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  • Wavelet-Based Equity VaR Estimation
    Wavelet-Based Equity VaR Estimation Wavelet models are used to analyze risk by time and frequency and provide richer information than time series models. VaR 8/2/2019 12:00:00 AM ...

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    • Authors: Kailan Shang
    • Date: Aug 2019
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Topics: Enterprise Risk Management>Risk measurement - ERM
  • Social Media Analysis of Catastrophic Responses: Twitter Data Analysis of Tornadoes
    Social Media Analysis of Catastrophic Responses: Twitter Data Analysis of Tornadoes This research report studies the social media response to three extreme tornado outbreaks: May 22, 2011 in ...

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    • Authors: Kailan Shang, R. Dale Hall, Steven Siegel
    • Date: Jun 2016
    • Competency: External Forces & Industry Knowledge
    • Topics: Enterprise Risk Management>Risk measurement - ERM
  • Wavelet-Based Equity VaR Estimation
    Wavelet-Based Equity VaR Estimation Wavelet models are used to analyze risk by time and frequency and provide richer information than time series models. VaR 8/2/2019 12:00:00 AM ...

    View Description

    • Authors: Kailan Shang
    • Date: Aug 2019
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Topics: Enterprise Risk Management>Risk measurement - ERM