On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open?

By Fuertes Ana-Maria   Olmo Jose  

Journal of Risk and Financial Management, Vol. 9, Iss. 3, 2016-09 ,pp. : 10-10

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VaR and CVaR Implied in Option Prices

By Barone Adesi Giovanni  

Journal of Risk and Financial Management, Vol. 9, Iss. 1, 2016-02 ,pp. : 2-2

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The Burr X Pareto Distribution: Properties, Applications and VaR Estimation

By Korkmaz Mustafa Ç.   Altun Emrah   Yousof Haitham M.   Afify Ahmed Z.   Nadarajah Saralees  

Journal of Risk and Financial Management, Vol. 11, Iss. 1, 2017-12 ,pp. : 1-1

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Gas Storage Valuation and Hedging: A Quantification of Model Risk

By Hénaff Patrick   Laachir Ismail   Russo Francesco  

International Journal of Financial Studies, Vol. 6, Iss. 1, 2018-03 ,pp. : 27-27

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The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process

By Triacca Umberto  

Econometrics, Vol. 1, Iss. 3, 2013-11 ,pp. : 207-216

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