Search Results - "VaR"

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  1. 1
    Can Chinese security companies use Value at Risk (VaR) to measure market risk they faced: an empirical study?

    Can Chinese security companies use Value at Risk (VaR) to measure market risk they faced: an empirical study? by Tan, Xiao

    Published 2006
    Subjects: “…VaR…”
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  2. 2
    Assessing the Performance of Parametric, Non-Parametric and Semi-Parametric Value-at-Risk Models Applied to the Chinese Stock Market

    Assessing the Performance of Parametric, Non-Parametric and Semi-Parametric Value-at-Risk Models Applied to the Chinese Stock Market by PENG, BO

    Published 2006
    Subjects: Get full text
  3. 3
    Parametric Value at Risk models for hedge fund application

    Parametric Value at Risk models for hedge fund application by Micallef, Pierre

    Published 2008
    Subjects: Get full text
  4. 4
    Value-At-Risk: Effective and Accurate Risk Management of China's Stock Index

    Value-At-Risk: Effective and Accurate Risk Management of China's Stock Index by YU, Yang

    Published 2006
    Subjects: “…"Value at Risk"(VaR)…”
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  5. 5
    Research on Systemic Risks’ Spillover Effects of China’s Commercial Banks under COVID-19

    Research on Systemic Risks’ Spillover Effects of China’s Commercial Banks under COVID-19 by Ma, Lei

    Published 2020
    Subjects: “…listed commercial banks; systemic risk; GARCH model; CoVaR…”
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  6. 6
    Assessing the performance of the VaR models on nonlinear portfolio

    Assessing the performance of the VaR models on nonlinear portfolio by ZHU, Guantao

    Published 2013
    Subjects: “…VaR…”
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  7. 7
    An Empirical Analysis of the Contagion Risk in the Stock Markets: Evidence with E-GARCH VaR Model

    An Empirical Analysis of the Contagion Risk in the Stock Markets: Evidence with E-GARCH VaR Model by Gao, Song

    Published 2014
    Subjects: “…Contagion Risk; E-GARCH Modelling; Value-at-Risk (VaR); Backtesting; Granger Causality in Risk…”
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  8. 8
    Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares

    Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares by Da Veiga, Bernardo, Chan, Felix, McAleer, M.

    Published 2008
    Subjects: “…VaR…”
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  9. 9
    Value-at-Risk for Financial Derivative Instruments

    Value-at-Risk for Financial Derivative Instruments by Lv, Mingyue

    Published 2011
    Subjects: “…Value-at-Risk (VaR)…”
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  10. 10
    Can multivariate GARCH models really improve value-at-risk forecasts?

    Can multivariate GARCH models really improve value-at-risk forecasts? by Sia, C.S., Chan, Felix

    Published 2015
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  11. 11
    Structuring an optimal portfolio from the Private Bank perspective and measuring the market risk using "Value-at-Risk" Methodology

    Structuring an optimal portfolio from the Private Bank perspective and measuring the market risk using "Value-at-Risk" Methodology by Wong, Max Yuen Kuan

    Published 2008
    Subjects: “…VaR…”
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