The following pages link to On Some Models for Value-At-Risk (Q3063860):
Displaying 9 items.
- Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (Q507996) (← links)
- How is price explosivity triggered in the cryptocurrency markets? (Q2070708) (← links)
- A detailed comparison of value at risk estimates (Q2227451) (← links)
- Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to \textit{VaR} and \textit{CVaR} (Q2288917) (← links)
- A high-frequency approach to VaR measures and forecasts based on the HAR-QREG model with jumps (Q2678314) (← links)
- Asymmetric dynamics between uncertainty and unemployment flows in the United States (Q2700534) (← links)
- A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
- A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
- An Extensive Comparison of Some Well‐Established Value at Risk Methods (Q6088259) (← links)
