Pages that link to "Item:Q5440101"
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The following pages link to Value-at-risk in a market subject to regime switching (Q5440101):
Displaying 4 items.
- Equilibrium impact of value-at-risk regulation (Q956555) (← links)
- Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach (Q2358171) (← links)
- VaR and expected shortfall: a non-normal regime switching framework (Q3182749) (← links)
- (Q4518938) (← links)