Estimation of Integrated Flood Vulnerability Index for the Hilly Region of Uttarakhand, India
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Hazardous, Toxic, and Radioactive Waste"
DOI: 10.1061/(asce)hz.2153-5515.0000540
Abstract: Abstract Uttarakhand, a Himalayan state in India, has more than 80% of its area in the hilly regions. Owing to its hilly nature, the state is suffering from different natural calamities such as fla... read more here.
Keywords: vulnerability index; flood vulnerability; index hilly; estimation integrated ... See more keywords
Estimation of the integrated volatility using noisy high-frequency data with jumps and endogeneity
Sign Up to like & getrecommendations! Published in 2018 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2017.1307403
Abstract: ABSTRACT In this paper, we investigate a new estimator of the integrated volatility of Itô semimartingales in the presence of both market microstructure noise and jumps when sampling times are endogenous. In the first step,… read more here.
Keywords: estimation integrated; estimator; integrated volatility; volatility using ... See more keywords