5 results for Value-at-Risk.

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Keyword    Value-at-Risk

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Parametric Value-at-Risk Analysis: Evidence from Islamic and Conventional Stock Market
International Journal of Business and Risk Management. 2018, 1(1), 37-54. DOI: 10.12691/ijbrm-1-1-5
Pub. Date: June 05, 2018Views: 4696Downloads: 3686
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A Wavelet-ARMA-GARCH Refinement Method to VaR Estimate for Foreign Exchange Market
International Journal of Business and Risk Management. 2018, 1(1), 28-36. DOI: 10.12691/ijbrm-1-1-4
Pub. Date: April 23, 2018Views: 5123Downloads: 4116
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Review on Wavelet Denoised Value at Risk and Application on Crude Oil Market
International Journal of Global Energy Markets and Finance. 2018, 1(1), 4-10. DOI: 10.12691/ijgefm-1-1-2
Pub. Date: April 23, 2018Views: 3996Downloads: 3078
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Risk Measurement in Commodities Markets Using Conditional Extreme Value Theory
International Journal of Econometrics and Financial Management. 2014, 2(5), 188-205. DOI: 10.12691/ijefm-2-5-4
Pub. Date: September 30, 2014Views: 19786Downloads: 14573
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A Comparative Performance of Conventional Methods for Estimating Market Risk Using Value at Risk
International Journal of Econometrics and Financial Management. 2017, 5(2), 22-32. DOI: 10.12691/ijefm-5-2-1
Pub. Date: April 26, 2017Views: 6914Downloads: 4990
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