Trade Openness and Economic Growth in Canada: An Evidence from Time-Series Tests.
- Published in:
- Global Economy Journal, 2015, v. 15, n. 3, p. 361, doi. 10.1515/gej-2014-0009
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- Publication type:
- Article
Works matching DE "VALUE at risk"
Results: 1848
1
2
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks.
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- Review of Economic Studies, 2011, v. 78, n. 2, p. 559, doi. 10.1093/restud/rdq020
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- Publication type:
- Article
3
Structural VAR analysis of debt, capital accumulation, and income distribution in the Japanese economy: a Post Keynesian perspective.
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- Journal of Post Keynesian Economics, 2012, v. 34, n. 4, p. 685, doi. 10.2753/PKE0160-3477340405
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- Publication type:
- Article
4
Differential pulse code modulation and motion aligned optimal reconstruction for block-based compressive video sensing using conditional autoregressive-salp swarm algorithm.
- Published in:
- International Journal of Wavelets, Multiresolution & Information Processing, 2021, v. 19, n. 6, p. 1, doi. 10.1142/S0219691321500211
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- Publication type:
- Article
5
The Impact of Capital Inflows on Asset Prices in Emerging Asian Economies: Is Too Much Money Chasing Too Little Good?
- Published in:
- Open Economies Review, 2011, v. 22, n. 2, p. 293, doi. 10.1007/s11079-009-9124-x
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- Article
6
A framework of distributionally robust possibilistic optimization.
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- Fuzzy Optimization & Decision Making, 2024, v. 23, n. 2, p. 253, doi. 10.1007/s10700-024-09420-2
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- Publication type:
- Article
7
A structured solution framework for fuzzy minimum spanning tree problem and its variants under different criteria.
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- Fuzzy Optimization & Decision Making, 2021, v. 20, n. 4, p. 497, doi. 10.1007/s10700-021-09352-1
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- Publication type:
- Article
8
The Effects of Overnight Events on Daytime Return: A Market Microstructure Analysis of Market Quality.
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- Asia-Pacific Financial Markets, 2024, v. 31, n. 3, p. 497, doi. 10.1007/s10690-023-09424-9
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- Publication type:
- Article
9
Is Being "Robust" Beneficial? A Perspective from the Indian Market.
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- Asia-Pacific Financial Markets, 2021, v. 28, n. 4, p. 469, doi. 10.1007/s10690-021-09331-x
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- Publication type:
- Article
10
Does Marginal VaR Lead to Improved Performance of Managed Portfolios: A Study of S&P BSE 100 and S&P BSE 200.
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- Asia-Pacific Financial Markets, 2020, v. 27, n. 2, p. 291, doi. 10.1007/s10690-019-09294-0
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- Publication type:
- Article
11
Inner Rate of Risk Aversion (IRRA) and Its Applications to Investment Selection.
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- Asia-Pacific Financial Markets, 2020, v. 27, n. 2, p. 193, doi. 10.1007/s10690-019-09289-x
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- Publication type:
- Article
12
In search of robust methods for multi-currency portfolio construction by value at risk.
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- Asia-Pacific Financial Markets, 2019, v. 26, n. 1, p. 107, doi. 10.1007/s10690-018-9260-7
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- Publication type:
- Article
13
An Analytical Evaluation Method of the Operational Risk Using Fast Wavelet Expansion Techniques.
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- Asia-Pacific Financial Markets, 2013, v. 20, n. 3, p. 283, doi. 10.1007/s10690-013-9168-1
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- Publication type:
- Article
14
Forecasting Intraday Volatility and Value-at-Risk with High-Frequency Data.
- Published in:
- Asia-Pacific Financial Markets, 2013, v. 20, n. 1, p. 83, doi. 10.1007/s10690-012-9160-1
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- Publication type:
- Article
15
Strategic cooperative allocation for potential contribution value in wind power and energy storage system.
- Published in:
- Electrical Engineering, 2024, v. 106, n. 5, p. 6265, doi. 10.1007/s00202-024-02360-5
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- Publication type:
- Article
16
Estimating Model Risk of VaR under Different Approaches: Study on European Banks.
