Pages that link to "Item:Q2227456"
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The following pages link to Forecasting value-at-risk with a duration-based POT method (Q2227456):
Displaying 5 items.
- Quantile-based estimative VaR forecast and dependence measure: a simulation approach (Q778634) (← links)
- Downside risks in EU carbon and fossil fuel markets (Q2228623) (← links)
- Incorporating higher moments into value-at-risk forecasting (Q3065537) (← links)
- A decision rule to minimize daily capital charges in forecasting value-at-risk (Q3065548) (← links)
- Value at risk linear exponent (VARLINEX) forecasts (Q4647276) (← links)