Items where Keyword is "Value at risk" (Publications and Working Papers)

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Number of items: 2.

J

Jeon, Jooyoung and Taylor, James (2013) Using Implied Volatility with CAViaR Models for Value at Risk Estimation. Journal of Forecasting, 32 (1). pp. 62-74. Link to full text available through this repository.
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T

Taylor, James (2005) Generating Volatility Forecasts from Value at Risk Estimates. Management Science, 51 (5). pp. 712-725. Link to full text available through this repository.
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This list was generated on Tue Nov 21 15:42:12 2017 WET.