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Search Result for: (correlation)
Document Title Author Issue Date
Multivariate Modelling of 10-Day-Ahead VaR and D.. [Kiohos, Apostolos][Degiannakis, Stavros] 8-17-2014
Measuring Systemic Risk in the Korean Banking Se.. [Yun, Jaeho][Moon, Hyejung] 2-23-2014
A Black-Litterman Approach to Correlation Stress.. [Yu, Philip L.H.][Ng, F.C.][Li, Wai Keung] 2-2-2014
VaR-Implied Tail-Correlation Matrices [Mittnik, Stefan] 11-10-2013
Formulating Hypothetical Scenarios in Correlatio.. [Yu, Philip L.H.][Li, Wai Keung][Ng, F.C.] 11-10-2013
Theoretical and Empirical properties of Dynamic .. [Engle, Robert][Sheppard, Kevin] 10-8-2013
The Inclusion of Correlation Risk in Value at Ri.. [Rossi, Lorenzo] 9-14-2013
Changes in Cross-Correlations as an Indicator fo.. [Zheng, Zeyu][Podobnik, Boris][Feng, Ling][Li, Baowen] 8-25-2013
Solvable Models of Operational Risk and New Resu.. [Brunel, Vivien] 7-31-2013
Forecasting Conditional Correlation for Exchange.. [Sedlak, Jan] 7-6-2013
Testing for Structural Breaks in Correlations: D.. [Weiss, Gregor N.][Wied, Dominik][Berens, Tobias] 5-31-2013
Copula-GARCH versus Dynamic Conditional Correlat.. [Weiss, Gregor N.] 5-4-2013
Alternative Gradient Algorithms for Computing th.. [Yin, Jun-Feng][Zhang, Yu] 3-4-2013
Asset Correlations and Bank Capital Adequacy [Vozzella, Piero][Gabbi, Giampaolo] 1-20-2013
Measuring Correlation Risk [Galeeva, Roza][Eydeland, Alexander][Hoogland, Jiri] 1-20-2013
Weighted Average Correlation Matrices Method for.. [Numpacharoen, Kawee] 12-25-2012
Boundaries of Correlation Adjustment with Applic.. [Numpacharoen, Kawee][Bunwong, Kornkanok] 12-17-2012
Portfolio Risk Evaluation: An Approach Based on .. [Boutahar, Mohamed][Khalfaoui, Rabeh] 11-25-2012
Robust Least Square Semidefinite Programming wit.. [Ma, Alfred Ka Chun][Li, Guoyin][Pong, Ting Kei] 11-23-2012
Correlations under Stress [Bae, Taehan][Iscoe, Ian] 9-22-2012
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