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The Extended Odd Weibull-G Family: Properties And Applications
(2019)
The Weibull distribution is one of the most popular and widely used model for failure time in life-testing and reliability theory. In this study, we introduce a new class of continuous distributions called the extended odd ...
Odd Burr Lindley Distribution With Properties And Applications
(Hacettepe Univ, Fac Sci, 2017)
In this study, we introduce a new model called the Odd Burr Lindley distribution which extends the Lindley distribution and has increasing, bathtub and upside down shapes for the hazard rate function. It includes the odd ...
Uç Değerler Teorisi ve Riske Maruz Değer
(Fen Bilimleri Enstitüsü, 2014)
Value-At-Risk (VaR) is a method, measures the maximum loss of the investment for a given confidence interval and holding period. When the classical VaR models are analyzed, it is shown that these models are based on the ...
THE IMPORTANCE OF FAT-TAILED AND SKEWED DISTRIBUTIONS IN MODELING VALUE-AT-RISK
(Fen Bilimleri Enstitüsü, 2018)
Most of the Value-at-Risk models assume that financial returns are normally distributed, despite the fact that they are commonly known to be left skewed, fat-tailed and excess kurtosis. Forecasting Value-at-Risk with ...
THE IMPORTANCE OF FAT-TAILED AND SKEWED DISTRIBUTIONS IN MODELING VALUE-AT-RISK
(Fen Bilimleri Enstitüsü, 2018)
Most of the Value-at-Risk models assume that financial returns are normally distributed, despite the fact that they are commonly known to be left skewed, fat-tailed and excess kurtosis. Forecasting Value-at-Risk with ...