Browsing by Subject value at risk

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Showing results 1 to 8 of 8
TitleAuthor(s)Issue Date
 
A new generalized exponentially weighted moving average quantile model and its statistical inference
Journal:Journal of Econometrics
Zhu, Ke
1-Nov-2023
 
An integrated risk management method: VaR Approach
Journal:Multinational Finance Journal
Yang, H
2000
 
On the uncertainty of VaR of individual risk
Journal:Journal of Computational and Applied Mathematics
Cheung, KCYuen, FL
2020
 
Operating reserve value at risk
Proceeding/Conference:2006 IEEE Power Engineering Society General Meeting, PES
Zhong, JWu, FF
2006
 
Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation
Journal:Computational Statistics and Data Analysis
Górecki, JanHofert, MariusOkhrin, Ostap
2021
 
Power portfolio optimization with traded contract products
Proceeding/Conference:IEEE PES General Meeting, PES 2010
Sun, YWu, FFZhou, H
2010
 
Risk assessment of generation investment in spot market considering operation constraints
Journal:Zhongguo Dianji Gongcheng Xuebao/Proceedings of the Chinese Society of Electrical Engineering
Zhou, HHou, YHWu, YWSu, JFXiong, XYMao, CX
2008
 
Volatility, Intermediaries, and Exchange Rates
Journal:Journal of Financial Economics
Fang, XLiu, Y
2021
Showing results 1 to 8 of 8