Search Results - subject:"Value‐at‐Risk"

Fan, Qi; Ken Seng Tan; Zhang, Jinggong - In: Insurance / Mathematics & economics 110 (2023), pp. 106-124

Persistent link: https://www.econbiz.de/10014282478

Liu, Jinjing - In: Journal of financial econometrics 21 (2023) 3, pp. 959-987

Persistent link: https://www.econbiz.de/10014314844

Al Janabi, Mazin A. M. - In: Studies in economics and finance 40 (2023) 1, pp. 112-137

Persistent link: https://www.econbiz.de/10013503886

Agarwal, Pankaj K.; Pradhan, H. K. - In: Review of Pacific Basin financial markets and policies … 26 (2023) 2, pp. 1-34

Persistent link: https://www.econbiz.de/10014304918

Wessel, Michael; Madlener, Reinhard; Hilgers, Christoph - 2020 - Revised July 2020

Persistent link: https://www.econbiz.de/10012622037

Buczyńsk, Mateusz; Chlebus, Marcin - 2020

Persistent link: https://www.econbiz.de/10012322119

Nasreen, Samia; Naqvi, Syed Asif Ali; Tiwari, Aviral Kumar - In: Journal of risk and financial management : JRFM 13 (2020) 4/63, pp. 1-21

shariah stock markets are highly integrated across time and scale. Furthermore, the value at risk (VaR) for the sukuk bond …

Persistent link: https://www.econbiz.de/10012302496

Vasileiou, Evangelos; Samitas, Aristeidis - In: Review of Economic Analysis : REA 12 (2020) 2, pp. 1-28

companies to invest in advanced models for more representative Value at Risk (VaR) estimations, and for this reason, in many …

Persistent link: https://www.econbiz.de/10012269223

Zoia, Maria Grazia; Vacca, Gianmarco; Barbieri, Laura - In: Risks : open access journal 8 (2020) 4/123, pp. 1-21

, such as the value at risk and the expected shortfall. …

Persistent link: https://www.econbiz.de/10012390846

Hunjra, Ahmed Imran; Alawi, Suha Mahmoud; Colombage, Sisira - In: Risks : open access journal 8 (2020) 4/126, pp. 1-23

absolute deviation (MaD) and conditional value at risk (CVaR) are considered as risk measures. The price data were extracted …

Persistent link: https://www.econbiz.de/10012390956

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