Pages that link to "Item:Q1655705"
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The following pages link to Impact of value-at-risk models on market stability (Q1655705):
Displaying 6 items.
- A new approach to estimating value-income ratios with income growth and time-varying yields (Q726246) (← links)
- Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches (Q858848) (← links)
- Equilibrium impact of value-at-risk regulation (Q956555) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- Quantifying the concerns of Dimon and Buffett with data and computation (Q2181537) (← links)
- Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks (Q6165221) (← links)