Mazen Alaboud

3 Questions 8 Answers 0 Followers

Questions related from Mazen Alaboud

How lines of standard deviation boundaries are added to time series graphs?

In several journal articles, I have seen graphs of returns times series with horizontal lines to represent +/-3 or +/-5 standard deviation. I am not sure which statistical packages were used for...

14 April 2017 5,412 3 View

Whic econometrics package offers (ICSS) algorithm to detect multiple structural breaks in the unconditional variance of a time series ?

I am doing a research on the long memory of returns and I need to control for the structural breaks. In order to detect the structural breaks, following the literature I need to use the Iterated...

23 June 2016 8,695 11 View

Calculating capital adequacy according to Basel II, should "unaudited profits" be considered in Tier 2 Capital?

Due to the difference between time that banks prepare its financial reports and the time that banks need to prepare capital adequacy reports, when this comes before the end of the fiscal year...

14 August 2013 8,210 2 View