The following pages link to (Q3610271):
Displaying 15 items.
- A new approach to customer asset value assessment with interval numbers (Q650243) (← links)
- How to estimate the value at risk under incomplete information (Q847172) (← links)
- Conditional VaR estimation using Pearson's type IV distribution (Q933511) (← links)
- Avoiding zero probability events when computing value at risk contributions (Q2172041) (← links)
- Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128) (← links)
- Improved algorithms for computing worst value-at-risk (Q2397478) (← links)
- An approach to VaR for capital markets with Gaussian mixture (Q2572749) (← links)
- Value at risk: Recent advances (Q2702488) (← links)
- Estimation of tail-related value-at-risk measures: range-based extreme value approach (Q2879028) (← links)
- (Q3405579) (← links)
- A REMARK CONCERNING VALUE-AT-RISK (Q3580183) (← links)
- (Q4220711) (← links)
- (Q4425387) (← links)
- Value-at-Risk Prediction: A Comparison of Alternative Strategies (Q5226705) (← links)
- A solution approach to valuation with unhedgeable risks (Q5942933) (← links)
