Modeling risk for long and short trading positions
Year of publication: |
2005
|
---|---|
Authors: | Angelidis, Timotheos ; Degiannakis, Stavros |
Published in: |
The Journal of Risk Finance. - Emerald Group Publishing Limited, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 6.2005, 3, p. 226-238
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Forecasting | Volatility | Risk management |
-
Risk modelling and management : an overview
Chang, Chia-Lin, (2013)
-
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan, (2016)
-
On equity risk prediction and tail spillovers
Pouliasis, Panos, (2017)
- More ...
-
Volatility forecasting : intra-day versus inter-day models
Angelidis, Timotheos, (2008)
-
Econometric modeling of value-at-risk
Angelidis, Timotheos, (2008)
-
A robust VaR model under different time periods and weighting schemes
Angelidis, Timotheos, (2007)
- More ...