The use of extreme value theory (EVT) is usually aimed at quantifying the asymptotic behaviour quantiles. generalised Pareto distribution (GPD) with peaks-over-threshold (POT) approach applied to bootstrap uncertainty intervals for return periods daily electricity consumption in South Africa. leeway extremes on studied here impetus behind this study. To examine effect a time-based and non-stati...

in regions with deficient or no data, it is necessary to apply indirect methods to estimate the peak flow. regional flood analysis is the most accurate and reliable technique in such cases. one of the regional flood methods for flood analysis in arid and semi arid regions is hybrid technique, which was applied on data of khorasan razavi province watersheds to estimate the peak flow. hybrid meth...

stock return is usually considered to be affected by firm’s financial ratios as well as economic variables. fundamental method assume that stock returns is not solely related to the stock market. most result come from the company condition , industry situation and whole economy. in this paper, this relationship between stock return and fundamentals is studied using the data for 22 pharmaceutica...

A lockup period for investment in a hedge fund is a time period after making the investment during which the investor cannot freely redeem his investment. It is routine to have a one-year lockup period, but recently the requested lockup periods have grown longer. Assuming that the investor will rebalance his portfolio of hedge funds on a yearly basis, if permitted, we define the annual lockup p...