DSpace at KOASAS
Browsing DSpace

Browse by Subject value at risk

A to Z

All 0-9

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

or enter first few letters:

Showing results 1 to 4 of 4

1
Conditional quantile analysis for realized GARCH models

Kim, Donggyu; Oh, Minseog; Wang, Yazhen, JOURNAL OF TIME SERIES ANALYSIS, v.43, no.4, pp.640 - 665, 2022-07

2
Next generation models for portfolio risk management: An approach using financial big data

Jung, Kwangmin; Kim, Donggyu; Yu, Seunghyeon, JOURNAL OF RISK AND INSURANCE, v.89, no.3, pp.765 - 787, 2022-09

3
Using CAViaR Models with Implied Volatility for Value-at-Risk Estimation

Jeon, Jooyoung; Taylor, James W., JOURNAL OF FORECASTING, v.32, no.1, pp.62 - 74, 2013-01

4
VaR 모델의 예측 정확도에 대한 실증 연구 = An empirical study on the forecasting precision of value at risk modelslink

이동수; Lee, Dong-Soo; et al, 한국과학기술원, 2001

Discover

rss_1.0 rss_2.0 atom_1.0