Evaluating predictive performance of value-at-risk models in emerging markets: a reality check

2006 ◽  
Vol 25 (2) ◽  
pp. 101-128 ◽  
Author(s):  
Yong Bao ◽  
Tae-Hwy Lee ◽  
Burak Saltoglu
Keyword(s):  
At Risk ◽  
Emerging Markets ◽  
Value At Risk ◽  
Predictive Performance ◽  
Risk Models ◽  
Reality Check

Value at risk models for volatile emerging markets equity portfolios

2010 ◽  
Vol 50 (4) ◽  
pp. 515-526 ◽  
Author(s):  
Dimitris N. Dimitrakopoulos ◽  
Manolis G. Kavussanos ◽  
Spyros I. Spyrou
Keyword(s):  
At Risk ◽  
Emerging Markets ◽  
Value At Risk ◽  
Risk Models ◽  
Equity Portfolios

A comprehensive evaluation of value-at-risk models and a comparison of their performance in emerging markets

2018 ◽  
Vol 12 (4) ◽  
pp. 1-16
Author(s):  
Saeed Shaker-Akhtekhane ◽  
Mohsen Seighali ◽  
Solmaz Poorabbas
Keyword(s):  
At Risk ◽  
Emerging Markets ◽  
Value At Risk ◽  
Comprehensive Evaluation ◽  
Risk Models

Emerging Markets and Value-at-Risk: The Case of Multinational Enterprises

2016 ◽  
Vol 9 (1) ◽  
pp. 56-66
Author(s):  
Kashi Khazeh ◽  
Leonard Arvi ◽  
Eugene Hahn
Keyword(s):  
At Risk ◽  
Emerging Markets ◽  
Value At Risk ◽  
Multinational Enterprises

scholarly journals Evaluating Value-at-Risk Models with Desk-Level Data

2011 ◽  
Vol 57 (12) ◽  
pp. 2213-2227 ◽  
Author(s):  
Jeremy Berkowitz ◽  
Peter Christoffersen ◽  
Denis Pelletier
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Risk Models ◽  
Level Data

Selection of Value-at-Risk models

2003 ◽  
Vol 22 (4) ◽  
pp. 337-358 ◽  
Author(s):  
Mandira Sarma ◽  
Susan Thomas ◽  
Ajay Shah
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Risk Models ◽  
Selection Of

A proposal for evaluating value-at-risk models

2000 ◽  
Vol 28 (3) ◽  
pp. 378-378
Author(s):  
Marta Korczak
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Risk Models
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