- Semiparametric estimation of dynamic conditional expected shortfall models
- Predictive performance of conditional Extreme Value Theory in Value-at-Risk estimation
- Risk budgeting and Value-at-Risk
- Country financial and political risk: the case of Indonesia, Malaysia and Philippines
- Estimating integrated volatility using absolute high-frequency returns
- An empirical comparison of alternative models in estimating Value-at-Risk: evidence and application from the LSE
- On the role of volatility for modelling risk exposure
3 July 2008
Special issue: Measurement and application of risk in economics and finance
International Journal of Monetary Economics and Finance 1(2) 2008
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