Showing 1 - 10 of 13
Persistent link: https://www.econbiz.de/10003960193
Persistent link: https://www.econbiz.de/10002106420
Persistent link: https://www.econbiz.de/10001647891
Persistent link: https://www.econbiz.de/10013188678
Persistent link: https://www.econbiz.de/10012203261
Persistent link: https://www.econbiz.de/10012139810
Persistent link: https://www.econbiz.de/10012165915
Persistent link: https://www.econbiz.de/10014581420
Persistent link: https://www.econbiz.de/10011366975
Current practice largely follows restrictive approaches to market risk measurement, such as historical simulation or RiskMetrics. In contrast, we propose flexible methods that exploit recent developments in financial econometrics and are likely to produce more accurate risk assessments, treating...
Persistent link: https://www.econbiz.de/10014025361