Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

Crystallisation starts off with nucleation, which is rather poorly understood. However, over
the last few years there have been important quantitative experiments at constant …

Our study uses the GARCH-EVT-copula model to develop out-of-sample forecasts for
diverse asset classes, including a green asset. To construct optimal portfolios, we apply four …

Dependence Modeling with Copulas covers the substantial advances that have taken place
in the field during the last 15 years, including vine copula modeling of high-dimensional …

It has been shown that vine copulas constructed from bivariate t copulas can provide good
fits to multivariate financial asset return data. However, there might be stronger tail …

We employ 38 VaR model specifications (32 GARCH and-6 GAS), assuming Gaussian and
non-Gaussian distributional innovations. Using the elicitability property of VaR, we further …

In the present research work, the use of geometrical figures have been made for the
calculation of the value of pi. Instead of circle and square, ellipse and rectangle had been …

We provide a new framework for estimating the systematic and idiosyncratic jump tail risks in
financial asset prices. Our estimates are based on in-fill asymptotics for directly identifying …

A partir del momento que los diversos aspectos de la vida social (económicos, lingüísticos,
etc) se expresen como relaciones, queda abierto el camino para una antropología …

Several countries have already introduced restrictions on trading of cryptocurrencies, and
many more are evaluating whether to follow suit. We document an unprecedented drop in …