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You searched for subject:(conditional expectation). Showing records 1 – 18 of 18 total matches.

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KTH

1. Östlund, Simon. Imputation of Missing Data with Application to Commodity Futures.

Degree: Mathematical Statistics, 2016, KTH

In recent years additional requirements have been imposed on financial institutions, including Central Counterparty clearing houses (CCPs), as an attempt to assess quantitative measures… (more)

Subjects/Keywords: Missing Data; Bayesian Statistics; Expectation Conditional Maximization (ECM); Conditional Distribution; Robust Regression; MCMC; Copulas.; Saknad Data; Bayesiansk Statistik; Expectation Conditional Maximization (ECM); Betingad Sannolikhet; Robust Regression; MCMC; Copulas.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Östlund, S. (2016). Imputation of Missing Data with Application to Commodity Futures. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187459

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Östlund, Simon. “Imputation of Missing Data with Application to Commodity Futures.” 2016. Thesis, KTH. Accessed April 02, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187459.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Östlund, Simon. “Imputation of Missing Data with Application to Commodity Futures.” 2016. Web. 02 Apr 2020.

Vancouver:

Östlund S. Imputation of Missing Data with Application to Commodity Futures. [Internet] [Thesis]. KTH; 2016. [cited 2020 Apr 02]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187459.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Östlund S. Imputation of Missing Data with Application to Commodity Futures. [Thesis]. KTH; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187459

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Guelph

2. Levick, Jeremy. New Methods for the Perfect-Mirsky Conjecture and Private Quantum Channels .

Degree: 2015, University of Guelph

 The Perfect-Mirsky conjecture states that the set of all possible eigenvalues of an n by n doubly stochastic matrix is the union of certain specific… (more)

Subjects/Keywords: Matrix; Perfect-Mirsky; Quantum Information; Private Quantum Channel; Quasiorthogonality; Lie algebra; Conditional expectation

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APA (6th Edition):

Levick, J. (2015). New Methods for the Perfect-Mirsky Conjecture and Private Quantum Channels . (Thesis). University of Guelph. Retrieved from https://atrium.lib.uoguelph.ca/xmlui/handle/10214/9128

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Levick, Jeremy. “New Methods for the Perfect-Mirsky Conjecture and Private Quantum Channels .” 2015. Thesis, University of Guelph. Accessed April 02, 2020. https://atrium.lib.uoguelph.ca/xmlui/handle/10214/9128.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Levick, Jeremy. “New Methods for the Perfect-Mirsky Conjecture and Private Quantum Channels .” 2015. Web. 02 Apr 2020.

Vancouver:

Levick J. New Methods for the Perfect-Mirsky Conjecture and Private Quantum Channels . [Internet] [Thesis]. University of Guelph; 2015. [cited 2020 Apr 02]. Available from: https://atrium.lib.uoguelph.ca/xmlui/handle/10214/9128.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Levick J. New Methods for the Perfect-Mirsky Conjecture and Private Quantum Channels . [Thesis]. University of Guelph; 2015. Available from: https://atrium.lib.uoguelph.ca/xmlui/handle/10214/9128

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

3. Su, Nan-cheng. An Investigation of Distribution Functions.

Degree: PhD, Applied Mathematics, 2008, NSYSU

 The study of properties of probability distributions has always been a persistent theme of statistics and of applied probability. This thesis deals with an investigation… (more)

Subjects/Keywords: skew-normal distribution; nonhomogeneous Poisson process; conditional expectation; skew-Cauchy distribution; skew-t distribution.; skew-symmetric distribution; order statistics; characterization; conditional distribution; record values; order statistics property

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APA (6th Edition):

Su, N. (2008). An Investigation of Distribution Functions. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624108-184139

Chicago Manual of Style (16th Edition):

Su, Nan-cheng. “An Investigation of Distribution Functions.” 2008. Doctoral Dissertation, NSYSU. Accessed April 02, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624108-184139.

MLA Handbook (7th Edition):

Su, Nan-cheng. “An Investigation of Distribution Functions.” 2008. Web. 02 Apr 2020.

Vancouver:

Su N. An Investigation of Distribution Functions. [Internet] [Doctoral dissertation]. NSYSU; 2008. [cited 2020 Apr 02]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624108-184139.

