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Viewing risk measures as information
Tarrant, Wayne; Guégan, Dominique - In: Journal / The Capco Institute : journal of financial … 38 (2013), pp. 83-88
Persistent link: https://www.econbiz.de/10010341523
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Prediction of chaotic time series in the presence of measurement error : the importance of initial conditions
Guégan, Dominique; Tschernig, Rolf - 1998
Persistent link: https://www.econbiz.de/10000984196
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More accurate measurement for enhanced controls : VaR vs ES?
Guégan, Dominique; Hassani, Bertrand - In: Journal of international financial markets, … 54 (2018), pp. 152-165
Persistent link: https://www.econbiz.de/10011984039
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Uncertainty in historical value-at-risk : an alternative quantile-based risk measure
Guégan, Dominique; Hassani, Bertrand; Li, Kehan - In: Mathematical and statistical methods for actuarial …, (pp. 119-128). 2017
Persistent link: https://www.econbiz.de/10012098775
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Measuring risks in the tail: the extreme VaR and its confidence interval
Guégan, Dominique; Hassani, Bertrand; Li, Kehan - In: Risk and decision analysis 6 (2017) 3, pp. 213-224
Persistent link: https://www.econbiz.de/10011925077
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The Spectral Stress VaR (SSVaR)
Guégan, Dominique; Hassani, Bertrand; Li, Kehan - 2015
Persistent link: https://www.econbiz.de/10011635436
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Risk or regulatory capital? : bringing distributions back in the foreground
Guégan, Dominique; Hassani, Bertrand - 2015
Persistent link: https://www.econbiz.de/10011635443