This article ( original research paper) proposes a systematic regression-based fundamental equity valuation model that can potentially be applied in areas such as quantitative finance and machine ...

This paper examines a set of value-at-risk (VaR) models and their ability to appropriately describe and capture price-change risk in the European energy market. We make in-sample, one-day-ahead VaR ...

New York, Aug. 07, 2020 (GLOBE NEWSWIRE) -- Reportlinker.com announces the release of the report "Hysteroscopes (General Surgery) - Global Market Analysis and ...

In survival data analysis, a central interest is to identify the relationship between a possibly censored survival time and explanatory covariates. In this article, a new censored quantile regression ...