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~isPartOf:"Journal of forecasting"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Risk measure"
~subject:"VAR model"
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Journal of forecasting
Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
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International journal of forecasting
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International journal of monetary economics and finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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e-Finance : innovative Problemlösungen für Informationssysteme in der Finanzwirtschaft ; mit 26 Tabellen
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Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
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2
An axiomatization of quantiles on the domain of distribution functions
Chambers, Christopher P.
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 335-342
Persistent link: https://www.econbiz.de/10003827620
Saved in:
3
Capital allocation and risk contribution with discrete-time coherent risk
Cherny, Alexander S.
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 13-40
Persistent link: https://www.econbiz.de/10003818201
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