Pages that link to "Item:Q292020"
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The following pages link to Term structure of risk under alternative econometric specifications (Q292020):
Displayed 6 items.
- Asset allocation under multivariate regime switching (Q1027430) (← links)
- Value-at-risk via mixture distributions reconsidered (Q1039677) (← links)
- Estimation of multiple period expected shortfall and median shortfall for risk management (Q2869963) (← links)
- VaR limits for pension funds: an evaluation (Q2873552) (← links)
- Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model (Q3574761) (← links)
- Investor preferences and portfolio selection: is diversification an appropriate strategy? (Q5484650) (← links)