Risks Feature Papers 2020

• Outros Autores: Steffensen, Mogens (Editor)
• Formato: Recurso Electrónico Capítulo de Livro
• Idioma: inglês
• Publicado em: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2021
• Assuntos: Medicine; medical services' consumption; lifestyle factors; insurance plan; structural equation model; stock-bond correlation; VIX; economic policy uncertainty; monetary policy uncertainty; fiscal policy uncertainty; agricultural commodity futures; price discovery; market reflexivity; Hawkes process; poisson autoregressive models; contagion; predictive monitoring; information-based asset pricing; Lévy processes; gamma processes; variance gamma processes; Brownian bridges; gamma bridges; nonlinear filtering; house price prediction; real estate; machine learning; random forest; Lévy process; subordination; option pricing; risk sensitivity; stochastic volatility; Greeks; time-change; time series; volatility; probability-integral transform; ARMA model; copula
• Acesso em linha: DOAB: download the publication; DOAB: description of the publication

This book is a collection of feature articles published in Risks in 2020. They were all written by experts in their respective fields. In these articles, they all develop and present new aspects and insights that can help us to understand and cope with the different and ever-changing aspects of risk...