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Search Result for: (value-at-risk)
Document Title Author Issue Date
Real Estate Investment Trust Return Dynamics and.. [Yu, Jung-Suk] 7-4-2013
Asymptotic Behavior of the Empirical Conditional.. [Gao, Fuqing][Wang, Shaochen] 6-29-2013
Modeling Value-at-Risk for International Portfol.. [Chen, Fen-Ying] 6-29-2013
Exponentially Smoothing the Skewed Laplace Distr.. [Gerlach, Richard][Lu, Zudi][Huang, Hai] 6-29-2013
Method of Value-at-Risk and Empirical Research f.. [Chen, Rongda][Chen, Qi] 6-26-2013
Forecasting Value-at-Risk Using High-Frequency I.. [Lee, Tae-Hwy][Huang, Huiyu] 6-23-2013
Value-at-Risk Estimation Using GARCH-Type Models [Predescu, Madalina][Stancu, Stelian] 6-22-2013
Evaluating Power of Value-at-Risk Backtests [Roynstrand, Torgeir][Nordbo, Nils Petter][Strat Vidar Kristoffer] 6-18-2013
Procyclical Leverage and Value-at-Risk [Adrian, Tobias][Shin, Hyun Song] 6-14-2013
Stochastic Insuring Critical Path Problem with V.. [Li, ZhenHong][Liu, YanKui][Zang, WenJuan] 6-13-2013
A Copula-GARCH Model of Conditional Dependencies.. [Haghighi, Fatemeh][Shams, Sedigheh] 6-13-2013
Optimal Bounds on the Value-at-Risk Given Moment.. [Tian, Ruilin][Cox, Samuel H.][Zuluaga, Luis] 6-9-2013
Missing Data in Value-at-Risk Analysis: Conditio.. [Andersson, Joacim][Henrik, Falk] 6-6-2013
Testing for Structural Breaks in Correlations: D.. [Weiss, Gregor N.][Wied, Dominik][Berens, Tobias] 5-31-2013
Confidence Intervals for ARMA-GARCH Value-at-Ris.. [Spierdijk, Laura] 5-31-2013
A Value-at-Risk Analysis of Carry Trades Using S.. [Chung, Huimin][Guo, Jia-Hau][Wang, Yu-Jen] 5-31-2013
Forecasting Value-at-Risk Using Time Varying Cop.. [Berger, Theo] 5-28-2013
Value-at-Risk Based Risk Management in A Jump-Di.. [Zhang, Cheng][Zhou, Yang][Zhou, Zhiping] 5-25-2013
Parametric or Non-Parametric Estimation of Value.. [Mentel, Grzegorz] 5-25-2013
Forecasting Liquidity-Adjusted Intraday Value-at.. [Weiss, Gregor N.][Supper, Hendrik] 5-18-2013
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