Updated May 16, 2024 Jupyter Notebook guilhermessc / VaR-threshold-and-confidence-interval Star 9 Code Issues Pull requests This project studies the effects of the shape parameter estimator uncertainty at different threshold levels on the value-at-risk confidence interval for quantitative risk manag...
In this paper, we use quantile-based analysis and nonlinear conditional autoregressive value-at-risk (CAViaR) model to investigate how cryptocurrency price... IMEN OMRI,OGUZHAN OZCELEBI - The Singapore Economic Review 被引量: 0发表: 2024年 Nexus between macroeconomic uncertainty, oil prices, and ...
Source: LHS: Neuberger Berman Research and FactSet, data as of August 31, 2024; RHS: Fama French Database, Neuberger Berman Research and FactSet, data as of August 31, 2024. For illustrative purposes only.Past performance is not indicative of future results. Small Over Large Since July 1,...
A recent concern has been raised surrounding equity in artificial intelligence access, asnoted in a reportby researchers at the University of Westminster. The growing disparity between students who can afford premium AI services and those who cannot creates an uneven playing field, where academic succ...
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Tech Supply Chain Tracker (10-Dec-2024): LGES buys GM’s plant post-Trump win. ByTech Supply Chain Tracker LGES takes over GM battery plant in response to Trump’s win, expanding its presence in the US market. India establishes a sovereign AI ecosystem, driving ambitions forward for techno...
For India, the Equity Risk Premium is 7.27%. We need a beta for TCS, which we have taken from Yahoo finance India. Source:https://in.finance.yahoo.com/ So the cost of equity (Ke) for TCS will be- Cost of Equity Formula = Rf + β ...
Last year’s series of disturbing shocks to the global economy and to the willingness of global investors to take on risk were particularly unkind to the equity markets of the so-call BRICs, the four largest emerging-market economies: Brazil, Russia, India, and China. The combined equity mark...
as of Jul 31, 2024 % of Market Value TypeFund United States 81.88 USA 79.26 United Kingdom 8.61 UK 8.18 France 1.90 Multi-Country 1.71 Canada 1.51 Japan 1.35 India 1.34 Germany 1.25 Show More Negative weightings may result from specific circumstances (including timing differences between trade...
Convertible bond issuance has surged in connection to Japanese companies increasing capital spending to “de-risk” their supply chains as a result of rising US-China tension, said Takaaki Suzuki, head of global capital markets in Japan at Morgan Stanley. ...