- Published in:
- Contemporary Management Problems / Współczesne Problemy Zarządzania, 2021, v. 9, n. 2, p. 65, doi. 10.52934/wpz.151
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- Publication type:
- Article
17
THE UNEXPECTED SHORTFALL: AN ALTERNATIVE RISK MEASURE.
- Published in:
- Journal of Research in Economics, 2023, v. 7, n. 2, p. 110, doi. 10.29228/JORE.27
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- Publication type:
- Article
18
Cryptocurrency Risk Analysis During the Covid-19 Pandemic: Value at Risk (VaR) Approach.
- Published in:
- Jurnal Manajemen dan Organisasi, 2022, v. 13, n. 1, p. 61, doi. 10.29244/jmo.v13i1.40428
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- Publication type:
- Article
19
A cooperative model of photovoltaic and electricity-to-hydrogen including green certificate trading under the conditional value at risk.
- Published in:
- Global Energy Interconnection, 2023, v. 6, n. 4, p. 403, doi. 10.1016/j.gloei.2023.08.003
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- Publication type:
- Article
20
Multi-regional Unit Commitment Model with Wind Power Based on Conditional Value at Risk.
- Published in:
- Electric Drive, 2023, v. 53, n. 1, p. 52, doi. 10.19457/j.1001-2095.dqcd23389
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- Publication type:
- Article
21
Optimal Portfolio and Performance-Risk Metric: A Study on Saudi Stock Market.
- Published in:
- Al Bashaer Economic Journal, 2021, v. 7, n. 2, p. 833
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- Publication type:
- Article
22
广西北部湾近江牡蛎脂溶性藻毒素污染状况与安全风险评价.
- Published in:
- South China Fisheries Science, 2020, v. 16, n. 4, p. 108, doi. 10.12131/20190212
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- Publication type:
- Article
23
"Value-At-Risk" in Agricultural Supply Chains - Summary.
- Published in:
- Western Economics Forum, 2022, v. 20, n. 2, p. 3
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- Publication type:
- Article
24
GGlueVaR‐based participation of electric vehicles in automatic demand response for two‐stage scheduling.
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- International Journal of Energy Research, 2021, v. 45, n. 1, p. 1128, doi. 10.1002/er.5846
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- Publication type:
- Article
25
Cross‐regional integrated energy system scheduling optimization model considering conditional value at risk.
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- International Journal of Energy Research, 2020, v. 44, n. 7, p. 5564, doi. 10.1002/er.5307
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- Publication type:
- Article
26
A dynamic risk aversion model for virtual energy plant considering uncertainties and demand response.
- Published in:
- International Journal of Energy Research, 2019, v. 43, n. 3, p. 1272, doi. 10.1002/er.4366
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- Publication type:
- Article
27
A comparative VaR analysis between low-frequency and high-frequency conditional EVT models during COVID-19 crisis.
- Published in:
- Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2377495
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- Publication type:
- Article
28
Measurement of extreme market risk: Insights from a comprehensive literature review.
- Published in:
- 2021
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- Publication type:
- Literature Review
29
Quantifying systemic risk in Morocco's banking system using Euler indicators and extreme dependence.
- Published in:
- Cogent Business & Management, 2023, v. 10, n. 3, p. 1, doi. 10.1080/23311975.2023.2278256
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- Publication type:
- Article
30
Dynamic modeling of systemic risk and firm value: A case of Pakistan.
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- Cogent Business & Management, 2019, v. 6, n. 1, p. 1, doi. 10.1080/23311975.2019.1651440
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- Article
31
Approaches to Value-at-Risk (VaR).
- Published in:
- Vinimaya, 2015, v. 36, n. 3, p. 53
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- Publication type:
- Article
32
Quantitative Risk Calculation in Cybersecurity: The Value of Quantifying Risk.
- Published in:
- ISSA Journal, 2020, v. 18, n. 10, p. 28
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- Publication type:
- Article
33
Characterization and Health Risk Assessment of Human Exposure to PAHs in Dust Deposited on Leaves of Street Trees in Egypt.
- Published in:
- Polycyclic Aromatic Compounds, 2020, v. 40, n. 4, p. 1013, doi. 10.1080/10406638.2018.1517810
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- Publication type:
- Article
34
Research on the Value at Risk of Basis for Stock Index Futures Hedging in China Based on Two-State Markov Process and Semiparametric RS-GARCH Model.
