scholarly journals Use of copulas for Value-at-Risk calculation and backtesting with an application to

2018 ◽  
Vol 2 (2018) ◽  
pp. 6-14
Author(s):  
Aianna Agosto ◽  
◽  
Alessandra Mainini ◽  
Enrico Moretto ◽  
◽  
...  
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Risk Calculation

scholarly journals Ex-ante real estate Value at Risk calculation method

2015 ◽  
Vol 262 (2) ◽  
pp. 257-285 ◽  
Author(s):  
Charles-Olivier Amédée-Manesme ◽  
Fabrice Barthélémy
Keyword(s):  
At Risk ◽  
Real Estate ◽  
Calculation Method ◽  
Value At Risk ◽  
Risk Calculation ◽  
Ex Ante

scholarly journals Ex-ante real estate Value at Risk calculation method

2015 ◽  
Author(s):  
Fabrice Barthélémy ◽  
Charles-Olivier Amédée-Manesme
Keyword(s):  
At Risk ◽  
Real Estate ◽  
Calculation Method ◽  
Value At Risk ◽  
Risk Calculation ◽  
Ex Ante
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