Pages that link to "Item:Q5440101"

The following pages link to Value-at-risk in a market subject to regime switching (Q5440101):

Displaying 2 items.

• Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach (Q2358171) (← links)
• VaR and expected shortfall: a non-normal regime switching framework (Q3182749) (← links)