Category:Accounting and Finance
Table Of Contents: Volume 7 Issue 5 - Special Issue on Statistical modelling in Finance Conference 2006 (Temple University)
The purpose of this paper is to consider the problem of using “black‐box” methods to forecast catastrophe events, and illustrate the value of independent peer review.
The purpose of this paper is to show that subordinated debt regulatory proposals assume that transactions in the secondary market of subordinated debt can attenuate moral…
The purpose of this research is to develop and test a mathematical method of deriving zero yield curve from market prices of government bonds.
The purpose of this research is to introduce a class of FRC (fuzzy random coefficient) volatility models and to study their moment properties. Fuzzy option values and the…
Financial returns are often modeled as stationary time series with innovations having heteroscedastic conditional variances. This paper seeks to derive the kurtosis of…
This paper is intended to test the robustness of the fitness of nested GARCH models.
This paper aims to construct and compare various total‐return world stock indices based on daily data.
Online date, start – end:1999
Copyright Holder:Emerald Publishing Limited
Merged from:Balance Sheet
- Prof Bonnie Buchanan