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The new hybrid value at risk approach based on the extreme value theory
(Universidad de Chile. Facultad de Economía y Negocios, 2016)
In this paper the authors introduce a new hybrid approach based on the Extreme Value Theory (EVT) to joint estimation of Value at Risk (VaR) and Expected Shortfall (ES) for high quantiles of return distributions. The ...
B. F. Skinner: Teórico da ciência e teórico da moral?
(2009-12-01)
Would Skinner's moral theory be dependent on his scientific theory to the point of becoming meaningless without it? The mere suggestion of such hypothesis brings the problem of naturalistic fallacy, that is, the problem ...
Asymptotic behavior of periodic solutions in one-parameter families of Liénard equations
(2020-01-01)
In this paper, we consider one-parameter ( λ>0) families of Liénard differential equations. We are concerned with the study on the asymptotic behavior of periodic solutions for small and large values of λ>0. To prove our ...
ON TWO-DIMENSIONAL QUASITOPOLOGICAL FIELD THEORIES
(WORLD SCIENTIFIC PUBL CO PTE LTDSingapura, 2009)
We study a class of lattice field theories in two dimensions that includes gauge theories. We show that in these theories it is possible to implement a broader notion of local symmetry, based on semisimple Hopf algebras. ...