Already have an account? Get multiple benefits of using own account!
Login in your account..!
Remember me
Don't have an account? Create your account in less than a minutes,
Forgot password? how can I recover my password now!
Enter right registered email to receive password!
Extreme value theory (EVT) provides valuable insight about the tails of return distributions. Which of the following statements about EVT and its applications is incorrect?
A. The peaks over threshold (POT) approach requires the selection of a reasonable threshold, which then determines the number of observed exceedances; the threshold must be sufficiently high to apply the theory, but sufficiently low so that the number of observed exceedances is a reliable estimate.
B. EVT highlights that distributions justified by the central limit theorem (e.g., normal) can be used for extreme value estimation.
C. EVT estimates are subject to considerable model risk, and EVT results are often very sensitive to the precise assumptions made.
D. Because observed data in the tails of distribution is limited, EV estimates can be very sensitive to small sample effects and other biases.
Computation of break even points - What would the breakeven volume be at this new selling price?
what are the main differences between the bond markets and stock
Dunbar Hardware, a national hardware chain, is planning buying a smaller chain, Eastern Hardware. Dunbar's analysts project that the merger will result in incremental free flows and interest tax savings with a combined present value of $72.52 million..
One year forward rate was quoted as USD/JPY102 or 102. What is the USD cost of borrowing in JPY? Or what is the rate of borrowing in USD?
describe the accounting treatment for discontinued operations. how should an analyst treat discontinued
Calculate the present value of the three contract proposals offered by the U.S. team. Factor in any probability considerations where appropriate.
what is the best estimate of the nominal interest rate on new bonds? Round your answer to two decimal places.
a 1000 bond with a coupon rate of 5.4 paid semiannually has five years to maturity and a yield to maturity of 7.5. if
how do market-level and individual decision-maker analyses complement one another in studying the usefulness of
Apple has been successful in expanding its product and service portfolio from computers to MP3 players to mobile phones. What are Apples's business models? Describe the core competencies that have allowed Apple to make the moves from Mac to iP..
Could someone solve this problem by excle or a financial calculator? I rarely use formulas.
Under the plan there will be more bonds outstanding, and that will increase their liquidity and thus lower the interest rate on the currently outstanding bonds.
Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!
whatsapp: +1-415-670-9521
Phone: +1-415-670-9521
Email: [email protected]
All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd