Search Results - subject:"value-at-risk (VaR)"

Ampountolas, Apostolos - In: Journal of Risk and Financial Management 16 (2023) 1, pp. 1-17

financial portfolio returns from 2019 to 2020. Moreover, we used value-at-risk (VaR) and value-at-risk measurements based on the …

Persistent link: https://www.econbiz.de/10014332800

Ampountolas, Apostolos - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-17

financial portfolio returns from 2019 to 2020. Moreover, we used value-at-risk (VaR) and value-at-risk measurements based on the …

Persistent link: https://www.econbiz.de/10014295230

Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 4, pp. 449-484

Persistent link: https://www.econbiz.de/10014372905

Kaibuchi, Hibiki; Kawasaki, Yoshinori; Stupfler, G. - In: Quantitative finance 22 (2022) 7, pp. 1277-1294

Persistent link: https://www.econbiz.de/10013367899

Panda, Amrit; Deb, Soumya Guha - In: International journal of financial engineering 11 (2024) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10014574970

Han, Guanghui; Liu, Panpan; Zhang, Yueqiang; Li, Xiaobo - In: The journal of risk model validation 18 (2024) 1, pp. 83-96

Persistent link: https://www.econbiz.de/10014556673

Hassani, Samir Saissi; Dionne, Georges - In: Journal of risk 25 (2023) 6, pp. 73-103

Persistent link: https://www.econbiz.de/10014546368

Shayya, Reem; Sorrosal Forradellas, Maria Teresa; … - In: Journal of risk 25 (2023) 4, pp. 1-23

Persistent link: https://www.econbiz.de/10014314618

Ha Tran Manh; Mai Ngoc Tran - In: The journal of risk model validation 17 (2023) 1, pp. 41-83

Persistent link: https://www.econbiz.de/10014485605

Shayya, Reem; Sorrosal Forradellas, Maria Teresa; … - In: Journal of risk : JOR 25 (2023) 4, pp. 1-23

Persistent link: https://www.econbiz.de/10014487101

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