Council of Science Editors:

Su N. An Investigation of Distribution Functions. [Doctoral Dissertation]. NSYSU; 2008. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624108-184139


North-West University

4. Rambane, Daniel Thanyani. Operators defined by conditional expectations and random measures / Daniel Thanyani Rambane .

Degree: 2004, North-West University

 This study revolves around operators defined by conditional expectations and operators generated by random measures. Studies of operators in function spaces defined by conditional expectations… (more)

Subjects/Keywords: Riesz spaces; Conditional expectations; Multiplication conditional expectation-representable operators; Random measures

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APA (6th Edition):

Rambane, D. T. (2004). Operators defined by conditional expectations and random measures / Daniel Thanyani Rambane . (Thesis). North-West University. Retrieved from http://hdl.handle.net/10394/282

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Rambane, Daniel Thanyani. “Operators defined by conditional expectations and random measures / Daniel Thanyani Rambane .” 2004. Thesis, North-West University. Accessed April 02, 2020. http://hdl.handle.net/10394/282.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Rambane, Daniel Thanyani. “Operators defined by conditional expectations and random measures / Daniel Thanyani Rambane .” 2004. Web. 02 Apr 2020.

Vancouver:

Rambane DT. Operators defined by conditional expectations and random measures / Daniel Thanyani Rambane . [Internet] [Thesis]. North-West University; 2004. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/10394/282.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rambane DT. Operators defined by conditional expectations and random measures / Daniel Thanyani Rambane . [Thesis]. North-West University; 2004. Available from: http://hdl.handle.net/10394/282

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Clemson University

5. Zapata raudales, Samuel. Three Essays on Contingent Valuation.

Degree: PhD, Applied Economics, 2012, Clemson University

 Contingent valuation (CV), a survey-based method, is widely used by researchers and government agencies to assess the value of those goods or services whose market… (more)

Subjects/Keywords: Contingent valuation; E-commerce; iterated conditional expectation; kernel functions; New technologies; nonparametric methods; Agricultural and Resource Economics

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APA (6th Edition):

Zapata raudales, S. (2012). Three Essays on Contingent Valuation. (Doctoral Dissertation). Clemson University. Retrieved from https://tigerprints.clemson.edu/all_dissertations/995

Chicago Manual of Style (16th Edition):

Zapata raudales, Samuel. “Three Essays on Contingent Valuation.” 2012. Doctoral Dissertation, Clemson University. Accessed April 02, 2020. https://tigerprints.clemson.edu/all_dissertations/995.

MLA Handbook (7th Edition):

Zapata raudales, Samuel. “Three Essays on Contingent Valuation.” 2012. Web. 02 Apr 2020.

Vancouver:

Zapata raudales S. Three Essays on Contingent Valuation. [Internet] [Doctoral dissertation]. Clemson University; 2012. [cited 2020 Apr 02]. Available from: https://tigerprints.clemson.edu/all_dissertations/995.

Council of Science Editors:

Zapata raudales S. Three Essays on Contingent Valuation. [Doctoral Dissertation]. Clemson University; 2012. Available from: https://tigerprints.clemson.edu/all_dissertations/995


Delft University of Technology

6. Chen, B. Interest Rate Derivative Pricing with Stochastic Volatility.

Degree: 2012, Delft University of Technology

 One purpose of exotic derivative pricing models is to enable financial institutions to quantify and manage their financial risk, arising from large books of portfolios.… (more)

Subjects/Keywords: LIBOR market model; SABR model; asymptotic expansion; conditional expectation

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APA (6th Edition):

Chen, B. (2012). Interest Rate Derivative Pricing with Stochastic Volatility. (Doctoral Dissertation). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a

Chicago Manual of Style (16th Edition):

Chen, B. “Interest Rate Derivative Pricing with Stochastic Volatility.” 2012. Doctoral Dissertation, Delft University of Technology. Accessed April 02, 2020. http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a.

MLA Handbook (7th Edition):

Chen, B. “Interest Rate Derivative Pricing with Stochastic Volatility.” 2012. Web. 02 Apr 2020.

