Last searches
Results for *
Displaying results 1 to 8 of 8.
-
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
-
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
-
Arbitrage with financial constraints and market power
-
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
-
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
-
The new international regulation of market risk: roles of VaR and CVaR in model validation
-
The new international regulation of market risk
roles of VaR and CVaR in model validation -
Bayesian predictive distributions of oil returns using mixed data sampling volatility models