Pages that link to "Item:Q5226705"
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The following pages link to Value-at-Risk Prediction: A Comparison of Alternative Strategies (Q5226705):
Displaying 22 items.
- Improving the value at risk forecasts: theory and evidence from the financial crisis (Q310964) (← links)
- Accurate value-at-risk forecasting based on the normal-GARCH model (Q1010573) (← links)
- Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment (Q1657604) (← links)
- Multivariate time-varying \(G\)-\(H\) copula GARCH model and its application in the financial market risk measurement (Q1665236) (← links)
- Adjusted extreme conditional quantile autoregression with application to risk measurement (Q2039159) (← links)
- High frequency-based quantile forecast and combination: an application to oil market (Q2086173) (← links)
- Model selection based on value-at-risk backtesting approach for GARCH-type models (Q2190298) (← links)
- Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid (Q2203392) (← links)
- Systemic risk measurement: bucketing global systemically important banks (Q2240678) (← links)
- Skewed Kotz distribution with application to financial stock returns (Q2321788) (← links)
- Verification of internal risk measure estimates (Q2520725) (← links)
- Efficient estimation of financial risk by regressing the quantiles of parametric distributions: an application to CARR models (Q2697030) (← links)
- A comparison of several time-series models for assessing the value at risk of shares (Q2722300) (← links)
- A decision rule to minimize daily capital charges in forecasting value-at-risk (Q3065548) (← links)
- How does the choice of Value-at-Risk estimator influence asset allocation decisions? (Q4619539) (← links)
- Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance (Q4687541) (← links)
- Distributional Uncertainty of the Financial Time Series Measured by $G$-Expectation (Q5034429) (← links)
- COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES (Q5157840) (← links)
- Extreme downside risk and market turbulence (Q5212065) (← links)
- Backtesting extreme value theory models of expected shortfall (Q5234339) (← links)
- Where does the tail begin? An approach based on scoring rules (Q5860997) (← links)
- Model averaging for semiparametric varying coefficient quantile regression models (Q6173731) (← links)