- Published in:
- Discrete Dynamics in Nature & Society, 2019, p. 1, doi. 10.1155/2019/8904162
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- Publication type:
- Article
35
New Safe Approximation of Ambiguous Probabilistic Constraints for Financial Optimization Problem.
- Published in:
- Discrete Dynamics in Nature & Society, 2019, p. 1, doi. 10.1155/2019/6903679
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- Publication type:
- Article
36
Peaks over Threshold Approach with a time-varying scale parameter and range-based volatility estimator for Value-at-Risk and Expected Shortfall estimation.
- Published in:
- Statistical Review / Przegląd Statystyczny, 2024, v. 71, n. 1, p. 23, doi. 10.59139/ps.2024.01.2
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- Publication type:
- Article
37
Reduce extreme losses and retain extreme profits through hedging with gold and cryptocurrencies: A global stock market perspective.
- Published in:
- Statistical Review / Przegląd Statystyczny, 2023, v. 70, n. 4, p. 37, doi. 10.59139/ps.2023.04.2
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- Publication type:
- Article
38
Estimation of Value-at-Risk using Weibull distribution -- portfolio analysis on the precious metals market.
- Published in:
- Statistical Review / Przegląd Statystyczny, 2021, v. 68, n. 2, p. 38, doi. 10.5604/01.3001.0015.2731
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- Publication type:
- Article
39
Time consistency of dynamic risk measures and dynamic performance measures generated by distortion functions.
- Published in:
- Stochastic Models, 2025, v. 41, n. 2, p. 180, doi. 10.1080/15326349.2024.2353045
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- Publication type:
- Article
40
ANALYSIS OF THE MOST COMMON CALCULATION METHODS “VALUE AT RISK, VAR”.
- Published in:
- Financial & Credit Activity: Problems of Theory & Practice, 2022, v. 3, n. 44, p. 43, doi. 10.55643/fcaptp.3.44.2022.3746
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- Publication type:
- Article
41
Return versus hype – Are Islamic metaverse companies more profitable than general ones – A Chinese stock analysis.
- Published in:
- Turkish Journal of Islamic Economics, 2024, v. 11, n. 2, p. 1, doi. 10.26414/A4079
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- Publication type:
- Article
42
A novel robust method for estimating the covariance matrix of financial returns with applications to risk management.
- Published in:
- Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-024-00642-2
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- Publication type:
- Article
43
An evaluation of the adequacy of Lévy and extreme value tail risk estimates.
- Published in:
- Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-024-00614-6
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- Publication type:
- Article
44
Evaluating Approximate Point Forecasting of Count Processes.
- Published in:
- Econometrics (2225-1146), 2019, v. 7, n. 3, p. 30, doi. 10.3390/econometrics7030030
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- Publication type:
- Article
45
The Realized Hierarchical Archimedean Copula in Risk Modelling.
- Published in:
- Econometrics (2225-1146), 2017, v. 5, n. 2, p. 26, doi. 10.3390/econometrics5020026
- By:
- Publication type:
- Article
46
Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting.
- Published in:
- Econometrics (2225-1146), 2017, v. 5, n. 2, p. 21, doi. 10.3390/econometrics5020021
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- Publication type:
- Article
47
Stochastic volatility with missing data: Assessing the effects of holidays.
- Published in:
- Communications in Statistics: Case Studies & Data Analysis, 2022, v. 8, n. 3, p. 423, doi. 10.1080/23737484.2022.2087122
- By:
- Publication type:
- Article
48
Switching latent factor value-at-risk models for conditionally heteroskedastic portfolios: A comparative approach.
- Published in:
- Communications in Statistics: Case Studies & Data Analysis, 2022, v. 8, n. 2, p. 282, doi. 10.1080/23737484.2022.2031346
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- Publication type:
- Article
49
Estimation of SUR model with VAR(p) disturbances.
- Published in:
- Communications in Statistics: Case Studies & Data Analysis, 2019, v. 5, n. 4, p. 432, doi. 10.1080/23737484.2019.1675558
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- Publication type:
- Article
50
Sparse estimation within Pearson's system, with an application to financial market risk.
- Published in:
- Canadian Journal of Statistics, 2023, v. 51, n. 3, p. 800, doi. 10.1002/cjs.11754
- By:
- Publication type:
- Article