Pages that link to "Item:Q5078005"
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The following pages link to Generalized value at risk forecasting (Q5078005):
Displaying 5 items.
- Improving the value at risk forecasts: theory and evidence from the financial crisis (Q310964) (← links)
- Forecasting compositional risk allocations (Q1757613) (← links)
- Incorporating higher moments into value-at-risk forecasting (Q3065537) (← links)
- A decision rule to minimize daily capital charges in forecasting value-at-risk (Q3065548) (← links)
- Value at risk linear exponent (VARLINEX) forecasts (Q4647276) (← links)