The following pages link to (Q5388117):
Displayed 15 items.
- Properties and estimation of asymmetric exponential power distribution (Q97355) (← links)
- Term structure of risk under alternative econometric specifications (Q292020) (← links)
- Improving the value at risk forecasts: theory and evidence from the financial crisis (Q310964) (← links)
- A multidimensional scaling analysis of musical sounds based on pseudo phase plane (Q448698) (← links)
- Efficient option risk measurement with reduced model risk (Q506084) (← links)
- Longevity bond premiums: the extreme value approach and risk cubic pricing (Q659198) (← links)
- Accurate value-at-risk forecasting based on the normal-GARCH model (Q1010573) (← links)
- Value-at-risk via mixture distributions reconsidered (Q1039677) (← links)
- Empirical likelihood-based evaluations of value at risk models (Q1044277) (← links)
- Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models (Q1644252) (← links)
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- Virtual historical simulation for estimating the conditional VaR of large portfolios (Q2190229) (← links)
- Portfolio optimization when risk factors are conditionally varying and heavy tailed (Q2642602) (← links)
- How does the choice of Value-at-Risk estimator influence asset allocation decisions? (Q4619539) (← links)
- Real-time monitoring of carbon monoxide using value-at-risk measure and control charting (Q5138520) (← links)