Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model

2019 ◽  
Author(s):  
Aerambamoorthy Thavaneswaran ◽  
Ruppa K Thulasiram ◽  
Zimo Zhu ◽  
Mohammed Erfanul Hoque ◽  
Nalini Ravishanker
Keyword(s):  
At Risk ◽  
Predictive Model ◽  
Value At Risk ◽  
Data Driven

scholarly journals Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid

2019 ◽  
Vol 35 (3) ◽  
pp. 947-981 ◽  
Author(s):  
Marius Lux ◽  
Wolfgang Karl Härdle ◽  
Stefan Lessmann
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Data Driven ◽  
Risk Forecasting

Extremwerttheorie und Value-at-Risk

2015 ◽  
Vol 44 (5) ◽  
pp. 259-267
Author(s):  
Frank Schuhmacher ◽  
Benjamin R. Auer
Keyword(s):  
At Risk ◽  
Value At Risk

Value at Risk

Controlling ◽  
2004 ◽  
Vol 16 (7) ◽  
pp. 425-426
Author(s):  
Mischa Seiter ◽  
Sven Eckert
Keyword(s):  
At Risk ◽  
Value At Risk

Stress Testing in a Value at Risk Framework

CFA Digest ◽  
1999 ◽  
Vol 29 (2) ◽  
pp. 76-78
Author(s):  
Thomas J. Latta
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Stress Testing ◽  
A Value ◽  
Risk Framework

Value at Risk

2007 ◽  
Author(s):  
Arndt P. Funken ◽  
Alexander Obeid
Keyword(s):  
At Risk ◽  
Value At Risk
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