Comparing the financial returns from acacia plantations with different plantation densities and rotation ages in Vietnam
Sign Up to like & getrecommendations! Published in 2017 at "Forest Policy and Economics"
DOI: 10.1016/j.forpol.2017.06.010
Abstract: In Vietnam, planted forests account for >26% of total forest area, with approximately two-thirds of the plantation area managed by smallholders and 80% of plantation wood used for woodchip production. With increasing demand for timber… read more here.
Keywords: acacia plantations; returns acacia; plantation; rotation age ... See more keywords
Dynamics of financial returns densities: A functional approach applied to the Bovespa intraday index
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DOI: 10.1016/j.ijforecast.2017.08.001
Abstract: We model the stochastic evolution of the probability density functions (PDFs) of Ibovespa intraday returns over business days, in a functional time series framework. We find evidence that the dynamic structure of the PDFs reduces… read more here.
Keywords: financial returns; densities functional; approach applied; functional approach ... See more keywords
A quantile function approach to the distribution of financial returns following TGARCH models
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DOI: 10.1177/1471082x19876371
Abstract: We develop a novel quantile function approach to the distribution of financial returns that follow threshold GARCH models. We propose a Bayesian method to do estimation and forecasting simultaneously, which ensures that the density forecasts… read more here.
Keywords: function approach; approach distribution; quantile function; financial returns ... See more keywords