{"id":1477,"date":"2017-08-14T02:01:40","date_gmt":"2017-08-13T20:01:40","guid":{"rendered":"https:\/\/dev.isrt.ac.bd\/?post_type=tribe_events&p=1477"},"modified":"2017-08-14T02:01:40","modified_gmt":"2017-08-13T20:01:40","slug":"seminar-on-monday-february-25-2013","status":"publish","type":"tribe_events","link":"https:\/\/isrt.ac.bd\/event\/seminar-on-monday-february-25-2013\/","title":{"rendered":"Seminar on Monday, February 25, 2013"},"content":{"rendered":"
\n
\n
\n

Alternatives to Extreme Value<\/h1>\n
<\/div>\n
\n
February 16, 2013 – 10:25am<\/em><\/span><\/p>\n\n\n\n\n\n\n\n
Full Title:<\/strong><\/td>\nAlternatives to Extreme Value: L\u00e9vy Spectral Risk Measures applied to leading stock indices<\/td>\n<\/tr>\n
Speaker:<\/strong><\/td>\nSharif Ullah Mozumdar, PhD<\/td>\n<\/tr>\n
<\/td>\nDepartment of Mathematics, Deltin 7 Aviator গেম টাকা ইনকাম Of Deltin 7, Bangladesh<\/td>\n<\/tr>\n
Date\/Time:<\/strong><\/td>\nMonday, February 25, 2013<\/span>,\u00a03:30pm<\/td>\n<\/tr>\n
Venue:<\/strong><\/td>\nISRT Seminar Room<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/p>\n

\n
ABSTRACT<\/strong><\/div>\n

We investigate L\u00e9vy spectral risk measures as coherent alternatives to Generalized Pareto spectral risk measures. In particular this paper conducts an empirical study on conditional distributions belonging to Generalized Hyperbolic family of L\u00e9vy processes and compares their risk-management features with traditional unconditional extreme value approach. For frequently used VaR measure, backtesting performance of conditional and unconditional approaches is investigated. The idea is to figure out whether there is any particular model which provides minimum violation of VaR for all indices.<\/p>\n<\/div>\n

<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n
<\/div>\n","protected":false},"excerpt":{"rendered":"

Alternatives to Extreme Value February 16, 2013 – 10:25am Full Title: Alternatives to Extreme Value: L\u00e9vy Spectral Risk Measures applied to leading stock indices Speaker: Sharif Ullah Mozumdar, PhD Department … [ Read More ]<\/a><\/p>\n","protected":false},"author":5,"featured_media":0,"template":"","meta":{"_acf_changed":false,"nf_dc_page":"","_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"_tribe_events_status":"","_tribe_events_status_reason":"","footnotes":""},"tags":[],"tribe_events_cat":[15],"class_list":["post-1477","tribe_events","type-tribe_events","status-publish","hentry","tribe_events_cat-seminar","cat_seminar"],"acf":[],"_links":{"self":[{"href":"https:\/\/isrt.ac.bd\/wp-json\/wp\/v2\/tribe_events\/1477","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/isrt.ac.bd\/wp-json\/wp\/v2\/tribe_events"}],"about":[{"href":"https:\/\/isrt.ac.bd\/wp-json\/wp\/v2\/types\/tribe_events"}],"author":[{"embeddable":true,"href":"https:\/\/isrt.ac.bd\/wp-json\/wp\/v2\/users\/5"}],"version-history":[{"count":1,"href":"https:\/\/isrt.ac.bd\/wp-json\/wp\/v2\/tribe_events\/1477\/revisions"}],"predecessor-version":[{"id":1478,"href":"https:\/\/isrt.ac.bd\/wp-json\/wp\/v2\/tribe_events\/1477\/revisions\/1478"}],"wp:attachment":[{"href":"https:\/\/isrt.ac.bd\/wp-json\/wp\/v2\/media?parent=1477"}],"wp:term":[{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/isrt.ac.bd\/wp-json\/wp\/v2\/tags?post=1477"},{"taxonomy":"tribe_events_cat","embeddable":true,"href":"https:\/\/isrt.ac.bd\/wp-json\/wp\/v2\/tribe_events_cat?post=1477"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}