Pages that link to "Item:Q2227451"
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The following pages link to A detailed comparison of value at risk estimates (Q2227451):
Displaying 24 items.
- Term structure of risk under alternative econometric specifications (Q292020) (← links)
- Risk-parameter estimation in volatility models (Q473360) (← links)
- A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis (Q650729) (← links)
- Comparison of value-at-risk models using the MCS approach (Q736648) (← links)
- Quantile-based estimative VaR forecast and dependence measure: a simulation approach (Q778634) (← links)
- Intraday value-at-risk: an asymmetric autoregressive conditional duration approach (Q888338) (← links)
- Conditional VaR estimation using Pearson's type IV distribution (Q933511) (← links)
- Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis. (Q1406485) (← links)
- High volatility, thick tails and extreme value theory in value-at-risk estimation. (Q1423365) (← links)
- A dominance approach for comparing the performance of VaR forecasting models (Q2203429) (← links)
- Multi-agent-based VaR forecasting (Q2246798) (← links)
- A quantitative comparison of risk measures (Q2400017) (← links)
- A conditional-SGT-VaR approach with alternative GARCH models (Q2480227) (← links)
- The use of GARCH models in VaR estimation (Q2485471) (← links)
- Estimating value-at-risk for Chinese stock market by switching regime ARCH model (Q2494605) (← links)
- Value at risk: Recent advances (Q2702488) (← links)
- A comparison of several time-series models for assessing the value at risk of shares (Q2722300) (← links)
- Alternative Approximations to Value-At-Risk: A Comparison (Q2876139) (← links)
- How to mitigate the impact of inappropriate distributional settings when the parametric value-at-risk approach is used (Q2879030) (← links)
- How does the choice of Value-at-Risk estimator influence asset allocation decisions? (Q4619539) (← links)
- Truncated skewed type III generalized logistic distribution: risk measurement applications (Q5079867) (← links)
- Value-at-Risk Prediction: A Comparison of Alternative Strategies (Q5226705) (← links)
- Tabulations for value at risk and expected shortfall (Q5349132) (← links)
- An Extensive Comparison of Some Well‐Established Value at Risk Methods (Q6088259) (← links)
