Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis

2003 ◽  
Vol 150 (3) ◽  
pp. 516-528 ◽  
Author(s):  
J.David Cabedo Semper ◽  
Ismael Moya Clemente
2018 ◽  
Vol 2 (2018) ◽  
pp. 6-14
Author(s):  
Aianna Agosto ◽  
◽  
Alessandra Mainini ◽  
Enrico Moretto ◽  
◽  
...  

2015 ◽  
Vol 262 (2) ◽  
pp. 257-285 ◽  
Author(s):  
Charles-Olivier Amédée-Manesme ◽  
Fabrice Barthélémy

2015 ◽  
Author(s):  
Fabrice Barthélémy ◽  
Charles-Olivier Amédée-Manesme

Sign in / Sign up

Export Citation Format

Share Document