The following pages link to Value at risk: Recent advances (Q2702488):
Displaying 15 items.
- Value at risk and inventory control (Q706877) (← links)
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (Q738166) (← links)
- Conditional VaR estimation using Pearson's type IV distribution (Q933511) (← links)
- Stable modeling in energy risk management (Q1397054) (← links)
- Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis. (Q1406485) (← links)
- Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data (Q1424662) (← links)
- \textit{Ex-ante} real estate value at risk calculation method (Q1615788) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- A multivariate FGD technique to improve VaR computation in equity markets (Q2477608) (← links)
- Alternative Approximations to Value-At-Risk: A Comparison (Q2876139) (← links)
- Risk measures and Pareto style tails (Q2888098) (← links)
- A REMARK CONCERNING VALUE-AT-RISK (Q3580183) (← links)
- (Q3610271) (← links)
- (Q4220711) (← links)
- (Q4518938) (← links)
