Financial risk model evaluation or backtesting is a key part of the internal model’s
approach to market risk management as laid out by the Basle Committee on Banking
Supervision (2004). However there are a number of ...
Comparing self-assessed indicators of subjective outcomes such as health, work disability, political efficacy, job satisfaction, etc. across countries or socio-economic groups is often hampered by the fact that different ...
Comparing self-assessed indicators of subjective outcomes such as health, work disability, political efficacy, job satisfaction, etc. across countries or socio-economic groups is often hampered by the fact that different ...
This paper describes the development, in an Irish context, of a 3-factor, 28-item version the Systemic Clinical Outcome and Routine Evaluation (SCORE) questionnaire for assessing progress in family therapy. The 40-item ...
Neuromuscular fatigue is believed to be a contributing factor to injury in athletic situations. To examine this idea, it is necessary to establish functional fatigue models that are representative of the type of physical ...
This note shows a very simple way to incorporate the effects of uncertainty about the accuracy of present value estimates into the firm's option to delay irreversible investment. It is shown that, if the firm's priors about ...
This paper presents a comprehensive theoretical and methodological framework clarifying the relationship between non-market environmental valuation techniques, in particular hedonic and life-satisfaction methods. The paper ...
Although many cities have guidelines on the quantity of green open space that should accompany residential development, there is less guidance on the type or facilities of these spaces. The study uses an approach to determine ...
Food authenticity studies are concerned with determining if food samples have been correctly labelled or not. Discriminant analysis methods are an integral part of the methodology for food authentication. Motivated by food ...
A scaled self-decomposable stochastic process put forward by Carr, Geman, Madan
and Yor (2007) is used to model long term equity returns and options prices. This
parsimonious model is compared to a number of other ...
Many recent approaches to modeling social networks have focussed on embedding
the actors in a latent “social space”. Links are more likely for actors that are
close in social space than for actors that are distant in ...
This paper examines the ability of a power system to accommodate wind generation with varying ratios of doubly fed induction generator and fixed speed induction generator
turbines from both static and dynamic aspects. By ...
Accurate forecasting of risk is the key to successful risk management techniques. Using the largest stock index futures from 12 European bourses, this paper presents VaR measures based on their unconditional and conditional ...
Cotter, John(University College Dublin. School of Business. Centre for Financial Markets, 2004)
Accurate forecasting of risk is the key to successful risk management techniques.
Using the largest stock index futures from twelve European bourses, this paper
presents VaR measures based on their unconditional and ...
First investigations on the dynamic response of bridges due to moving loads were motivated by the collapse of the Chester railway bridge in the UK in the middle of the 19th century. This failure made evident the need to ...