We utilise several asset pricing models that allow for discontinuities in the returns and volatility time series in order toobtain estimates of Value-at-Risk (VaR). The first class of model that we use mixes a continuous diffusion processwith discrete jumps at random points in time (Poisson Jump...

This research assesses the performance of over-dispersed Poisson regression model and negative binomial model with count data. It examines the association between price plan features of mobile phone services and the number of people who adopt the plan. Mobile service data is used to estimate the...