Pages that link to "Item:Q3065537"
From MaRDI portal
The following pages link to Incorporating higher moments into value-at-risk forecasting (Q3065537):
Displaying 12 items.
- Improving the value at risk forecasts: theory and evidence from the financial crisis (Q310964) (← links)
- Practical implications of higher moments in risk management (Q413990) (← links)
- Modelling time-varying higher moments with maximum entropy density (Q834290) (← links)
- Accurate value-at-risk forecasting based on the normal-GARCH model (Q1010573) (← links)
- Moment based approaches to Value the Risk of contingent claim portfolios (Q1026540) (← links)
- A detailed comparison of value at risk estimates (Q2227451) (← links)
- Efficient expressions for moments of dependent random sums using copulas (Q2423499) (← links)
- Gram-Charlier densities: maximum likelihood versus the method of moments (Q2447407) (← links)
- Dynamic density forecasts for multivariate asset returns (Q3101653) (← links)
- Asymptotic theory for QMLE for the real‐time GARCH(1,1) model (Q5012866) (← links)
- Elementary expressions for moments of truncated negative binomial random variables (Q5160291) (← links)
- An Extensive Comparison of Some Well‐Established Value at Risk Methods (Q6088259) (← links)