Pages that link to "Item:Q2574059"

The following pages link to Strategic long-term financial risks: single risk factors (Q2574059):

Displaying 9 items.

• Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
• Spatial risk measures and applications to max-stable processes (Q1692083) (← links)
• Option pricing with discrete time jump processes (Q1994170) (← links)
• Required capital for long-run risks (Q2102860) (← links)
• Estimation methods for expected shortfall (Q2879025) (← links)
• A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (Q3503127) (← links)
• Revisiting the Edge, Ten Years On (Q3585268) (← links)
• Modelling exchange rate returns: which flexible distribution to use? (Q4619490) (← links)
• Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time-varying correlations (Q6574634) (← links)