Pages that link to "Item:Q1039677"
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The following pages link to Value-at-risk via mixture distributions reconsidered (Q1039677):
Displaying 5 items.
- Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment (Q1657604) (← links)
- Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution (Q2242773) (← links)
- Assessing the effect of kurtosis deviations from Gaussianity on conditional distributions (Q2513906) (← links)
- Long memory and regime switching in the stochastic volatility modelling (Q2678633) (← links)
- Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (Q2697063) (← links)
