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Wavelet-Based Equity VaR Estimation
Figure 1 shows the annualized volatility using daily S&P 500 index return from 1990 to 2017. Assuming a ... temporal impact in economic risk analysis. Figure 1. S&P 500 Index Return Annualized Volatility (1990–2017) ...- Authors: Kailan Shang
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Social Media Analysis of Catastrophic Responses: Twitter Data Analysis of Tornadoes
3 © 2016 Society of Actuaries TABLE OF CONTENTS Section 1: Tornado Twitter Data .. ... public accessibility of data and affordability. Table 1 Three Tornado Events Location Joplin, MO ...- Authors: Kailan Shang, R. Dale Hall, Steven Siegel
- Date: Jun 2016
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM