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person:"Powell, Robert"
~person:"Ané, Thierry"
~subject:"Australia"
~subject:"Theorie"
~type:"article"
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Search: subject_exact:"Conditional value at risk"
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Powell, Robert
Ané, Thierry
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Australasian accounting business and finance journal : AABF
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The VaR implementation handbook
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Anybody can do value at risk : a nonparametric teaching study
Cheung, Yun-hsing
;
Powell, Robert
- In:
Australasian accounting business and finance journal : AABF
6
(
2012
)
1
,
pp. 111-123
Persistent link: https://www.econbiz.de/10010244287
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2
Anybody can do value at risk : a teaching study using parametric computation and Monte Carlo simulation
Cheung, Yun-hsing
;
Powell, Robert
- In:
Australasian accounting business and finance journal : AABF
6
(
2012
)
5
,
pp. 101-118
Persistent link: https://www.econbiz.de/10010244995
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3
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
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4
The fluctuating default risk of Australian banks
Allen, David E.
;
Powell, Robert
- In:
Australian journal of management
37
(
2012
)
2
,
pp. 297-325
Persistent link: https://www.econbiz.de/10009630156
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5
Structural credit modeling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.
;
Powell, Robert
- In:
The VaR implementation handbook
,
(pp. 403-414)
.
2009
Persistent link: https://www.econbiz.de/10003827094
Saved in:
6
Transitional credit modelling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.
;
Powell, Robert
- In:
Accounting and finance : journal of the Accounting …
49
(
2009
)
3
,
pp. 425-444
Persistent link: https://www.econbiz.de/10003889276
Saved in:
7
Do power GARCH models really improve value-at-risk forecasts?
Ané, Thierry
- In:
Journal of economics and finance
29
(
2005
)
3
,
pp. 337-358
Persistent link: https://www.econbiz.de/10003317023
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