Performance evaluation of the Bayesian and classical value at risk models with circuit breakers set up

2020 ◽  
Vol 10 (3) ◽  
pp. 222
Author(s):  
GholamReza Keshavarz Haddad ◽  
Hadi Heidari
Keyword(s):  
At Risk ◽  
Performance Evaluation ◽  
Value At Risk ◽  
Circuit Breakers ◽  
Risk Models ◽  
Set Up

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 ◽  
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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 ◽  
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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 ◽  
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scholarly journals Value at Risk as a Tool for Mutual Funds Performance Evaluation

2014 ◽  
Vol 7 (10) ◽  
Author(s):  
Reza Tehrani ◽  
Saeed Mirza Mohammadi ◽  
Neda Sadat Nejadolhosseini
Keyword(s):  
At Risk ◽  
Performance Evaluation ◽  
Mutual Funds ◽  
Value At Risk

scholarly journals Combination of Value-at-Risk Models with Support Vector Machine

2009 ◽  
Vol 16 (5) ◽  
pp. 791-801
Author(s):  
Yong-Tae Kim ◽  
Joo-Yong Shim ◽  
Jang-Taek Lee ◽  
Chang-Ha Hwang
Keyword(s):  
At Risk ◽  
Support Vector Machine ◽  
Value At Risk ◽  
Support Vector ◽  
Risk Models
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