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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Calculation"
~subject:"Aktienmarkt"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International review of financial analysis
13
The North American journal of economics and finance : a journal of financial economics studies
13
Economic modelling
10
Energy economics
10
Journal of international financial markets, institutions & money
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Finance research letters
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International review of economics & finance : IREF
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Stock market volatility
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of international money and finance
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Eurasian economic review : a journal in applied macroeconomics and finance
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International review of finance
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Value at risk and expected shortfall improved calculation based on the power transformation method
Leccadito, Arturo
;
Toscano, Pietro
;
Tunaru, Radu S.
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 67-81
Persistent link: https://www.econbiz.de/10011311416
Saved in:
2
A fast Monte Carlo algorithm for estimating value at risk and expected shortfall
Hsieh, Ming-Hua
;
Liao, Wei-Cheng
;
Chen, Chuen-Lung
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 50-66
Persistent link: https://www.econbiz.de/10011311418
Saved in:
3
Beyond the VaR
Longin, François M.
- In:
The journal of derivatives : the official publication …
8
(
2001
)
4
,
pp. 36-48
Persistent link: https://www.econbiz.de/10001613579
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