Showing 1 - 10 of 13,163
Persistent link: https://www.econbiz.de/10014327761
Persistent link: https://www.econbiz.de/10013187979
Persistent link: https://www.econbiz.de/10011392904
Persistent link: https://www.econbiz.de/10011475596
Persistent link: https://www.econbiz.de/10012700481
Persistent link: https://www.econbiz.de/10011960379
Persistent link: https://www.econbiz.de/10012488824
Persistent link: https://www.econbiz.de/10011868092
One of the key components of financial risk management is risk measurement. This typically requires modeling, estimating and forecasting tail-related quantities of the asset returns’ conditional distribution. Recent advances in the financial econometrics literature have developed several...
Persistent link: https://www.econbiz.de/10011866456
Persistent link: https://www.econbiz.de/10012300607