Statistics
Explore statistical methods, their assumptions, interpretation and limitations.
Research field
Method family
Tourism CGE Modeling
Tourism computable general equilibrium (CGE) modeling simulates how a change in tourism — a surge in inbound visitors, a major event, a new tax, or a demand collapse — ripples through an entire economy when prices, wages, exchange rates, an...
Value at Risk
Value at Risk is a financial risk measure that estimates the maximum loss a position or portfolio could suffer over a fixed holding period at a given confidence level. It is the standard benchmark in risk management and regulatory capital c...
Wavelet Financial Analysis
Wavelet financial analysis decomposes a financial time series into different frequency bands (time scales) so short- and long-term relationships can be studied at the same time. Drawing on the treatments of Gençay, Selçuk and Whitcher (2001...