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ECONIS (ZBW)
7
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1
A new approach to comparing VaR estimation methods
Pérignon, Christophe
;
Smith, Daniel R.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 54-66
Persistent link: https://www.econbiz.de/10003795258
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2
Diversification and Value-at-Risk
Pérignon, Christophe
;
Smith, Daniel R.
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 55-66
Persistent link: https://www.econbiz.de/10003905666
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3
The level and quality of Value-at-Risk disclosure by commercial banks
Pérignon, Christophe
;
Smith, Daniel R.
- In:
Journal of banking & finance
34
(
2010
)
2
,
pp. 362-377
Persistent link: https://www.econbiz.de/10003935605
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4
Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza
;
Lima, Luiz Renato
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003971702
Saved in:
5
Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza
;
Lima, Luiz Renato
;
Linton, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008798843
Saved in:
6
Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza
;
Lima, Luiz Renato
;
Linton, Oliver
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 150-160
Persistent link: https://www.econbiz.de/10009159097
Saved in:
7
An empirical investigation of the quality of value-at-risk disclosure in Australia
Campbell, Angus
;
Smith, Daniel R.
- In:
Accounting and finance
62
(
2022
)
1
,
pp. 469-491
Persistent link: https://www.econbiz.de/10013166415
Saved in:
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