✦ LIBER ✦

An optimization process in Value-at-Risk estimation

✍ Scribed by Alex YiHou Huang

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimization of Monte Carlo Procedures f

✍ Sabrina Antonelli; Maria Gabriella Iovino 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 451 KB

Semiparametric estimation of Value at Ri

✍ Jianqing Fan; Juan Gu 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 247 KB

Backtesting Parametric Value-at-Risk Wit

✍ Escanciano, J. Carlos; Olmo, Jose 📂 Article 📅 2010 🏛 American Statistical Association 🌐 English ⚖ 589 KB

Probabilistic fuzzy systems in value-at-

✍ R. J. Almeida; U. Kaymak 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 432 KB

Estimation of Value at Risk by Extreme V

✍ Sarah Lauridsen 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 381 KB

Model choice and value-at-risk estimatio

✍ Zisheng Ouyang 📂 Article 📅 2008 🏛 Springer Netherlands 🌐 English ⚖ 125 KB