Value at risk for the term structure of interest rates - an orthogonal approach

In this section we provide a comparison between the parametrizations of the conditional variance -covariance matrix arising from the Student’s t VAR model and some of the most

The growth of global markets for finance and specialized services, the need for transnational servicing networks due to sharp increases in international investment, the reduced

K) is the Banach space of continuous functions from Vq to K , equipped with the supremum norm.. be a finite or infinite sequence of elements

Government policy varies between nations and this guidance sets out the need for balanced decision-making about ways of working, and the ongoing safety considerations

No obstante, como esta enfermedad afecta a cada persona de manera diferente, no todas las opciones de cuidado y tratamiento pueden ser apropiadas para cada individuo.. La forma

 The expansionary monetary policy measures have had a negative impact on net interest margins both via the reduction in interest rates and –less powerfully- the flattening of the

Jointly estimate this entry game with several outcome equations (fees/rates, credit limits) for bank accounts, credit cards and lines of credit. Use simulation methods to

Thus, in this contribution, we present the statistical laws that describe electromagnetic field maxima distribution, and based on them, we develop a novel methodology which relates