The use of extreme value theory (EVT) is usually aimed at quantifying the asymptotic behaviour quantiles. generalised Pareto distribution (GPD) with peaks-over-threshold (POT) approach applied to bootstrap uncertainty intervals for return periods daily electricity consumption in South Africa. leeway extremes on studied here impetus behind this study. To examine effect a time-based and non-stati...

in this research, the risk, return and coefficient of variation (cv) are calculated and compared in the food, pharmaceutical and chemical industries during 2003-2008 in tehran stock exchange. also, the effect of stock transactions is investigated in the companies working in these industries to realize the risk, return and cv.  results of this research represent that there are no significant r...

Recent empirical papers report a declining trend in the cumulative abnormal return (CAR) of acquirers during an M&A program. Does this necessarily imply that acquiring CEOs are infected by hubris and are not learning from previous mistakes? We first confirm the existence of this declining trend on average. However, we find a positive CAR trend for CEOs likely to be infected by hubris, which is ...

introduction: drought is a creeping natural phenomenon, which can occur in any region. such phenomenon not only affects the region subjected to drought, but its adverse effects can also be extended to other adjacent regions. this phenomenon mainly starts with water deficiency (say less than long- term mean of variable under study such as rainfall, streamflow, groundwater level or soil moisture)...

Purpose: The study aims to verify whether silver can help reduce the risk of equity portfolio for a Polish investor without diminishing its return. What are optimal shares and in such portfolio, does it also improve skewness kurtosis return distribution compared with stock portfolio? Do change depend on situation market? Design/Methodology/Approach: author calculates descriptive statistics deci...

in regions with deficient or no data, it is necessary to apply indirect methods to estimate the peak flow. regional flood analysis is the most accurate and reliable technique in such cases. one of the regional flood methods for flood analysis in arid and semi arid regions is hybrid technique, which was applied on data of khorasan razavi province watersheds to estimate the peak flow. hybrid meth...

In this paper, temperature extremes are forecast by employing the block maxima method of the Generalized extreme value(GEV) distribution to analyse temperature data from the Cameroon Development corporation(C.D.C). By considering two sets of data (Raw data and simulated data) and two (stationary and non-stationary) models of the GEV distribution, return levels analysis is carried out and it was...