the purpose of this study is estimation of daily value at risk (var) for total index of tehran stock exchange using parametric, nonparametric and semi-parametric approaches. conditional and unconditional coverage backtesting are used for evaluating the accuracy of calculated var and also to compare the performance of mentioned approaches. in most cases, based on backtesting statistics results, ...

The purpose of this study is estimation of daily Value at Risk (VaR) for total index of Tehran Stock Exchange using parametric, nonparametric and semi-parametric approaches. Conditional and unconditional coverage backtesting are used for evaluating the accuracy of calculated VaR and also to compare the performance of mentioned approaches. In most cases, based on backtesting statistics Results, ...

Introduction of Human Development Index (HDI) by UNDP in early 1990 followed a surge in use of non-parametric and parametric indices for measurement and comparison of countries performance in development, globalization, competition, well-being and etc. The HDI is a composite index of three indicators. Its components are to reflect three major dimensions of human development: longevity, knowledg...

weather data generators (wgs) have been developed for an extension of time series of such weather variables as rainfall, temperature and relative humidity to provide better understanding of systems affected by climatic factors. different algorithms have been applied in these generators, broadly divided into parametric & non-parametric ones. in this study, the performance of non-parametric gener...

in the course of the present study, the results of parametric approach are compared with those obtained through fuzzy approach using ahp as well as multivariate regression methods for comparisons and investigating the efficiency of the fuzzy method as applied in land suitability assessments. the correlation coefficients between land index and observed yield in the study area through fuzzy appro...

This paper presents a performance evaluation of European airports, based on the application both parametric and non-parametric approaches. We have evaluated 115 busiest airports in Europe according to number passengers checked-in 2018. The four inputs we used were Terminals, Runways, Boarding gates, Aircraft stands. Three variables describe outputs, namely, Passengers, Movements, Cargo. method ...

introduction of human development index (hdi) by undp in early 1990 followed a surge in use of non-parametric and parametric indices for measurement and comparison of countries performance in development, globalization, competition, well-being and etc. the hdi is a composite index of three indicators. its components are to reflect three major dimensions of human development: longevity, knowledg...