Value at Risk (VaR) is a popular measure for quantifying the market risk that a financial institution faces into a single number. Due to the complexity of financial markets, the risks associated with a portfolio may vary over time. For accurate VaR estimation, it is necessary to have flexible methods that adapt to the underlying data distribution. In this paper, we consider VaR estimation by us...

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In this research, statistical models were formulated to study the effect of health crisis arising from COVID-19 in economic markets. Economic markets experience crises irrespective effects corresponding financial contagion. This investigation was based on a mixed linear regression model that contains both fixed and random for estimation parameters generalisation using incorporation deviations u...

Technological newness and innovativeness are important aspects of small firm development, growth and wealth creation. The contribution of the study to entrepreneurship personality research and to technology-related research in entrepreneurship is that the model of the general personality driven technological development was developed and empirically tested. Hypotheses relating the big five pers...

The Internet began as a restricted military project and has become one of the most accessible information mediums in human history. Three aspects of openness have shown influence over this development: open access, open content, and open source. Driven by consumer preference, technological soundness, and political pressure, a continuous growth in openness can be traced through the early develop...