The following pages link to Stable modeling of value at risk (Q1600544):
Displaying 17 items.
- A matrix-based VaR model for risk identification in power supply networks (Q646223) (← links)
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
- Statistical methodologies for the market risk measurement (Q1000524) (← links)
- The impact of fat tails on equilibrium rates of return and term premia (Q1017010) (← links)
- Stable modeling in energy risk management (Q1397054) (← links)
- A structure for general and specific market risk (Q1424643) (← links)
- \textit{Ex-ante} real estate value at risk calculation method (Q1615788) (← links)
- The axiomatic basis of risk-value models (Q1869450) (← links)
- A semi-analytical method for VaR and credit exposure analysis (Q2480235) (← links)
- Value at risk: Recent advances (Q2702488) (← links)
- A comparison of several time-series models for assessing the value at risk of shares (Q2722300) (← links)
- Bayesian Value-at-Risk with product partition models (Q2869966) (← links)
- Risk measures and Pareto style tails (Q2888098) (← links)
- Multivariate heavy-tailed models for value-at-risk estimation (Q2909514) (← links)
- A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (Q3503127) (← links)
- Regulation Risk (Q5140098) (← links)
