✦ LIBER ✦

Varying the VaR for unconditional and conditional environments

✍ Scribed by John Cotter

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Unconditional and Conditional Distributi

✍ Stefan Mittnik; Marc S. Paolella; Svetlozar T. Rachev 📂 Article 📅 1998 🏛 Springer 🌐 English ⚖ 266 KB

Conditional versus unconditional trade c

✍ Paola Conconi; Carlo Perroni 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 514 KB

Time-varying higher-order conditional mo

✍ A. Tolga Ergün; Jongbyung Jun 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 492 KB

The distinction between the conditional

✍ W. Horsley Gantt 📂 Article 📅 1968 🏛 Springer 🌐 English ⚖ 232 KB

Power estimation for rank tests using ce

✍ Alan B. Cantor 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 591 KB

Some remarks on conditional and uncondit

✍ Fraser, D. A. S. ;McDunnough, Philip 📂 Article 📅 1980 🏛 Springer-Verlag ⚖ 349 KB