The following pages link to Dowd (Q37154):
Displaying 35 items.
- (Q156594) (redirect page) (← links)
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (Q276934) (← links)
- Efficient option risk measurement with reduced model risk (Q506084) (← links)
- Statistical models for the Basel II internal ratings-based approach to measuring credit risk of retail products (Q660053) (← links)
- Evaluating the goodness of fit of stochastic mortality models (Q661248) (← links)
- Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
- Pulled-to-par returns for zero-coupon bonds historical simulation value at risk (Q777819) (← links)
- Accurate value-at-risk forecasting based on the normal-GARCH model (Q1010573) (← links)
- Saddlepoint approximations for the doubly noncentral \(t\) distribution (Q1019921) (← links)
- Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
- A hybrid spline-based parametric model for the yield curve (Q1657153) (← links)
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
- Online product returns risk assessment and management (Q1688437) (← links)
- Dynamics of cluster structure in financial correlation matrix (Q1694154) (← links)
- Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation (Q2030733) (← links)
- Optimal feedback control of stock prices under credit risk dynamics (Q2151675) (← links)
- Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach (Q2288914) (← links)
- Sensitivity of portfolio VaR and CVaR to portfolio return characteristics (Q2393347) (← links)
- Mortality-dependent financial risk measures (Q2499824) (← links)
- Portfolio value-at-risk and expected-shortfall using an efficient simulation approach based on Gaussian mixture model (Q2666309) (← links)
- Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (Q2832107) (← links)
- Bayesian parameter inference for models of the Black and Scholes type (Q3552646) (← links)
- A Wavelet Based Multi Scale VaR Model for Agricultural Market (Q3627731) (← links)
- How does the choice of Value-at-Risk estimator influence asset allocation decisions? (Q4619539) (← links)
- Value at risk linear exponent (VARLINEX) forecasts (Q4647276) (← links)
- A New Variance Reduction Technique for Estimating Value-at-Risk (Q4682473) (← links)
- Modeling and solving portfolio selection problems based on PVaR (Q4957247) (← links)
- Approximation methods for multiple period Value at Risk and Expected Shortfall prediction (Q5001182) (← links)
- PVaR: A New Risk Measure for Financial Investments (Q5049407) (← links)
- Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model (Q5129006) (← links)
- DYNAMIC MEAN-VARIANCE PORTFOLIOS WITH RISK BUDGET (Q5221483) (← links)
- DOES THE APPLICATION OF INNOVATIVE INTERNAL MODELS DIMINISH REGULATORY CAPITAL? (Q5291323) (← links)
- (Q5402383) (← links)
- On risk management problems related to a coherence property (Q5475313) (← links)
