The estimation of ... We validate the model empirically by using various coverage tests and loss function measures and discover that the choice of de-noising treatments for the covariance target plays ...

In order to do so, we evaluate and compare the performance of asymmetric, FIEGARCH and FIAPARCH, versus symmetric, FIGARCH, long memory VaR models, respectively with normal, Student's t and skewed ...

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.

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 ...