Results 71 to 80 of about 4,544 (205)
Journal of Accounting Research, Volume 64, Issue 3, Page 1375-1426, June 2026.ABSTRACT This paper provides descriptive evidence on how stock market participants use Generative Artificial Intelligence (GenAI) to process investment‐related information. Using a data set of 1.7 million stock‐related queries from one of China's largest GenAI platforms during the first half of 2024, we document that user queries address a wide range ...
FRANK ECKER, XITONG LI, YILAN LI, FAN WU
wiley +1 more source
Fish and Fisheries, Volume 27, Issue 3, Page 519-536, May 2026.ABSTRACT Rebuilding fish stocks to levels above which they produce Maximum Sustainable Yield (MSY) is a management aim for all European commercially exploited stocks. Progress is typically monitored against the fishing mortality that produces MSY in the long term (FMSY), however, the corresponding biomass target (BMSY) is rarely evaluated nor reported.
Henning Winker +5 more
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On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles
Risks, 2018 This article reviews two leading measures of financial risk and an emerging alternative. Embraced by the Basel accords, value-at-risk and expected shortfall are the leading measures of financial risk.
James Ming Chen
doaj +1 more source
Clarifying space use concepts in ecology: Range vs. occurrence distributions
Ecology, Volume 107, Issue 3, March 2026.Abstract Quantifying animal movements is necessary for answering a wide array of research questions in ecology and conservation biology. Consequently, ecologists have made considerable efforts to identify the best way to estimate an animal's home range, and many methods of estimating home ranges have arisen over the past half a century.
Jesse M. Alston +43 more
wiley +1 more source
Specification tests in parametric value-at-risk models
, 2009 One of the implications of the creation of Basel Committee on Banking Supervision was the implementation of Value-at-Risk (VaR) as the standard tool for measuring market risk and of out-of-sample backtesting for banking risk monitoring. We stress in this
Escanciano, J.C., Olmo, J.
core +1 more source
Country Default Probabilities: Assessing and Backtesting [PDF]
We address the problem how to estimate default probabilities for sovereign countries based on market data of traded debt. A structural Merton-type model is applied to a sample of emerging market and transition countries.
Vogl, Konstantin +3 more
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Shock‐Triggered Asymmetric Response Stochastic Volatility
Journal of Forecasting, Volume 45, Issue 1, Page 217-240, January 2026.ABSTRACT We propose a novel asymmetric stochastic volatility model (STAR‐SV) in which the leverage parameter adjusts to the magnitude of past shocks. This flexible specification captures both the leverage effects and their propagation more effectively than standard asymmetric volatility models.
J. Miguel Marin, Helena Veiga
wiley +1 more source
MathematicsThe paper investigates the application of advanced machine learning (ML) methodologies, with a particular emphasis on state-of-the-art deep learning models, to predict financial market dynamics and maximize profitability through algorithmic trading ...
Phan Tien Dung, Paolo Giudici
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A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets
Energies, 2020 The transition from traditional energy to cleaner energy sources has raised concerns from companies and investors regarding, among other things, the impact on financial downside risk.
Daniel Velásquez-Gaviria +2 more
doaj +1 more source
Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques [PDF]
The proposed market-risk capital-adequacy framework, to be implemented at the end of 1997, requires Australian banks to hold capital against market risk.
Colleen Cassidy, Marianne Gizycki
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