Vancouver:

Chen B. Interest Rate Derivative Pricing with Stochastic Volatility. [Internet] [Doctoral dissertation]. Delft University of Technology; 2012. [cited 2020 Apr 02]. Available from: http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a.

Council of Science Editors:

Chen B. Interest Rate Derivative Pricing with Stochastic Volatility. [Doctoral Dissertation]. Delft University of Technology; 2012. Available from: http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a


Universidad del Rosario

7. Alayón González, José Luis. Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado.

Degree: 2014, Universidad del Rosario

En este trabajo se implementa una metodología para incluir momentos de orden superior en la selección de portafolios, haciendo uso de la Distribución Hiperbólica Generalizada,… (more)

Subjects/Keywords: Generalized Hyperbolic Distribution; Portfolio Selection; Robust Portfolio selection; Conditional Value at Risk; Worse Case Conditional Value at Risk; Asset Allocation; Risk Management; Markowitz; Multi-cicle, Expectation, and Conditional Estimation Method; 381; Mercados; Mercado de valores; Finanzas; Economía; Generalized Hyperbolic Distribution; Portfolio Selection; Robust Portfolio selection; Conditional Value at Risk; Worse Case Conditional Value at Risk; Asset Allocation; Risk Management; Markowitz Portfolio Selection; Multi-cicle, Expectation, and Conditional Estimation Method

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APA (6th Edition):

Alayón González, J. L. (2014). Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado. (Thesis). Universidad del Rosario. Retrieved from http://repository.urosario.edu.co/handle/10336/8856

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Alayón González, José Luis. “Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado.” 2014. Thesis, Universidad del Rosario. Accessed April 02, 2020. http://repository.urosario.edu.co/handle/10336/8856.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Alayón González, José Luis. “Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado.” 2014. Web. 02 Apr 2020.

Vancouver:

Alayón González JL. Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado. [Internet] [Thesis]. Universidad del Rosario; 2014. [cited 2020 Apr 02]. Available from: http://repository.urosario.edu.co/handle/10336/8856.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Alayón González JL. Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado. [Thesis]. Universidad del Rosario; 2014. Available from: http://repository.urosario.edu.co/handle/10336/8856

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Ottawa

8. Loukrati, Hicham. Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures .

Degree: 2018, University of Ottawa

 Au cours des dernières années, des changements importants dans le domaine des assurances et des finances attirent de plus en plus l’attention sur la nécessité… (more)

Subjects/Keywords: Extremes; Conditional tail expectation; Regularly varying tail; Hill estimator; Bootstrap; Harmonic moment estimators; T-Hill estimator; Value-at-Risk; Tail empirical distribution function

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APA (6th Edition):

Loukrati, H. (2018). Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures . (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/37594

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Loukrati, Hicham. “Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures .” 2018. Thesis, University of Ottawa. Accessed April 02, 2020. http://hdl.handle.net/10393/37594.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Loukrati, Hicham. “Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures .” 2018. Web. 02 Apr 2020.

Vancouver:

Loukrati H. Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures . [Internet] [Thesis]. University of Ottawa; 2018. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/10393/37594.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Loukrati H. Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures . [Thesis]. University of Ottawa; 2018. Available from: http://hdl.handle.net/10393/37594

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

9. Lin, Chen-yi. Some characterization results related to k-record values.

Degree: Master, Applied Mathematics, 2004, NSYSU

 In this paper, let be a sequence of k-record values from a population with common distribution function F. We will characterize the continuous (or discrete)… (more)

Subjects/Keywords: characterization; k-record values; conditional expectation; weak record values.; order statistics

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APA (6th Edition):

Lin, C. (2004). Some characterization results related to k-record values. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0701104-113922

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lin, Chen-yi. “Some characterization results related to k-record values.” 2004. Thesis, NSYSU. Accessed April 02, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0701104-113922.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lin, Chen-yi. “Some characterization results related to k-record values.” 2004. Web. 02 Apr 2020.

