| Document Title |
Author |
Issue Date |
| Saddle Point Approximation and Volatility Estima.. |
[Chan, Ngai Hang][Tian, Maozai]
|
9-2-2010 |
| Bounded Relative Error Importance Sampling and R.. |
[McLeish, Don L.]
|
8-31-2010 |
| A Calibrated Scenario Generation Model for Heavy.. |
[Wang, Hao][Yu, Hao][Shao, Qi-Man]
|
8-21-2010 |
| Capital Requirements for Operational risk: an In.. |
[Belhaj, Mohamed]
|
8-8-2010 |
| Investment Risk Management in Tehran Stock Excha.. |
[Farid, Darush][Meybodi, Alireza R.][Mirfakhraddiny, Seyed H.]
|
8-7-2010 |
| Value-at-Risk for Long and Short Positions of As.. |
[Wong, Woon K.]
|
8-5-2010 |
| Forecasting Time-Varying Value-at-Risk |
[Cecchinato, Nedda]
|
8-2-2010 |
| Bayesian Value-at-Risk and the Capital Charge Pu.. |
[Pollard, Matthew]
|
7-31-2010 |
| Asymptotic Representations for Importance-Sampli.. |
[Hong, Liu Jeff][Sun, Lihua]
|
7-28-2010 |
| Value-at-Risk: The Delta-Normal Approach |
[Henrard, Marc]
|
7-28-2010 |
| Can Realized Volatility improve the Accuracy of .. |
[Kruse, Robinson]
|
7-27-2010 |
| Market Liquidity and Strategic Asset Allocation:.. |
[Al Janabi, Mazin]
|
7-21-2010 |
| Interval Forecasts: An Analysis Based upon ARCH-.. |
[Granger, Clive][White, Halbert][Kamstra, Mark]
|
7-20-2010 |
| Bayesian Inference and Model Comparison for Asym.. |
[Gerlach, Richard][Chen, Cathy W. S.]
|
7-19-2010 |
| Restoring Financial Stability: How to Repair a F.. |
[Richardson, Matthew][Acharya, Viral]
|
7-18-2010 |
| Operational Risk Modelling and Analysis: Theory .. |
[Cruz, Marcelo G.]
|
7-17-2010 |
| Dynamic Operational Risk: Modeling Dependence an.. |
[Peters, Gareth][Shevchenko, Pavel][Wuethrich, Mario V.]
|
7-17-2010 |
| The VaR at Risk |
[Galichon, Alfred]
|
7-13-2010 |
| VaR Forecasts and Dynamic Conditional Correlatio.. |
[Hakim, Abdul][McAleer, Michael]
|
7-6-2010 |
| The Optimal Value-at-Risk Hedging Strategy under.. |
[Chang, Kuang-Liang]
|
7-2-2010 |
