Pages that link to "Item:Q3385131"
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The following pages link to The financial measurement of VaR under the GARCH model based on empirical distribution (Q3385131):
Displaying 4 items.
- Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (Q507996) (← links)
- Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches (Q858848) (← links)
- Var methods for the dynamic impawn rate of steel in inventory financing under autocorrelative return (Q1926996) (← links)
- On the uncertainty of VaR of individual risk (Q2332768) (← links)