Results 21 to 30 of about 1,649,494 (266)
EURASIP Journal on Advances in Signal Processing, 2023 Integrated satellite–aerial–terrestrial relay networks (ISATRNs) play a vital role in next-gen networks, particularly those with high-altitude platforms (HAP).
Jiao Li +5 more
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Pricing European Options in the Heston and the Double Heston models
Quantitative Methods in Economics, 2021 Two models of pricing European options are presented and compared in this paper, i.e. the Heston model and the double Heston model. As the models belong to the class of stochastic volatility models, particular attention is paid to the way the ...
Arkadiusz Orzechowski
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Responsible Research and Innovation in the Context of University Technology Transfer
Acta Universitatis Lodziensis. Folia Oeconomica, 2017 The term „Responsible Research and Innovation (RRI)” has been increasingly used for over a decade. The RRI concept is not currently well defined. The theory of RRI is not developed enough and there are still conceptual divergences.
Jerzy Piotr Gwizdała, Karol Śledzik
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Challenges of integrated variance estimation in emerging stock markets [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2019 Estimating integrated variance, using high frequency data, requires modelling experience and data crunching skills. Although intraday returns have attracted much attention in recent years, handling these data is challenging because of their ...
Josip Arnerić, Mario Matković
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Risks in China’s Financial System [PDF]
Annual Review of Financial Economics, 2018 Motivated by growing concerns about the risks and instability of China's financial system, this article reviews several commonly perceived financial risks and discusses their roots in China's politico-economic institutions. We emphasize the need to evaluate these risks within China's unique economic and financial systems, in which the state and ...
Song, Zheng (Michael), Xiong, Wei
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Testing 65 Equity Indexes for Normal Distribution of Returns [PDF]
Journal of Economics and Management, 2018 Aim/purpose - The primary aim of the paper is to verify the hypothesis on the normal distributions of 65 stock index returns, while the secondary aims are to examine normal distributions for specific years (for six indexes) and for bull and bear markets (
Krzysztof Borowski
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Procedia Computer Science, 2014 AbstractThis paper aims to present an alternative paradigm of financial risk to mitigate future financial crises. We argue that risk is not simply a feature of a financial product but a good in and of itself. Examining financial risk, we argue that it is most accurately typed as a common pool (particularly systemic risk) and so another approach to ...
W. Travis Selmier II +2 more
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Operational Risks in Financial Sectors [PDF]
Advances in Decision Sciences, 2012 A new risk was born in the mid-1990s known as operational risk. Though its application varied by institutions—Basel II for banks and Solvency II for insurance companies—the idea stays the same. Firms are interested in operational risk because exposure can be fatal. Hence, it has become one of the major risks of the financial sector.
Elias Karam, Frédéric Planchet
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Assessing financial model risk [PDF]
European Journal of Operational Research, 2013 Model risk has a huge impact on any risk measurement procedure and its quantification is therefore a crucial step. In this paper, we introduce three quantitative measures of model risk when choosing a particular reference model within a given class: the absolute measure of model risk, the relative measure of model risk and the local measure of model ...
Pauline Barrieu, Giacomo Scandolo
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Risks, 2022 This study examines the relationship between the financial performance and working capital management practices of South African retail firms listed on the Johannesburg Stock Exchange.
Garikai Mandipa, Athenia Bongani Sibindi
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