Median Response to Shocks: A Model for VaR Spillovers in East Asia

The art of risk taking strategies for interesting times

Discovery’s risk framework is a holistic one, where risk management is an integral part of the investment process. The main objective of our risk framework is to protect partners’ capital when we a...

The Long and Short of Volatility Investing

Perfin Foresight - Perfin Investimentos

THE IMPACT OF EXCHANGE RATE VOLATILITY ON BRAZILIAN

The socio-economic basis of the electoral volatility

SMALL-MATURITY ASYMPTOTICS FOR THE AT-THE

Parcel Number 08-23-29-8106-12-209

Introduction to R

Extreme Value Theory and mixed Canonical vine Copulas on

Pair-Copulas Modeling in Finance

Financial Liberalization, Capital Account Regulation and Economic

Construction of Leading Economic Index for Recession Prediction

Despite its parsimony and familiarity, the normality assumption has several key shortcomings. First, it requires that each Xi be normally distributed. Thus, it rules out those predictors, whose di...

why albufeira as your sporting destination

Sustainable Tourism Indicator System for Andalusia