Vancouver:

Lin C. Some characterization results related to k-record values. [Internet] [Thesis]. NSYSU; 2004. [cited 2020 Apr 02]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0701104-113922.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lin C. Some characterization results related to k-record values. [Thesis]. NSYSU; 2004. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0701104-113922

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Virginia Tech

10. Liao, Lingrui. Novel Approaches for Some Stochastic and Deterministic Scheduling Problems.

Degree: PhD, Industrial and Systems Engineering, 2011, Virginia Tech

 In this dissertation, we develop novel approaches to independently address two issues that are commonly encountered in machine scheduling problems: uncertainty of problem parameters (in… (more)

Subjects/Keywords: expectation-variance evaluation; stochastic scheduling; conditional-value-at-risk; scenario generation; integrated lot-sizing and scheduling; high multiplicity asymmetric TSP; column generation

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APA (6th Edition):

Liao, L. (2011). Novel Approaches for Some Stochastic and Deterministic Scheduling Problems. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/77109

Chicago Manual of Style (16th Edition):

Liao, Lingrui. “Novel Approaches for Some Stochastic and Deterministic Scheduling Problems.” 2011. Doctoral Dissertation, Virginia Tech. Accessed April 02, 2020. http://hdl.handle.net/10919/77109.

MLA Handbook (7th Edition):

Liao, Lingrui. “Novel Approaches for Some Stochastic and Deterministic Scheduling Problems.” 2011. Web. 02 Apr 2020.

Vancouver:

Liao L. Novel Approaches for Some Stochastic and Deterministic Scheduling Problems. [Internet] [Doctoral dissertation]. Virginia Tech; 2011. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/10919/77109.

Council of Science Editors:

Liao L. Novel Approaches for Some Stochastic and Deterministic Scheduling Problems. [Doctoral Dissertation]. Virginia Tech; 2011. Available from: http://hdl.handle.net/10919/77109


University of Sydney

11. Chen, Qian. Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations .

Degree: 2011, University of Sydney

 Forecasting financial risk and risk measurement methods have been of increasing interest for financial market regulators and financial institutions in the past two decades. While… (more)

Subjects/Keywords: Bayesian method; Value-at-Risk; expected shortfall; asymmetric Laplace; two-sided Weibull; partitioned distribution; backtesting; Markov chain Monte Carlo; mixture of Gaussian; financial crisis; risk measurement; conditional tail expectation

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APA (6th Edition):

Chen, Q. (2011). Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/7863

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Qian. “Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations .” 2011. Thesis, University of Sydney. Accessed April 02, 2020. http://hdl.handle.net/2123/7863.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Qian. “Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations .” 2011. Web. 02 Apr 2020.

Vancouver:

Chen Q. Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations . [Internet] [Thesis]. University of Sydney; 2011. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/2123/7863.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen Q. Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations . [Thesis]. University of Sydney; 2011. Available from: http://hdl.handle.net/2123/7863

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Manitoba

12. Huang, Xinxin. Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models.

Degree: Agribusiness and Agricultural Economics, 2014, University of Manitoba

 Value at Risk (VaR) and Expected Shortfall (ES) are methods often used to measure market risk. Inaccurate and unreliable Value at Risk and Expected Shortfall… (more)

Subjects/Keywords: Risk Management; Volatility Estimate; Value at Risk; GARCH; ARMA; General Error Distribution (GED); ARMA(1,1)-GJR-GARCH(1,1)-SGED; Extreme Value Theory (EVT); General Pareto Distribution (GPD); Expected Shortfall (ES); Conditional Tail Expectation (CTE); Conditional Value at Risk (CVaR)

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APA (6th Edition):

Huang, X. (2014). Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models. (Masters Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/23875

Chicago Manual of Style (16th Edition):

Huang, Xinxin. “Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models.” 2014. Masters Thesis, University of Manitoba. Accessed April 02, 2020. http://hdl.handle.net/1993/23875.

MLA Handbook (7th Edition):

Huang, Xinxin. “Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models.” 2014. Web. 02 Apr 2020.

Vancouver:

Huang X. Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models. [Internet] [Masters thesis]. University of Manitoba; 2014. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/1993/23875.

