to estimate the conditional portfolio VaR we develop a framework using the dynamic conditional covariance model, within which various de-noising tools are employed for the estimation of the ...

Empirical data, rather than climate models, were used to estimate this variability. A new study based on 1,000 years of temperature records suggests global warming is not progressing as fast as it ...

Several other model specifications were estimated to test the sensitivity of estimates, with the bulk of values lying between €20,000-80,000. For the UK, the base case empirical estimate for the ...

Khan, Mozaffar N., and Ross L. Watts. "Estimation and Empirical Properties of a Firm-Year Measure of Accounting Conservatism." Journal of Accounting & Economics 48, nos. 2-3 (December 2009): 132–150.