Pages that link to "Item:Q5947894"
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The following pages link to Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets (Q5947894):
Displaying 8 items.
- VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors (Q470430) (← links)
- Accounting for risk of non linear portfolios. A novel Fourier approach (Q614629) (← links)
- Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches (Q858848) (← links)
- Volatility, risk modeling and utility (Q858849) (← links)
- A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
- Estimation methods for expected shortfall (Q2879025) (← links)
- An Overview of the Determinants of Financial Volatility: An Explanation of Measuring Techniques (Q4924362) (← links)
- Assessing the accuracy of exponentially weighted moving average models for Value-at-Risk and Expected Shortfall of crypto portfolios (Q6158409) (← links)
