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Document Title Author Issue Date
An Analysis of a Heuristic Procedure to Evaluate.. [Ferreira, Marta][Silva, Sergio] 12-24-2014
Approximation of the Tail Probability of Randoml.. [Zhang, Yi][Weng, Chengguo][Shen, Xinmei] 9-1-2014
A Two-Regime Threshold Model with Conditional Sk.. [Massacci, Daniele] 8-31-2014
Forecasting VaR and ES of Stock Index Portfolio:.. [Wei, Yu][Zhang, Bangzheng][Yu, Jiang][Lai, Xiaodong][Peng, Zhengeng] 8-25-2014
Robust Conditional Variance and Value-at-Risk Es.. [Dupuis, Debbie J.][Papageorgiou, Nicolas][Remillard, Bruno] 8-20-2014
Managing Risk with a Realized Copula Parameter [Fengler, Matthias][Okhrin, Ostap] 8-3-2014
Modelling and Forecasting Value at Risk and Expe.. [Aloui, Chaker][ben Hamida, Hela] 7-31-2014
Construction of Value-at-Risk Forecasts Under Di.. [Braione, Manuela][Scholtes, Nicolas K.] 7-26-2014
Second Order Risk Aggregation with the Bernstein.. [Coqueret, Guillaume] 7-19-2014
Value at Risk [Michetti, Melania] 7-19-2014
Downside Risk, Portfolio Diversification and the.. [Hammoudeh, Shawkat][Santos, Paulo Araujo][Sarafrazi, Soodabeh] 7-17-2014
Statistics of Extreme Events in RiskManagement: .. [Herrera, Rodrigo][Schipp, Bernhard] 7-14-2014
Risk Contributions of Trading and Non-Trading Ho.. [Liu, Qingfu][An, Yunbi] 7-14-2014
Value-at-Risk and Credit VaR [Choudhry, Moorad][Wong, Max C. Y.][Liu, Zhuoshi][Moskovic, David][Baig, Suleman][Lizzio, Michele][Voicu, Alexandru] 7-6-2014
VaR Prediction for Emerging Stock Markets: GARCH.. [Ergen, Ibrahim] 7-5-2014
An Evaluation of Bank VaR Measures for Market Ri.. [OBrien, James][Szerszen, Pawel] 7-5-2014
Histogram-Valued Data on Value at Risk Measures:.. [Terraza, Virginie][Toque, Carole] 6-29-2014
Hurst Exponent As a Risk Measurement On the Capi.. [Wilimowska, Zofia][Kilyk, Anna] 6-27-2014
A Fast, Accurate Method for Value-at-Risk and Ex.. [Krause, Jochen][Paolella, Marc S.] 6-25-2014
Quantifying the Risk Using Copulae with Nonparam.. [Bolance, Catalina][Bahraoui, Zuhair][Artis, Manuel] 6-21-2014
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