakarta Islamic Index) price as a price index of sharia stocks and predict the loss risk. This study uses geometric Brownian motion (GBM) and Value at Risk (VaR; with the Monte Carlo Simulation approach) on the daily closing price of JKII from 1 August...

Persistent link: https://www.econbiz.de/10012800645

Using weighted distributions to model operational risk

Afonso, Lourdes B.; Real, Pedro Corte - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 469-485

Persistent link: https://www.econbiz.de/10011576788

Approximation bias in linearized Euler equations

Ludvigson, Sydney C.; Paxson, Christina H. - 1999

Persistent link: https://www.econbiz.de/10001380328

Die Einstufung des Fehlerrisikos im handelsrechtlichen Jahresabschluß anhand von Regressionen aus empirisch bedeutsamen Erfolgsfaktoren

Jacobs, Otto H.; Oestreicher, Andreas; … - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 51 (1999) 6, pp. 523-549

Persistent link: https://www.econbiz.de/10001388663

Does uncertainty imply a bias in favour of unemployment and stagnation? : a question to Bartmann, John and others

Zinn, Karl Georg - In: Jahrbücher für Nationalökonomie und Statistik 201 (1986) 5, pp. 531-534

Persistent link: https://www.econbiz.de/10001010458

Measuring risk aversion with lists : a new bias

Bosch Domènech, Antoni; Silvestre, Joaquim - 2012

bias, that we call embedding bias, is quite distinct from other confounds that have been previously observed in the use of … bias when the corresponding items of the list are removed. Our results suggest that methods other than the popular Holt and …

Persistent link: https://www.econbiz.de/10009686562