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Fan Ding, Min Liu, Simon M. Hsiang, Peng Hu, Yuxiang Zhang and Kewang Jiang
The complexity and uncertainty of construction projects contribute to low efficiency in the construction industry. This research applied the Takt-time planning method to optimize the construction working process, and proposed a risk control framework bas...
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Minghua Li, Yang Liu, Xi Lu, Jiale Jiang, Xuehua Ma, Ming Wen and Fuyu Ma
The accurate assessment of nitrogen (N) status is important for N management and yield improvement. The N status in plants is affected by plant densities and N application rates, while the methods for assessing the N status in drip-irrigated cotton under...
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Sailesh BHAGHOE,Gavin OOFT
Pág. 1 - 18
JEL. C22; C53; E37.
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Joel Hinaunye Eita and Charles Raoul Tchuinkam Djemo
This paper attempted to apply an EVT-based pairwise copula method for modelling risk interaction between foreign exchange rates and equity indices of the Johannesburg Stock Exchange (JSE) and to model the dependence structure of the underlying assets wit...
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Hersugondo Hersugondo, Endang Tri Widyarti, Di Asih I Maruddani and Trimono Trimono
In the economic globalization era, mainly since 2010, ASEAN countries? financial and investment sectors have emerged to accelerate economic growth. The driving factor for the financial sector?s contribution is the public?s growing interest in financial a...
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Alexander Faehnle and Mariangela Guidolin
In an environment such as e-commerce, characterized by the presence of numerous agents, competition based on product characteristics is a very important aspect. This paper proposes a model based on vector autoregressive processes (VAR) and Lasso penaliza...
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Hatice Erkekoglu,Aweng Peter Majok Garang,Adire Simon Deng
Pág. 206 - 216
While various linear and nonlinear forecasting models exist, multivariate methods like VAR, Exponential smoothing, and Box-Jenkins? ARIMA methodology constitute the widely used methods in time series. This paper employs series of Turkish private co...
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Ramzi Nekhili and Jahangir Sultan
This paper aims at identifying a validated risk model for the cryptocurrency market. We propose a stochastic volatility model with co-jumps in return and volatility (SVCJ) to highlight the role of jumps in returns and volatility in affecting Value-at-Ris...
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Jiaying Zhang, Liao-Fan Lin and Rafael L. Bras
Precipitation estimates from numerical weather prediction (NWP) models are uncertain. The uncertainties can be reduced by integrating precipitation observations into NWP models. This study assimilates Version 04 Integrated Multi-satellite Retrievals for ...
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Caner Özdurak and Veysel Ulusoy
The 2008 global financial crisis provides us with a wide range of study fields on cross-asset contagion mechanisms in the US financial markets. After a decade of the so-called subprime crisis, the impact of market news on asset volatilities increased sig...
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