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Value-at-risk : theory and practice

Holton, Glyn A. - 2003

Persistent link: https://www.econbiz.de/10001748316

Risk management

Mars, Gerald (ed.); Weir, David (ed.) - 2018

Persistent link: https://www.econbiz.de/10011774285

A Fuzzy Integrated Logical Forecasting Model for Dry Bulk Shipping Index Forecasting : An Improved Fuzzy Time Series Approach

Duru, Okan - 2013

This study develops an improved fuzzy time series method via adjustment of the latest value factor and previous error patterns. There are many fuzzy extended applications in the literature, and the fuzzy time series is one successful implementation of fuzzy logical modelling. Fuzzy time series...

Persistent link: https://www.econbiz.de/10013088989

A new approach for detecting shifts in forecast accuracy

Chiu, Ching Wai Jeremy; Hayes, Simon; Kapetanios, George; … - 2018

Forecasts play a critical role at inflation targeting central banks, such as the Bank of England. Breaks in the forecast performance of a model can potentially incur important policy costs. Commonly used statistical procedures, however, implicitly put a lot of weight on type I errors (or false...

Persistent link: https://www.econbiz.de/10011928906

Understanding prices at art auctions : a conceptual framework for the auction price mechanism

Noll, Laura - 2022

ambiguities between theory and practice and elucidate the role of marketing for auction prices. The result is a conceptual … approaches in theory and practice: Theory is dominated by quantitative studies that measure the effects of individual factors … is no comprehensive theory of auction prices that combines both perspectives. To fill this gap, the author conducts three …

Persistent link: https://www.econbiz.de/10013450820