The following pages link to On Some Models for Value-At-Risk (Q3063860):
Displaying 24 items.
- Improving the value at risk forecasts: theory and evidence from the financial crisis (Q310964) (← links)
- Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (Q507996) (← links)
- Empirical likelihood-based evaluations of value at risk models (Q1044277) (← links)
- Relative risk-value models (Q1280132) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- Multifractal value at risk model (Q1619380) (← links)
- Model spaces for risk measures (Q1681096) (← links)
- The axiomatic basis of risk-value models (Q1869450) (← links)
- How is price explosivity triggered in the cryptocurrency markets? (Q2070708) (← links)
- A detailed comparison of value at risk estimates (Q2227451) (← links)
- Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to \textit{VaR} and \textit{CVaR} (Q2288917) (← links)
- A closed-form solution of the Black-Litterman model with conditional value at risk (Q2417059) (← links)
- A high-frequency approach to VaR measures and forecasts based on the HAR-QREG model with jumps (Q2678314) (← links)
- Asymmetric dynamics between uncertainty and unemployment flows in the United States (Q2700534) (← links)
- (Q3054455) (← links)
- A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
- A REMARK CONCERNING VALUE-AT-RISK (Q3580183) (← links)
- Model Risk in Finance: Some Modeling and Numerical Analysis Issues (Q3631183) (← links)
- (Q4425387) (← links)
- (Q4709643) (← links)
- (Q5483689) (← links)
- A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
- An Extensive Comparison of Some Well‐Established Value at Risk Methods (Q6088259) (← links)
- Bayesian semiparametric Markov switching stochastic volatility model (Q6574607) (← links)
