Image de couverture de livre

Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Muhammad, Tashreef
Format:	Preprint
Publié:	2026
Sujets:	Statistical Finance 62P05, 62M10, 91G70, 91B84
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Stylized facts of the Indian Stock Market
par: Sen, Rituparna, et autres
Publié: (2019)

Probability Weighting Meets Heavy Tails: An Econometric Framework for Behavioral Asset Pricing
par: Deep, Akash, et autres
Publié: (2025)

Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation
par: Tian, Xin
Publié: (2025)

A New Stock Market Valuation Measure with Applications to Retirement Planning
par: Sarantsev, Andrey
Publié: (2019)

The VIX as Stochastic Volatility for Corporate Bonds
par: Park, Jihyun, et autres
Publié: (2024)

Convolutional Attention in Betting Exchange Markets
par: Gonçalves, Rui, et autres
Publié: (2025)

On the use of case estimate and transactional payment data in neural networks for individual loss reserving
par: Avanzi, Benjamin, et autres
Publié: (2025)

Range-Based Volatility Estimators for Monitoring Market Stress: Evidence from Local Food Price Data
par: Andrée, Bo Pieter Johannes
Publié: (2026)

Spurious Predictability in Financial Machine Learning
par: Nikolopoulos, Sotirios D.
Publié: (2026)

Geometric Observables for Financial Regime Detection
par: Hammond, Will
Publié: (2026)

Elicitability and identifiability of tail risk measures
par: Fissler, Tobias, et autres
Publié: (2024)

Same Returns, Different Risks: How Cryptocurrency Markets Process Infrastructure vs Regulatory Shocks
par: Farzulla, Murad
Publié: (2026)

The Omniscient, yet Lazy, Investor
par: Halkiewicz, Stanisław M. S.
Publié: (2025)

Coherent estimation of risk measures
par: Aichele, Martin, et autres
Publié: (2025)

From Data Acquisition to Lag Modeling: Quantitative Exploration of A-Share Market with Low-Coupling System Design
par: Fang, Jianyong, et autres
Publié: (2025)

Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index
par: Atsiwo, Abraham, et autres
Publié: (2024)

Dynamic Financial Analysis (DFA) of General Insurers under Climate Change
par: Avanzi, Benjamin, et autres
Publié: (2025)

Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection
par: Sikaria, Shubhangi, et autres
Publié: (2019)

Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting
par: Woitschig, Patrick, et autres
Publié: (2026)

Calibrated rank volatility stabilized models for large equity markets
par: Itkin, David, et autres
Publié: (2024)

Valuation Measure of the Stock Market using Stochastic Volatility and Stock Earnings
par: Sarantsev, Andrey, et autres
Publié: (2025)

Beyond Picking Winners: Correlation-Driven Tail Risk in Venture Capital Portfolio Construction
par: Liang, Yunqi, et autres
Publié: (2026)

Semiparametric Volatility Model with Varying Frequencies
par: Benito, Jetrei Benedick R., et autres
Publié: (2021)

Switching between states and the COVID-19 turbulence
par: Aarab, Ilias
Publié: (2025)

Market-based insurance ratemaking: application to pet insurance
par: Goffard, Pierre-Olivier, et autres
Publié: (2025)

Explainable Machine Learning for Macroeconomic and Financial Nowcasting: A Decision-Grade Framework for Business and Policy
par: Attolico, Luca
Publié: (2025)

Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance
par: Han, Xiyue, et autres
Publié: (2023)

The Aligned Economic Index & The State Switching Model
par: Aarab, Ilias
Publié: (2025)

Tweet Influence on Market Trends: Analyzing the Impact of Social Media Sentiment on Biotech Stocks
par: Avila, C. Sarai R.
Publié: (2024)

A Note on Subadditivity of Value at Risks (VaRs): A New Connection to Comonotonicity
par: Imamura, Yuri, et autres
Publié: (2025)

On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models
par: Han, Xiyue, et autres
Publié: (2025)

Bitcoin's Power Law: Weak Structure, Strong Forecasts
par: Baquero, Carlos, et autres
Publié: (2026)

Sharp Large Deviations and Gibbs Conditioning for Threshold Models in Portfolio Credit Risk
par: Deng, Fengnan, et autres
Publié: (2025)

External Demand, Domestic Monetary Conditions, and Remittance Dynamics in Nepal
par: Malla, Sahaj Raj
Publié: (2026)

ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets
par: Farzulla, Murad, et autres
Publié: (2026)

Log Heston Model for Monthly Average VIX
par: Park, Jihyun, et autres
Publié: (2024)

The Population Resemblance Statistic: A Chi-Square Measure of Fit for Banking
par: Potgieter, Nelis, et autres
Publié: (2023)

Double Descent and Benign Overfitting in Macroeconomic Forecasting
par: Carriero, Andrea, et autres
Publié: (2026)

Climate-Aware Copula Models for Sovereign Rating Migration Risk
par: Palaisti, Marina
Publié: (2026)

A new measure of risk using Fourier analysis
par: Grabinski, Michael, et autres
Publié: (2024)