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Value-at-risk applying the extreme value approach to asian markets in the recent.pdf
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Value at riskcalculation through ARCHfactormethodology Proposal and comparative .pdf
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Value at Risk When Daily Changes in Market Variables Are Not Normally Distributed.pdf
(62 KB, 需要: 1 个论坛币)
value at risk from econometric models and implied from currency options.pdf
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Using a bootstrap method to choose the sample fraction in tail index estimation.pdf
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Use of the VAR Method for Measuring Market Risks and Calculating Capital Adequacy.pdf
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The asymptotic distribution of extreme stock market returns.pdf
(1.93 MB, 需要: 1 个论坛币)
techniques_for_verifying_the_accuracy_of_risk_measurement_models.pdf
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Risk and Value at Risk.pdf
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Reclaiming Quasi–Monte Carlo Efficiency in Portfolio Valueat- Risk Simulation T.pdf
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Portfolio Value-At-Risk with heavy- tailed risk factors.pdf
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On the covariance matrices used in value at risk models.pdf
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on dynamic measure of risk.pdf
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Mandelbroit_VariationCertainSpeculativePrices.pdf
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From value-at-risk to stress testing the extreme value approach..pdf
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forecasting VAR.pdf
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Evaluation of Value at Risk Models Using Historical Data.pdf
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Evaluating var models via quantile regression.pdf
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Evaluating interval forecasts.pdf
(447.17 KB, 需要: 1 个论坛币)
Conditional Heteroskedasticity in Asset Returns.pdf
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coherent of measures of risk.pdf
(249.12 KB, 需要: 1 个论坛币)
CAViaR conditional autoregressive.pdf
(332.69 KB, 需要: 1 个论坛币)
calculating value at risk.pdf
(968.1 KB, 需要: 1 个论坛币)
Beyond the Sample Extreme Quantile and Probability Estimation.pdf
(332.2 KB, 需要: 1 个论坛币)
Backtesting var From Dynamic Quantile to.pdf
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an overview of var.pdf
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A simple general approach to inference about the tail of a distribution.pdf
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a classof dynamic risk measures.pdf
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A benchmark for measuring bias in estimated.pdf
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全部为英文文献，用于value at risk
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