Keyword Connections

value at risk

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Bibliographies

12

1 Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple

2 Testing the Least-Squares Monte Carlo Method for the Evaluation of Capital Requirements in Life Insurance

3 Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple

4 Testing the Least-Squares Monte Carlo Method for the Evaluation of Capital Requirements in Life Insurance

5 measuring systemic risk of banking in indonesia: conditional value at risk model application

6 Value at risk (VaR) in uncertainty: Analysis with parametric method and black & scholes simulations

7 Application of Value at Risk in Risk Management of Oil Revenue in Iran

8 estimating portfolio value at risk in the electricity markets using an entropy optimized bemd approach

9 estimasi nilai conditional value at risk menggunakan fungsi gaussian copula

10 estimasi value at risk dengan distribusi normal untuk memprediksi return investasi

11 a comparative study on value at risk versus tefix 30: evidence from tehran stock exchange

12 model non linier garch (ngarch) untuk mengestimasi nilai value at risk (var) pada ihsg