Pages that link to "Item:Q310964"
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The following pages link to Improving the value at risk forecasts: theory and evidence from the financial crisis (Q310964):
Displaying 6 items.
- A joint quantile and expected shortfall regression framework (Q62993) (← links)
- Quantifying market risk with value-at-risk or expected shortfall? -- Consequences for capital requirements and model risk (Q1656799) (← links)
- Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment (Q1657604) (← links)
- High frequency-based quantile forecast and combination: an application to oil market (Q2086173) (← links)
- Information content of liquidity and volatility measures (Q2165679) (← links)
- Measurement of bivariate risks by the north-south quantile points approach (Q2252700) (← links)