Mark to market value at risk
type: Item
instance of: scholarly article
title: Mark to market value at risk
zbMATH Open document ID: 1452.62751
author: Yu Chen
author: Zhi-Cheng Wang
author: Zhengjun Zhang
published in: Journal of Econometrics
publication date: 2019-04-26T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 7048320
zbMATH Keywords: risk management
zbMATH Keywords: value at risk
zbMATH Keywords: mark to market
zbMATH Keywords: account settlements
zbMATH Keywords: historical simulation
describes a project that uses: CAViaR
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.09.017
OpenAlex ID: W2895316051
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Wikidata QID: Q129130404
DOI: 10.1016/J.JECONOM.2018.09.017
description: scientific article; zbMATH DE number 7048320