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Keyword [Value at Risk]
Result: 1 - 20 | Page: 1 of 5
1.
Some Applications Of Empirical Likelihood Methods
2.
Value-at-Risk Based On Extreme Value Theory
3.
Extreme Value Estimation Of Value-at-Risk
4.
Discussion And Analysis On Measure And Calculation Of Financial Risk
5.
Elliptical Distributions-based Estimation Of VaR And TCE
6.
Applicaton Of Mean Variance Change-point Model To Value-at-Risk
7.
The Subadditivity Of Risk Measure Of VaR
8.
Applications Of Extreme Value Theory To Measurement And Modeling Of Risk
9.
The Research On The Estimation Of Value-at-Risk Of Portfolio Based On Copula Function
10.
Research On The Nonlinear Feature Of The Stock Market In China
11.
The Selection Method Of Copula And Its Application
12.
Calculation Of VaR Of Financial Garch Models And Its Application In Financial Markets
13.
Tail Risk Research Based On Conditional Extreme Value Model
14.
Simulation Study And Empirical Analysis Of Nonparametric Estimation Of VaR And ES
15.
A Wavelet-based Decomposition Of Value At Risk For ICAPM
16.
Markov Asymmetric Regime-switching ARCH Model And The Estimation Of Value-at-Risk
17.
Bayesian Empirical Likelihood For VaR, MS And ES
18.
Solving Methods And Their Convergence Of Stochastic Generalized Nash Equilibrium Problems
19.
Conditional Value-at-Risk And Its Application In Portfolios Of Insurance Funds
20.
Copula-EGARCH-Kernel Density Estimation Model And Its Application
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