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Extreme risk and value at risk in the Pakistan stock market

Thesis Info

Author

Syed, Zishan Ali

Supervisor

Ishfaq Ahmad

Department

Department of Mathematics and Statistics

Program

MS

Institute

International Islamic University

Institute Type

Public

City

Islamabad

Province

Islamabad

Country

Pakistan

Thesis Completing Year

2017

Thesis Completion Status

Completed

Page

50

Subject

Media and Communication Studies

Language

English

Other

MS 519.2 SYE

Added

2021-02-17 19:49:13

Modified

2023-01-06 19:20:37

ARI ID

1676722004965

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برکتوں سے بھرا ہے سفر نعت کا

برکتوں سے بھرا ہے سفر نعت کا
رُوح پر ہو رہا ہے اثر نعت کا

لفظ آتا ہے تو اِذن ِ سرکارؐ سے
ایک اک لفظ ہے معتبر نعت کا

راہِ مضمون ِ تازہ کہاں بند ہے
تا قیامت کُھلا ہے یہ در نعت کا

دشتِ شعر و سخن کی کڑی دُھوپ میں
سایہ دیتا رہے گا شجر نعت کا

شاخِ معنی ہوئی بارور، آگیا
برگ و بار ثنا اور ثمر نعت کا

اِ س پہ ابلیس کا آنا جانا نہیں
راستہ ہے سدا بے خطر نعت کا

اکتساب اِس میں ذرّہ برابر نہیں
ہے سراسر عطا یہ ہنر نعت کا

حاضری ہو کبھی روضئہ پاک پر
لے کے دیوان یہ مختصر نعت کا

Indo-Afghan Relations: Challenges and Options for Pakistan in Post 9/11 Era

The Indian soft power image in Afghanistan and strategic partnership between the two countries has become a great challenge for Pakistan political and security forces. India wants to prevent Pakistan from regaining “preponderant” influence in present day Afghanistan, and in this context, the paper discusses the history of troubled Pakistan-Afghanistan and Pakistan-India relations. The paper will present a comprehensive analysis on why Afghanistan is strategically important for Pakistan, how it affects Pak-Afghan relations, and how it provided India an opportunity to limit Pakistan’s role in Afghanistan? India’s idea of encircling Pakistan from east and west is a factor the importance of which India understood and used to her gain in 1971 East Pakistani crisis. Pakistan’s idea of ‘strategic depth’ can be understood as a lesson learnt from India’s two-frontier strategy against Pakistan. The paper suggests that Pakistan does not need strategic depth any more. On the contrary, it needs stable, mature and good neighbors so that both countries can come out of standoff. In this way Pakistan could become a partner in a wide range of areas from security to economic and social sectors.

Effects of New Physics on Neutrino Interactions

Effects of New Physics on Neutrino Interactions We explore the effects of neutrino interactions due to new physics with the standard Lorentz structure, but with the nonstandard flavor structure in the reactor electron- antineutrino disappearance short- and medium-baseline oscillation and in the very- short-baseline scattering experiments. In both types of experiments, we explore the nonstandard interactions of neutrinos produced in the charged current neutron beta decays and, later on, when detected through inverse beta decay and through purely leptonic elastic scattering processes. In oscillation experiments, there is degeneracy between oscillations and the new interactions, whereas the scattering experiments are free from the degeneracy because of their baseline short enough to ignore the standard oscillation phenomenon. In oscillation experiments, we draw on the short-baseline Daya Bay and its future upgrade JUNO for the spectral event rate and the statistical analyses and in the scattering experiments TEXONO and its future upgrade version with improved statistical sensitivities for confidence level boundary regions of the nonstandard neutrino interaction parameters. In the oscillation experiments, we find that the average spectrum of observed events at a baseline of 50 km, in the middle of the currently favored region, provides improvement in sensitivity to new physics if combined with improved precision of input mixing parameters in independent experiments, despite of the ambiguity due to the degeneracy between new physics and oscillations in medium-baseline data. Moreover, the nonstandard interactions can enhance or suppress the sensitivity of experiments to the mass hierarchy, depending on the combination of nonstandard and the standard CP-violating phases. In the scattering experiments, we confirm that the current data of TEXONO experiment allows for new physics constraints at the detector of the same order as those currently published. The new physics phase effects are at the 5% level, noticeable in the 90% contour plots but not significantly affecting the conclusions. Based on the projected statistical sensitivities with an upgraded version of TEXONO experiment, we estimate sensitivity of new physics at both source and detector. We find that bounds on source nonstandard interaction parameters improve by an order of magnitude, but do not reach parameter space beyond current limits. On the other hand, the detector new physics sensitivity would push current limits by maximum of an order of magnitude.