Council of Science Editors:

Huang X. Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models. [Masters Thesis]. University of Manitoba; 2014. Available from: http://hdl.handle.net/1993/23875


University of Waterloo

13. Weng, Chengguo. Optimal Reinsurance Designs: from an Insurer’s Perspective.

Degree: 2009, University of Waterloo

 The research on optimal reinsurance design dated back to the 1960’s. For nearly half a century, the quest for optimal reinsurance designs has remained a… (more)

Subjects/Keywords: optimal reinsurance; risk measure; Value at Risk; Conditional Tail Expectation; empirical approach; convex optimization; Lagrangian method; second order conic programming

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APA (6th Edition):

Weng, C. (2009). Optimal Reinsurance Designs: from an Insurer’s Perspective. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/4766

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Weng, Chengguo. “Optimal Reinsurance Designs: from an Insurer’s Perspective.” 2009. Thesis, University of Waterloo. Accessed April 02, 2020. http://hdl.handle.net/10012/4766.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Weng, Chengguo. “Optimal Reinsurance Designs: from an Insurer’s Perspective.” 2009. Web. 02 Apr 2020.

Vancouver:

Weng C. Optimal Reinsurance Designs: from an Insurer’s Perspective. [Internet] [Thesis]. University of Waterloo; 2009. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/10012/4766.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Weng C. Optimal Reinsurance Designs: from an Insurer’s Perspective. [Thesis]. University of Waterloo; 2009. Available from: http://hdl.handle.net/10012/4766

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

14. ZHANG YUBEI. Using quasi-Monte Carlo methods to evaluate value-at-risk.

Degree: 2005, National University of Singapore

Subjects/Keywords: VAR; Monte Carlo methods; Quasi-Monte Carlo methods; low-discrepancy sequences; Fourier Transformation method; Conditional Expectation method

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APA (6th Edition):

YUBEI, Z. (2005). Using quasi-Monte Carlo methods to evaluate value-at-risk. (Thesis). National University of Singapore. Retrieved from https://scholarbank.nus.edu.sg/handle/10635/161076

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

YUBEI, ZHANG. “Using quasi-Monte Carlo methods to evaluate value-at-risk.” 2005. Thesis, National University of Singapore. Accessed April 02, 2020. https://scholarbank.nus.edu.sg/handle/10635/161076.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

YUBEI, ZHANG. “Using quasi-Monte Carlo methods to evaluate value-at-risk.” 2005. Web. 02 Apr 2020.

Vancouver:

YUBEI Z. Using quasi-Monte Carlo methods to evaluate value-at-risk. [Internet] [Thesis]. National University of Singapore; 2005. [cited 2020 Apr 02]. Available from: https://scholarbank.nus.edu.sg/handle/10635/161076.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

YUBEI Z. Using quasi-Monte Carlo methods to evaluate value-at-risk. [Thesis]. National University of Singapore; 2005. Available from: https://scholarbank.nus.edu.sg/handle/10635/161076

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Georgia Southern University

15. AL Buqami, Meznah R. Income Inequality Measures and Statistical Properties of Weighted Burr-type and Related Distributions.

Degree: MSin Mathematics (M.S.), Department of Mathematical Sciences, 2013, Georgia Southern University

  In this thesis, tail conditional expectation (TCE) in risk analysis, an important measure for right-tail risk, is presented. This value is generally based on… (more)

Subjects/Keywords: ETD; income inequality; tail conditional expectation; weighted BurrIII distribution; risk measure; average loss; Physical Sciences and Mathematics; Statistical Methodology; Statistical Models; Statistics and Probability; Survival Analysis; Jack N. Averitt College of Graduate Studies, Electronic Theses & Dissertations, ETDs, Student Research

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APA (6th Edition):

AL Buqami, M. R. (2013). Income Inequality Measures and Statistical Properties of Weighted Burr-type and Related Distributions. (Masters Thesis). Georgia Southern University. Retrieved from https://digitalcommons.georgiasouthern.edu/etd/880

Chicago Manual of Style (16th Edition):

AL Buqami, Meznah R. “Income Inequality Measures and Statistical Properties of Weighted Burr-type and Related Distributions.” 2013. Masters Thesis, Georgia Southern University. Accessed April 02, 2020. https://digitalcommons.georgiasouthern.edu/etd/880.

MLA Handbook (7th Edition):

AL Buqami, Meznah R. “Income Inequality Measures and Statistical Properties of Weighted Burr-type and Related Distributions.” 2013. Web. 02 Apr 2020.

