✦ LIBER ✦

Sensitivity analysis of Values at Risk

✍ Scribed by C. Gourieroux; J.P. Laurent; O. Scaillet

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Credibilistic value and average value at

✍ Jin Peng 📂 Article 📅 2011 🏛 Informa UK (Taylor & Francis) 🌐 English ⚖ 110 KB

Value at Risk Perspective on Layers of P

✍ J.S. Fang; M.S. Mannan; D.M. Ford; J. Logan; A. Summers 📂 Article 📅 2007 🏛 Institution of Chemical Engineers 🌐 English ⚖ 257 KB

Value-at-risk and Tsallis statistics: ri

✍ Adriana P. Mattedi; Fernando M. Ramos; Reinaldo R. Rosa; Rosario N. Mantegna 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 239 KB

Value relevance of value-at-risk disclos

✍ Chee Yeow Lim; Patricia Mui-Siang Tan 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 256 KB

Empirical analysis of GARCH models in va

✍ Mike K.P. So; Philip L.H. Yu 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 398 KB

Value-at-Risk, Tail Value-at-Risk und Sc

✍ Richard Herrmann 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 German ⚖ 632 KB