Showing 1 - 10 of 77
Persistent link: https://www.econbiz.de/10009492114
Persistent link: https://www.econbiz.de/10010520085
Persistent link: https://www.econbiz.de/10010529038
Persistent link: https://www.econbiz.de/10010529617
Persistent link: https://www.econbiz.de/10011508616
Persistent link: https://www.econbiz.de/10010461549
Persistent link: https://www.econbiz.de/10010461552
Persistent link: https://www.econbiz.de/10002738142
Persistent link: https://www.econbiz.de/10001797469
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/10013106309