Vancouver:

AL Buqami MR. Income Inequality Measures and Statistical Properties of Weighted Burr-type and Related Distributions. [Internet] [Masters thesis]. Georgia Southern University; 2013. [cited 2020 Apr 02]. Available from: https://digitalcommons.georgiasouthern.edu/etd/880.

Council of Science Editors:

AL Buqami MR. Income Inequality Measures and Statistical Properties of Weighted Burr-type and Related Distributions. [Masters Thesis]. Georgia Southern University; 2013. Available from: https://digitalcommons.georgiasouthern.edu/etd/880

16. Wiart, Jaspar. Semicrossed Products, Dilations, and Jacobson Radicals.

Degree: 2017, University of Waterloo

 We compute the C*-envelope of the isometric semicrossed product of a C*-algebra arising from number theory by the multiplicative semigroup of a number ring R,… (more)

Subjects/Keywords: Semicrossed product; C*-algebra; C*-envelope; Dilation; Dynamical System; Endomorphism; Finite Index Conditional Expectation; Jacobson Radical; Purely Infinite; Semi-simplicity

…4.1.6), or 2 (ii) there exists a a faithful conditional expectation Es : αs… 

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7

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APA (6th Edition):

Wiart, J. (2017). Semicrossed Products, Dilations, and Jacobson Radicals. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/12159

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wiart, Jaspar. “Semicrossed Products, Dilations, and Jacobson Radicals.” 2017. Thesis, University of Waterloo. Accessed April 02, 2020. http://hdl.handle.net/10012/12159.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wiart, Jaspar. “Semicrossed Products, Dilations, and Jacobson Radicals.” 2017. Web. 02 Apr 2020.

Vancouver:

Wiart J. Semicrossed Products, Dilations, and Jacobson Radicals. [Internet] [Thesis]. University of Waterloo; 2017. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/10012/12159.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wiart J. Semicrossed Products, Dilations, and Jacobson Radicals. [Thesis]. University of Waterloo; 2017. Available from: http://hdl.handle.net/10012/12159

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

17. McMahon, Brian. Differential framing: when meaning depends on motive.

Degree: PhD, Psychology, 2009, Georgia Tech

 Differential framing occurs when individuals with different latent motives assign qualitatively different meanings to the same attributes or events in the environment (James&Mazerolle, 2002; James&McIntyre,… (more)

Subjects/Keywords: Organizational culture; Social cognition; Meaning; Conditional reasoning; Personality; Organizational behavior; Expectation (Psychology); Personality and motivation; Human behavior

conditional reasoning. Conditional reasoning means that the outcome of the reasoning process is… …conditional on the 1 personality of the individual doing the reasoning. That is, what is… …conditional reasoning is that individuals like to believe that – for the most part – they behave… …Framing Test with subscales of another conditional reasoning measure designed to assess… 

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APA (6th Edition):

McMahon, B. (2009). Differential framing: when meaning depends on motive. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/31840

Chicago Manual of Style (16th Edition):

McMahon, Brian. “Differential framing: when meaning depends on motive.” 2009. Doctoral Dissertation, Georgia Tech. Accessed April 02, 2020. http://hdl.handle.net/1853/31840.

MLA Handbook (7th Edition):

McMahon, Brian. “Differential framing: when meaning depends on motive.” 2009. Web. 02 Apr 2020.

Vancouver:

McMahon B. Differential framing: when meaning depends on motive. [Internet] [Doctoral dissertation]. Georgia Tech; 2009. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/1853/31840.

Council of Science Editors:

McMahon B. Differential framing: when meaning depends on motive. [Doctoral Dissertation]. Georgia Tech; 2009. Available from: http://hdl.handle.net/1853/31840

18. ΔΗΜΑΚΗ, ΑΙΚΑΤΕΡΙΝΗ. ΧΑΡΑΚΤΗΡΙΣΜΟΙ ΚΑΤΑΝΟΜΩΝ ΜΕ ΕΜΦΑΣΗ ΣΤΙΣ ΚΑΤΑΝΟΜΕΣ PARETO ΚΑΙ YULE.

