The following pages link to Empirical Issues in Value-at-Risk (Q4661642):
Displaying 5 items.
- Artifactual unit root behavior of value at risk (VaR) (Q297153) (← links)
- Improving the value at risk forecasts: theory and evidence from the financial crisis (Q310964) (← links)
- Empirical likelihood-based evaluations of value at risk models (Q1044277) (← links)
- (Q3405579) (← links)
- (Q4518938) (← links)