Concepedia

Alex Paseka

AP

Statistics

Publications

4

Citations

145

H-Index

4

Active since

2008

Affiliations

University of Manitoba(Current)

Alex Paseka is an author at University of Manitoba specializing in business, asset pricing, and finance.

Top concepts

FinanceBusinessAsset PricingStatisticsEngineeringVolatility ModelingMultivariate Stochastic VolatilityEconomicsForecastingFuzzy Logic

Publications per year

2008–2021

4

Publications

4

Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing

A. Thavaneswaran, S.S. Appadoo, Alex Paseka · Mathematical and Computer Modelling · 2008 · 75 citations

Option Pricing, Fuzzy Logic, Fuzzy Numbers +9

Generalized value at risk forecasting

A. Thavaneswaran, Alex Paseka, Julieta Frank · Communication in Statistics- Theory and Methods · 2019 · 48 citations

Forecasting Methodology, Volatility Modeling, Engineering +18

Predictability in Consumption Growth and Equity Returns: A Bayesian Investigation

Alex Paseka, George Theocharides · Financial Review · 2010 · 11 citations

Empirical Finance, Volatility Modeling, Engineering +21

Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations

A. Thavaneswaran, You Liang, Na Yu et al. · 2021 · 11 citations

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