The following pages link to Mark to market value at risk (Q1739653):
Displaying 5 items.
- Editorial for the special issue on financial engineering and risk management for JoE (Q1739626) (← links)
- PELVE: probability equivalent level of VaR and ES (Q2697992) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- A new risk measure MMVaR: properties and empirical research (Q6594963) (← links)
- Statistical evaluation of a long-memory process using the generalized entropic value-at-risk (Q6626659) (← links)
