VOLATILITY MODELLING AND PARAMETRIC VALUE-AT-RISK FORECAST ACCURACY: EVIDENCE FROM METAL PRODUCTS Journal title: Asian Economic and Financial Review Authors: Samir MABROUK| Faculty of Management and Economic Sciences of Sousse, Sousse University, Tunisia Subject(s): Economics, Finance and Financial Services
Research of Risk Measure for the CSI 300 Index Futures Journal title: International Journal of Empirical Finance Authors: Qian Zhang Subject(s): Personnel Management, Reliability and Risk Analysis
Bootstrap for Value at Risk Prediction Journal title: International Journal of Empirical Finance Authors: Meriem Rjiba, Michail Tsagris, Hedi Mhalla Subject(s): Personnel Management, Reliability and Risk Analysis
Measuring Value at Risk (VaR) of Exchange Rate in Iran Journal title: Journal of Empirical Economics Authors: Nazar Dahmardeh, Masoud Bijar Subject(s): Banks and Banking, Agricultural Economics, Macroeconomics, Microeconomics
The concept of value at risk (VaR) and risk regulatory in Montenegro Journal title: Acta Economica Authors: Јулија Церовић Subject(s): Economics
Market Volatility & Proactive Risk Management Practices for Mutual Fund Journal title: Global Business and Management Research: An International Journal Authors: Nidhi Walia, Ravi Kiran Subject(s):
METHODS, THEORIES AND MODELS TO MEASURE MARKET RISK OF THE PORTFOLIO OF SHARES Journal title: Revista Romana de Statistica Authors: Constantin ANGHELACHE, Vergil VOINEAGU, Dănuţ CULEŢU, Andreea Gabriela BALTAC Subject(s): Mathematics, Statistics , Science
Using Patterns of Volatility in Calculating VaR Journal title: Revista Romana de Statistica Authors: Radu Titus MARINESCU, Mădălina Gabriela ANGHEL, Daniel DUMITRESCU, Adina Mihaela DINU Subject(s): Mathematics, Statistics , Science
Application of the Family of Sign RCA Models for Obtaining the Selected Risk Measures Journal title: Dynamic Econometric Models Authors: Joanna Górka Subject(s): Economics, Orthopedics, Health Care Sciences & Services, Medicine, Research & Experimental, Public, Environmental & Occupational Health, Primary Health Care, Business, Business, Finance
Methodology Concerning the Utilization of the Value at Risk Journal title: Revista Romana de Statistica Authors: Gabriela-Victoria ANGHELACHE, Andreea NEGRU (CIOBANU), Lorand KRALIK Subject(s): Mathematics, Statistics , Science
The Sign RCA Models: Comparing Predictive Accuracy of VaR Measures Journal title: Dynamic Econometric Models Authors: Joanna Górka Subject(s): Economics, Orthopedics, Health Care Sciences & Services, Medicine, Research & Experimental, Public, Environmental & Occupational Health, Primary Health Care, Business, Business, Finance
Using the Value at Risk Model in the Portfolio Management Journal title: Revista Romana de Statistica Authors: Mădălina Gabriela ANGHEL Subject(s): Mathematics, Statistics , Science
RISK EVALUATION IN THE BALTIC STOCK MARKET Journal title: Jaunųjų mokslininkų darbai Authors: Martynas Brazauskas Subject(s):
RIZIKOS VERTINIMAS BALTIJOS VERTYBINIŲ POPIERIŲ RINKOJE Journal title: Jaunųjų mokslininkų darbai Authors: Martynas Brazauskas Subject(s):
Romanian Commercial Banks’ Systemic Risk and Its Determinants: A CoVAR Approach Journal title: International Journal of Academic Research in Accounting, Finance and Management Sciences Authors: Gabriela-Victoria Anghelache, Dumitru-Cristian Oanea Subject(s):