The performance of value-at-risk models during the crisis
Year of publication: |
2010
|
---|---|
Authors: | Skoglund, Jimmy ; Erdman, Donald ; Chen, Wei |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 4.2010/11, 1, p. 3-21
|
Subject: | Börse | Bourse | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | ARCH-Modell | ARCH model | 2001-2009 |
-
Elenjical, Timmy, (2016)
-
Eita, Joel Hinaunye, (2022)
-
Nilchi, Moslem, (2023)
- More ...
-
The Performance of Value at Risk Models During the Crisis
Skoglund, Jimmy, (2013)
-
A Mixed Approach to Risk Aggregation
Skoglund, Jimmy, (2013)
-
A mixed approach to risk aggregation using hierarcgucak copulas
Skoglund, Jimmy, (2013)
- More ...