Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation The purpose of this paper is to compare in-sample and out-of-sample performances of three parametric and non-parametric ...

The future is likely to bring even more customised parametric plans, underpinned by robust weather and pollution data ...

Value-at-risk (VaR) is one of the most common risk measures used in finance. The correct estimation of VaR is essential for any financial institution, in order to arrive at the accurate capital ...

It is hard to imagine a time without active amplification. However, if you go back far enough, radio communications started in an era where generating RF required something like a spark gap and ...

Parametric insurance pays out based on whether or not an event, such as a natural disaster, happens within the parameters of your policy. If you are a homeowner, parametric insurance can be a good ...

Parametric tests make assumptions that aspects of the data follow some sort of theoretical probability distribution. Non-parametric tests or distribution free methods do not, and are used when the ...

This was an unprecedented year for Tsinghua University’s Non-Linear Parametric Workshop with close to 200 students attending. Students of the Advanced Design Unit taught by Daniel Gillen, Xu Feng with ...