This paper proposes a new novel to calculate tail risks incorporating risk-neutral information without dependence on options data. Proceeding via a non parametric approach we derive a stochastic discount factor that correctly ...

This paper proposes an empirical asset pricing test based on the homogeneity of the factor risk premia across risky assets. Factor loadings are considered to be dynamic and estimated from data at higher frequencies. The ...

The objective of this work was to evaluate the influence of water content in the evaluation of mechanical resistance to soil penetration measured through the cone index. The experiment was carried out at UNESP / FCA, ...

Biostatistics is the set of statistical methods used mainly in biology, including the design of biological experiments, the collection of experimental data, and the statistical analysis of these data. Numerous biologists ...

The main objective of this research is to evaluate the changes in local conditions in the economic, sociocultural, and environmental perspectives in association with the development of the pilgrimage tourism sector from ...

Small-sided games provide young soccer players with better opportunities to develop their skills and progress as individual and team players. There is, however, little evidence on the effectiveness of different game formats ...

Completion of the item is worth the Basin of the Lower Rio Doce, located in the city of Linhares - Espírito Santo, is analyzed through the integration of geological data for surface and subsurface, including the interpretation ...