Terrorism Risk Forecasting by Ideology
Sign Up to like & getrecommendations! Published in 2018 at "European Journal on Criminal Policy and Research"
DOI: 10.1007/s10610-017-9368-8
Abstract: The purpose of the present study is to produce foresights on terrorism. For the first time in the literature, we test the predictive validity of risk terrain modeling to forecast terrorism. Because the relevant literature… read more here.
Keywords: terrorism; ideology; forecasting ideology; terrorism risk ... See more keywords
Generalized value at risk forecasting
Sign Up to like & getrecommendations! Published in 2019 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2019.1610443
Abstract: Abstract In this paper, using estimating function approach, a new optimal volatility estimator is introduced and based on the recursive form of the estimator a data-driven generalized EWMA model for value at risk (VaR) forecast… read more here.
Keywords: volatility; value risk; generalized value; risk forecasting ... See more keywords