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Estimation of VaR in condition...
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Value-at-risk forecasts with conditional volatility for structured products
Chen, Fen-ying
- In:
The journal of risk model validation
5
(
2011
)
1
,
pp. 45-69
Persistent link: https://www.econbiz.de/10009356846
Saved in:
2
Modeling value-at-risk for international portfolios in different jump-diffusion processes
Chen, Fen-ying
- In:
The journal of risk model validation
7
(
2013
)
2
,
pp. 93-117
Persistent link: https://www.econbiz.de/10009780648
Saved in:
3
A comparative study of VaR estimation for structured products
Chen, Fen-ying
- In:
Economics research international
(
2010
),
pp. 1-16
Persistent link: https://www.econbiz.de/10009317082
Saved in:
4
A comparative study of VaR estimation for structured products
Chen, Fen-ying
- In:
Economics research international
(
2010
),
pp. 1-16
Persistent link: https://www.econbiz.de/10009958135
Saved in:
5
Modeling value-at-risk for international portfolios in different jump-diffusion processes
Chen, Fen-ying
- In:
The journal of risk model validation
7
(
2013
)
2
,
pp. 93-117
Persistent link: https://www.econbiz.de/10010185312
Saved in:
6
Value-at-risk forecasts with conditional volatility for structured products
Chen, Fen-ying
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 45-69
Persistent link: https://www.econbiz.de/10009911506
Saved in:
7
Modelling VaR for foreign-asset portfolios in continuous time
Chen, Fen-ying
;
Liao, Szu-Lang
- In:
Economic modelling
26
(
2009
)
1
,
pp. 234-240
Persistent link: https://www.econbiz.de/10003817081
Saved in:
8
Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
Saved in:
9
Modelling VaR for foreign-asset portfolios in continuous time
Chen, Fen-Ying
;
Liao, Szu-Lang
- In:
Economic modelling
26
(
2009
)
1
,
pp. 234-240
Persistent link: https://www.econbiz.de/10008162475
Saved in:
10
Modelling VaR for foreign-asset portfolios in continuous time
Chen, Fen-Ying
;
Liao, Szu-Lang
- In:
Economic modelling
26
(
2009
)
1
,
pp. 234-241
Persistent link: https://www.econbiz.de/10008879190
Saved in:
1
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