scientific article; zbMATH DE number 5525019
From MaRDI portal
Publication:3610271
zbMATH Open1174.91508MaRDI QIDQ3610271FDOQ3610271
Authors: Linjun Tang, Hanxing Wang 
Publication date: 6 March 2009
Title of this publication is not available (Why is that?)
Recommendations
- A new variance reduction technique for estimating value-at-risk
- Value at risk estimation
- A nonparametric approach to calculating value-at-risk
- Value at risk: Recent advances
- COMPARISON OF ESTIMATION METHODS FOR VALUE-AT-RISK
- Alternative approximations to value-at-risk: a comparison
- A new approach to risk sensitivity
- A new approach for quantitative risk analysis
- Relative value-at-risk: a new kind of coherent risk measure
- scientific article; zbMATH DE number 5668415
Cited In (18)
- Title not available (Why is that?)
- An approach to VaR for capital markets with Gaussian mixture
- A solution approach to valuation with unhedgeable risks
- Title not available (Why is that?)
- Estimating VaR by nonparametric estimation with mixed distribution: empirical investigation of futures market
- Title not available (Why is that?)
- Value-at-Risk Prediction: A Comparison of Alternative Strategies
- Title not available (Why is that?)
- How to estimate the value at risk under incomplete information
- Conditional VaR estimation using Pearson's type IV distribution
- Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach
- Estimation of tail-related value-at-risk measures: range-based extreme value approach
- Value at risk: Recent advances
- Avoiding zero probability events when computing value at risk contributions
- Dynamic risk measurement of financial time series with heavy-tailed: a new hybrid approach
- A new approach to customer asset value assessment with interval numbers
- A REMARK CONCERNING VALUE-AT-RISK
- Improved algorithms for computing worst value-at-risk
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3610271)
