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Search Result for: (VaR)
Document Title Author Issue Date
VaR-Implied Tail-Correlation Matrices [Mittnik, Stefan] 11-10-2013
Analysis of the Performance of VaR Models as a T.. [Ghatak, Anirban] 11-3-2013
Back-testing Value at Risk Models on Indian Stoc.. [Iyer, Suresh A.S.][Mittal, Shagun] 11-3-2013
Multivariate Patchwork Copulas: A Unified Approa.. [Durante, Fabrizio][Sempi, Carlo][Sanchez, Juan Fernandez] 11-3-2013
Bivariate Lower and Upper Orthant Value-at-Risk [Cossette, Hélène][Mailhot, Mélina][Marceau, Étienne][Mesfioui, Mhamed] 11-2-2013
How Well Do Risk Measurement Models Estimate VaR.. [Dockery, Everton][Efentakis, Miltos] 11-2-2013
Black Swans and VaR [Adams, Michael][Thornton, Barry] 10-27-2013
Essays on the Economic Value of Intraday Covaria.. [Liu, Wei] 10-13-2013
Sharp Bounds on the Expected Shortfall for a Sum.. [Puccetti, Giovanni] 10-12-2013
Complete Mixability and Asymptotic Equivalence o.. [Puccetti, Giovanni][Wang, Ruodu][Wang, Bin] 10-12-2013
Improved Estimation of the Covariance Matrix of .. [Ledoit, Olivier][Wolf, MIchael] 10-8-2013
Theoretical and Empirical properties of Dynamic .. [Engle, Robert][Sheppard, Kevin] 10-8-2013
A Novel Nonlinear Value-at-Risk Method for Model.. [Chen, Rongda][Yu, Lean] 10-6-2013
A New Algorithm Based on Copulas for VaR Valuati.. [Li, Ping][Cheng, Gang][Shi, Peng] 10-6-2013
Measurement of Bivariate Risks by the North-Sout.. [Kara, Emel Kizilok][Gebizlioglu, Omer] 10-6-2013
Study on Backtesting Techniques of VaR for China.. [Yan, Meng] 9-29-2013
VAR Portfolio Optimal: Perbandingan Antara Metod.. [Sartono, R. Agus][Setiawan, Arie Andika] 9-24-2013
Analysis of Risk using Value at Risk (VaR) After.. [Fadhila, Hasna][Rizal, Nora Amelda] 9-22-2013
An Improved Historical Simulation Method to Esti.. [Zhang, Zhigang][Zhao, Lutao][Wan, Yongtao] 9-14-2013
Decay Factor Optimisation in Time Weighted Simul.. [Zikovic, Sasa][Aktan, Bora] 9-3-2013
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