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Search Result for: (VaR)
Document Title Author Issue Date
Semi-nonparametric VaR Forecasts for Hedge Funds.. [del Brio, Esther][Perote, Javier][Mora, Andres] 1-26-2014
VaR Computation of Non-Gaussian Stochastic Model [Ali, Hanen Ould][Jilani, Faouzi] 1-12-2014
On the Appraisal of LVaR throughout the Close-Ou.. [Al Janabi, Mazin] 1-12-2014
There is a VaR Beyond Usual Approximations [Kratz, Marie] 1-4-2014
Measuring Market Risk Under Basel II, 2.5, and I.. [Chen, James Ming] 1-3-2014
There is a VaR beyond Usual Approximations: Towa.. [Kratz, Marie] 1-2-2014
VaR Based on SMA, EWMA and GARCH(1,1) Volatility.. [Angelovska, Julijana] 12-30-2013
Application of VaR in Emerging Markets: A Case o.. [Andjelic, Goran][Djakovic, Vladimir][Radisic, Slobodan] 12-30-2013
A Measuring Approach of Portfolio's VaR Base.. [Wang, Ping] 12-30-2013
Managing Market Risk with VaR (Value at Risk) [Angelovska, Julijana] 12-30-2013
Empirical Analysis on Future-Cash Arbitrage Risk.. [Chen, Rongda][Li, Cong][Wang, Weijin][Wang, Ze] 12-29-2013
Tail VaR Measures in a Multi-period Setting [Katsuki, Yuta][Matsumoto, Koichi] 12-27-2013
Forecasting Portfolio Risk Estimation by Using G.. [Azizan, Noor Azlinna][Kuang, Lee Chia][Ahmed, Zeenat] 12-25-2013
Valuing the Overseas Mergers and Acquisitions Pr.. [Zhang, Yixiang][Cheng, Jinhua] 12-14-2013
Internal Model Validation in Brazil: Analysis of.. [da Silveira Barbedo, C.][Araujo, Gustavo S.][Cosme, Alan][Neves, Myrian] 11-30-2013
The Analysis of Power For Some Chosen VaR Backte.. [Piontek, Krzysztof] 11-30-2013
Asymptotic Equivalence of Conservative VaR- and .. [Puccetti, Giovanni][Rueschendorf, Ludger] 11-29-2013
Value-at-Risk Bounds with Variance Constraints [Bernard, Carole][Rueschendorf, Ludger][Vanduffel, Steven] 11-29-2013
A New Variance Reduction Technique for Estimatin.. [Korn, Ralf][Pupashenko, Mykhailo] 11-25-2013
Confidence Intervals for Quantiles Using Sectioni.. [Nakayama, Marvin] 11-24-2013
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