Search Results - subject:"Value at Risk"

Boonen, Tim J.; Jiang, Wenjun - In: European journal of operational research : EJOR 316 (2024) 2, pp. 694-706

Persistent link: https://www.econbiz.de/10014575576

Antwi, Albert; Gyamfi, Emmanuel Numapau; Adam, Anokye M. - In: Journal of forecasting 43 (2024) 7, pp. 2731-2748

Persistent link: https://www.econbiz.de/10015110551

Capelli, Paolo; Ielasi, Federica; Russo, Angeloantonio - In: Finance research letters 66 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10015061195

Chronopoulos, Ilias; Raftapostolos, Aristeidis; … - In: Journal of financial econometrics 22 (2024) 3, pp. 636-669

Persistent link: https://www.econbiz.de/10015045167

Branco, Rafael R.; Rubesam, Alexandre; Zevallos, Mauricio - In: Journal of empirical finance 78 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015101660

Gil Jaime, Jesús; Olmo, Jose - 2024

Persistent link: https://www.econbiz.de/10015338815

Syuhada, Khreshna; Puspitasari, Rizka; Arnawa, I Kadek Darma - 2024

in credible expected risk models. These enhanced models aim to improve the accuracy of Value-at-Risk (VaR) forecasts, a …

Persistent link: https://www.econbiz.de/10015101805

Ahmadzadeh, Aziz; Safarzadeh, Esmaeel; Atashak Maman, Elham - In: Iranian economic review : journal of University of Tehran 28 (2024) 2, pp. 462-488

Persistent link: https://www.econbiz.de/10015402643

Nor Azliana Aridi; Hooi, Tan Siow; Cheong, Chin Wen - In: Cogent economics & finance 12 (2024) 1, pp. 1-19

market risk estimation in comparison to low-frequency data by using Value-at-risk (VaR) and Expected shortfall (ES). The …

Persistent link: https://www.econbiz.de/10015359301

Xiong, Qian; Peng, Zuoxiang; Nadarajah, Saralees - In: Risks : open access journal 11 (2023) 7, pp. 1-26

Optimal reinsurance problems under the risk measures, such as Value-at-Risk (VaR) and Tail-Value-at-Risk (TVaR), have …

Persistent link: https://www.econbiz.de/10014340271

A service of the