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Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns
(2013-11-01)
Parametric VaR (Value-at-Risk) is widely used due to its simplicity and easy calculation. However, the normality assumption, often used in the estimation of the parametric VaR, does not provide satisfactory estimates for ...
Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns
(2013-11-01)
Parametric VaR (Value-at-Risk) is widely used due to its simplicity and easy calculation. However, the normality assumption, often used in the estimation of the parametric VaR, does not provide satisfactory estimates for ...
Effect of soil type on wood chemical constituents and calorific values of 33-year-old Corymbia citriodora
(2021-01-01)
Red Latosol (LV), Red Nitosol (NV) and Quartzarenic Neosol (RQ) have different physical and chemical characteristics, as well as water holding capacity. This study aimed to determine how such differences cause changes in ...
The value of travel time savings and the value of leisure in Zurich: Estimation, decomposition and policy implications
(Elsevier, 2021)
We use state-of-the art estimation approaches to obtain mode-specific values of travel time
savings (VTTS) based on pooled RP/SP travel choice data of Zurich workers. Unlike the
large majority of time valuation studies, ...
On a new class of electro-elastic bodies. II. Boundary value problems
(2013)
In part I of this two-part paper, a new theoretical
framework was presented to describe the response
of electro-elastic bodies. The constitutive theory that
was developed consists of two implicit constitutive
relations: ...
Geometric approach to extend Landau-Pollak uncertainty relations for positive operator-valued measures
(American Physical Society, 2014-11)
We provide a twofold extension of Landau-Pollak uncertainty relations for mixed quantum states and for positive operator-valued measures, by recourse to geometric considerations. The generalization is based on metrics ...
Psychological and Social well-being: the mediated role of values
(Association Française de Psychologie Politique, 2014-07)
Several authors have studied the relationship between well-being and values, highlighting that it is partially determined by personal values that prevail in social environment (Basabe et al., 2002; Lima & Novo, 2006; Paéz ...
Criação de valor e engajamento do funcionário: um estudo no setor público municipal na percepção dos stakeholders
(Universidade Federal de Santa MariaBrasilAdministração PúblicaUFSMPrograma de Pós-Graduação em Administração PúblicaCentro de Ciências Sociais e Humanas, 2022-04-06)
The concept of creating public value is one of the topics that has been generally studied today. In this sense, public value has become, over time, of interest to society and scholars in the area (MEYNHARDT and JASINENKO, ...
Complex networks and the b-value relationship using the degree probability distribution: the case of three mega-earthquakes in Chile in the last decade
(MDPI, 2022)
Studies from complex networks have increased in recent years, and different applications have been utilized in geophysics. Seismicity represents a complex and dynamic system that has open questions related to earthquake ...