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Search Result for: (value-at-risk)
Document Title Author Issue Date
Consistent Estimation of the Value-at-Risk when .. [el Ghourabi, Mohamed][Francq, C_hristian][Telmoudi, Fedya] 11-10-2013
Superquantile Regression with Applications to Bu.. [Rockafellar, R. Tyrrell][Royset, Johannes O.][Miranda, Sofia] 11-2-2013
Bivariate Lower and Upper Orthant Value-at-Risk [Cossette, Hélène][Mailhot, Mélina][Marceau, Étienne][Mesfioui, Mhamed] 11-2-2013
A Novel Nonlinear Value-at-Risk Method for Model.. [Chen, Rongda][Yu, Lean] 10-6-2013
A Review of Backtesting Methods for Evaluating V.. [Virdi, Navneet Kaur] 9-29-2013
A Conditional Value-at-Risk Based Portfolio Sele.. [De Luca, Giovanni][Zuccolotto, Paola] 9-28-2013
Estimation of Value-at-Risk Based on ARFIMA-FIAP.. [Tan, Bin] 9-14-2013
Value-at-Risk and Expected Shortfall under Extre.. [Pattarathammas, Suluck][Mokkhavesa, Sutee][Nilla-Or, Pratabjai] 9-3-2013
A Primal-Dual Aggregation Algorithm for Minimizi.. [Espinoza, Daniel][Moreno, Eduardo] 8-31-2013
Features of the Value-at-risk Methodology for Ev.. [Danchuk, M.][Danchuk, V.D.][Kravchuk, A.P.] 8-30-2013
A New Set of Improved Value-at-Risk Backtests [Berens, Tobias][Weiss, Gregor N.][Wied, Dominik][Ziggel, Daniel] 8-30-2013
Value-at-Risk-Based Risk Management Using Option.. [Zhang, Cheng][Zhou, Zhiping][Zhou, Yang] 8-24-2013
Support Vector Regression as Conditional Value-a.. [Takeda, Akiko][Gotoh, Jun-ya][Sugiyama, Masashi] 8-23-2013
GARCH Models for Daily Stock Returns: Impact of .. [Ardia, David][Hoogerheide, Lennart] 8-18-2013
A Semiparametric Approach to Value-at-Risk, Expe.. [Silvapulle, Mervyn][Silvapulle, Paramsothy][Chen, Xiangjin Bruce] 7-27-2013
Bank Risk Management with Value-at-Risk and Stre.. [Alexander, Gordon][Baptista, Alexandre][Yan, Shu] 7-12-2013
A Survey of Value-at-Risk and its Role in the Ba.. [Fang, Victor][Ball, James] 7-12-2013
Value-at-Risk Estimation Comparative Approach wi.. [Dedu, Silvia][Fulga, Cristinca] 7-8-2013
Alternative Approximations to Value-at-Risk: A C.. [Lien, Donald][Ye, Keying] 7-6-2013
Forecasting Conditional Correlation for Exchange.. [Sedlak, Jan] 7-6-2013
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