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Search Result for: (VaR)
| Document Title | Author | Issue Date |
| Randomly Weighted Sums of Subexponential Random .. | [Tang, Qihe][Yuan, Zhongyi] | 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 |
| Two-Step Methods in VaR Prediction and the Impor.. | [Ergen, Ibrahim] | 8-20-2014 |
| Multivariate Modelling of 10-Day-Ahead VaR and D.. | [Kiohos, Apostolos][Degiannakis, Stavros] | 8-17-2014 |
| Superquantile/CVaR Risk Measures: Second-Order T.. | [Rockafellar, R. Tyrrell][Royset, Johannes O.] | 8-12-2014 |
| GlueVaR Risk Measures in Capital Allocation Appl.. | [Guillen, Monserrat][Belles-Sampera, Jaume][Santolino, Miguel] | 7-31-2014 |
| Efficient VaR and Expected Shortfall Computation.. | [Oosterlee, Cornelis W.][Ortiz-Gracia, Luis] | 7-19-2014 |
| 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 |
| Capital Allocation Based on the Tail Covariance .. | [Wang, Min] | 7-4-2014 |
| Backtesting VaR in Consideration of the Higher M.. | [Chuang, Shuo-Li][Chuang, Chung-Chu][Wang, Yi-Hsien][Yeh, Tsai-Jung] | 6-29-2014 |
| Empirical Investigation and Comparison of Normal.. | [Terzic, Ivica][Jeremic, Zoran] | 6-22-2014 |
| On Some Properties of Two Vector-Valued VaR and .. | [Hurlimann, Werner] | 6-22-2014 |
| Forecasting VaR Using Analytic Higher Moments fo.. | [Alexander, Carol][Lazar, Emese][Stanescu, Silvia] | 6-20-2014 |
| Measuring Systemic Risk in the European Banking .. | [Nomikos, Nikos][Karimalis, Emmanouil] | 5-31-2014 |
| A Note on Nonparametric Estimation of Bivariate .. | [Bucher, Axel] | 5-31-2014 |
| Evaluating Market Risk Assessment through VAR Ap.. | [Shams, Mirfeiz Fallah][Sina, Afsaneh] | 5-31-2014 |
| Robust Variants of Cornish-Fischer Approximation.. | [Hurlimann, Werner] | 5-26-2014 |
