Correction du biais d'estimation sur les mesures de risque en finance
Year of publication: |
2009-09-17
|
---|---|
Authors: | Héam, Jean-Cyprien |
Institutions: | HAL |
Subject: | mesure de risque | Value-at-Risk (VaR) | biais d'estimation | Estimation Paramétrique | Effet de Paramètre | Risk Measure | Estimation Biasis | Parametric Estimation | Parameter Effect |
-
Does the asymmetric exponential power distribution improve systemic risk measurement?
Wu, Shu, (2023)
-
Has the Basel II accord encouraged risk management during the 2008 - 09 financial crisis?
McAleer, Michael, (2009)
-
Score driven exponentially weighted moving averages and value-at-risk forecasting
Lucas, André, (2015)
- More ...
-
Network analysis of the EU insurance sector
Alves, Ivan, (2015)
-
How to measure interconnectedness between banks, insurers and financial conglomerates
Hauton, Gaël, (2016)
-
Interconnectedness of financial conglomerates
Hauton, Gaël, (2015)
- More ...