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Evaluating quantile forecasts in the M5 uncertainty competition

Chen, Zhi; Gaba, Anil; Tsetlin, Ilia; Winkler, Robert L. - In: International journal of forecasting 38 (2022) 4, pp. 1531-1545

Persistent link: https://www.econbiz.de/10014381153

Measurement of extreme market risk : insights from a comprehensive literature review

Chakraborty, Gourab; Chandrashekhar, G. R.; … - In: Cogent economics & finance 9 (2021) 1, pp. 1-24

evaluation of the methodological and empirical advances in the measurement of the extreme market risk. This paper argues that a …

Persistent link: https://www.econbiz.de/10013183970

Impact of Intellectual Capital Efficiency on Firm performance, CAPM expected return and Value at Risk of IT MNCs in India

N, Niyas; Kavida, V. - 2021

This study analyzes the effect of Intellectual Capital Efficiency on firm performance, CAPM expected return and Value at Risk of IT MNCs in India. The best performing Ten IT companies was chosen for the study, the ICE was gauged using Value Added (VA) and Modified Value Added Intellectual...

Persistent link: https://www.econbiz.de/10013212703