Document Search
Search Result for: (distribution)
Document Title Author Issue Date
A Two-Regime Threshold Model with Conditional Sk.. [Massacci, Daniele] 8-31-2014
Construction of Value-at-Risk Forecasts Under Di.. [Braione, Manuela][Scholtes, Nicolas K.] 7-26-2014
VaR Prediction for Emerging Stock Markets: GARCH.. [Ergen, Ibrahim] 7-5-2014
Optimal Portfolio Problem Using Entropic Value a.. [Firouzi, Hassan Omidi][Luong, Andrew] 7-5-2014
Backtesting VaR in Consideration of the Higher M.. [Chuang, Shuo-Li][Chuang, Chung-Chu][Wang, Yi-Hsien][Yeh, Tsai-Jung] 6-29-2014
A Note on the Computation of Sharp Numerical Bou.. [Cossette, Hélène][Mailhot, Mélina][Marceau, Étienne] 5-18-2014
Using Value-at-Risk to Evaluate Financial Return.. [Braione, Manuela][Scholtes, Nicolas K.] 1-6-2014
Sensitivity of Risk Measures with Respect to the.. [Kraetschmer, Volker][Zaehle, Henryk] 1-4-2014
Evaluating the Performance of the Skewed Distrib.. [Abad, Pilar][Benito, Sonia][Sanchez Granero, Miguel Angel] 12-24-2013
Consistent Estimation of the Value-at-Risk when .. [el Ghourabi, Mohamed][Francq, C_hristian][Telmoudi, Fedya] 11-10-2013
Policy Statement on the Principles for Developme.. [Comptroller of the Currency] 11-1-2013
A Novel Nonlinear Value-at-Risk Method for Model.. [Chen, Rongda][Yu, Lean] 10-6-2013
Kernel Type Estimator of the Conditional Tail Ex.. [Rassoul, Abdelaziz] 9-29-2013
The Application of Generalized Pareto Distributi.. [Skutnik, Tomasz][Basiaga, Krzysztof] 9-7-2013
Distributionally Robust Risk Management: The Imp.. [Ciobanu, Corina A.] 8-31-2013
Distortions of Multivariate Distribution Functio.. [Di Bernardino, Elena][Rullière, Didier] 8-22-2013
Utilizing the Pearson System of Distributions in.. [Boda, Martin] 8-17-2013
Expected Shortfall for Distributions in Finance [Broda, Simon A.][Paolella, Marc S.] 8-10-2013
Exponentially Smoothing the Skewed Laplace Distr.. [Gerlach, Richard][Lu, Zudi][Huang, Hai] 6-29-2013
Value at Risk Using Generalized Extreme Value Di.. [Kang, Tae Hun][Kim, Moo-Sung] 6-26-2013
Home Previous1 2 3 4 5 Next End Total 326 items 1/17
Close window
Sign up in one step, no personal information required. Already a Member?

Repeat Email:
User Name:
Confirm Password:

Sign Up

Welcome to GloriaMundi!
Thanks for singning up

continue or edit your profile