Showing 151 - 160 of 1,782
Persistent link: https://www.econbiz.de/10000994312
Persistent link: https://www.econbiz.de/10001369501
Persistent link: https://www.econbiz.de/10001338811
Persistent link: https://www.econbiz.de/10001575540
Persistent link: https://www.econbiz.de/10001611035
Persistent link: https://www.econbiz.de/10001587072
Persistent link: https://www.econbiz.de/10008217905
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/10011271444
Persistent link: https://www.econbiz.de/10007348085
Persistent link: https://www.econbiz.de/10009921369