Degree: 1991, Οικονομικό Πανεπιστήμιο Αθηνών; Athens University Economics and Business (AUEB)

THE PRIMARY OBJECTIVE OF THIS THESIS IS TO ESTABLISH CHARACTERIZATIONS FOR DISTRIBUTIONS USED IN INCOME ANALYSIS AMONG OTHER FIELDS OF APPLICATION. THE THESISCONSISTS OF EIGHT… (more)

Subjects/Keywords: Characterizations; CONDITIONAL EXPECTATION; DAMAGE MODEL; DISTORTION MODEL; Order statistics; Pareto distribution; RELIABILITY THEORY; WARING DISTRIBUTION; WEIGHTED DISTRIBUTION; YULE DISTRIBUTION; ΔΙΑΤΕΤΑΓΜΕΝΗ ΣΤΑΤΙΣΤΙΚΗ ΣΥΝΑΡΤΗΣΗ; ΘΕΩΡΙΑ ΑΞΙΟΠΙΣΤΙΑΣ; ΚΑΝΤΑΝΟΜΗ YULE; ΚΑΤΑΝΟΜΗ PARETO; ΚΑΤΑΝΟΜΗ WARING; ΠΡΟΤΥΠΟ DAMAGE; ΠΡΟΤΥΠΟ ΔΙΑΣΤΡΕΒΛΩΣΗΣ; ΣΤΑΘΜΙΣΜΕΝΗ ΚΑΤΑΝΟΜΗ; ΥΠΟ ΣΥΝΘΗΚΗ ΑΝΑΜΕΝΟΜΕΝΗ ΤΙΜΗ; Χαρακτηρισμοί

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APA (6th Edition):

ΔΗΜΑΚΗ, . (1991). ΧΑΡΑΚΤΗΡΙΣΜΟΙ ΚΑΤΑΝΟΜΩΝ ΜΕ ΕΜΦΑΣΗ ΣΤΙΣ ΚΑΤΑΝΟΜΕΣ PARETO ΚΑΙ YULE. (Thesis). Οικονομικό Πανεπιστήμιο Αθηνών; Athens University Economics and Business (AUEB). Retrieved from http://hdl.handle.net/10442/hedi/1805

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

ΔΗΜΑΚΗ, ΑΙΚΑΤΕΡΙΝΗ. “ΧΑΡΑΚΤΗΡΙΣΜΟΙ ΚΑΤΑΝΟΜΩΝ ΜΕ ΕΜΦΑΣΗ ΣΤΙΣ ΚΑΤΑΝΟΜΕΣ PARETO ΚΑΙ YULE.” 1991. Thesis, Οικονομικό Πανεπιστήμιο Αθηνών; Athens University Economics and Business (AUEB). Accessed April 02, 2020. http://hdl.handle.net/10442/hedi/1805.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

ΔΗΜΑΚΗ, ΑΙΚΑΤΕΡΙΝΗ. “ΧΑΡΑΚΤΗΡΙΣΜΟΙ ΚΑΤΑΝΟΜΩΝ ΜΕ ΕΜΦΑΣΗ ΣΤΙΣ ΚΑΤΑΝΟΜΕΣ PARETO ΚΑΙ YULE.” 1991. Web. 02 Apr 2020.

Vancouver:

ΔΗΜΑΚΗ . ΧΑΡΑΚΤΗΡΙΣΜΟΙ ΚΑΤΑΝΟΜΩΝ ΜΕ ΕΜΦΑΣΗ ΣΤΙΣ ΚΑΤΑΝΟΜΕΣ PARETO ΚΑΙ YULE. [Internet] [Thesis]. Οικονομικό Πανεπιστήμιο Αθηνών; Athens University Economics and Business (AUEB); 1991. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/10442/hedi/1805.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

ΔΗΜΑΚΗ . ΧΑΡΑΚΤΗΡΙΣΜΟΙ ΚΑΤΑΝΟΜΩΝ ΜΕ ΕΜΦΑΣΗ ΣΤΙΣ ΚΑΤΑΝΟΜΕΣ PARETO ΚΑΙ YULE. [Thesis]. Οικονομικό Πανεπιστήμιο Αθηνών; Athens University Economics and Business (AUEB); 1991. Available from: http://hdl.handle.net/10442/hedi/1805

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.