已解决谢谢每份2论坛币数量有点多麻烦大家了 - 文献求助专区 - 经管之家

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已解决谢谢每份2论坛币数量有点多麻烦大家了

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收藏 2010-05-06

1.    1  .A Portfolio Index GARCH model

2.    2  Comparison of historically simulated VaR: Evidence from oil prices

3       3 Estimating ‘Value at Risk’ of crude oil price and its spillover effect using the GED-GARCH approach
4       4 Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models
5       5 Volatility of stock price as predicted by patent data: An MGARCH perspective
6       6 MaxVaR with non-Gaussian distributed returns
7       7 Conditional VaR using EVT – Towards a planned margin scheme
8       8 The performance of composite forecast models of value-at-risk in the energy market
9       9 Applying VaR to REITs: A comparison of alternative methods
10    10  Interpreting Value at Risk (VaR) forecasts
11    11 Risk management in a competitive electricity market
12    12  An economic capital model integrating credit and interest rate risk in the banking book
13    13  Strategic evaluation of bilateral contract for electricity retailer in restructured power market
14    14  On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee–Carter modelling
15    15 The dynamics of the volatility skew: A Kalman filter approach

没办法写综述要看最近的劳烦大家了每份2论坛币请设置出售按先后顺序购买请先看清楚有没人已经找到了免得浪费大家时间谢谢

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2010-5-6 23:29:17

1# icicle01

附件列表

A mixtureinteger-valued ARCH model.pdf

大小:299.25 KB

只需: 2 个论坛币马上下载

A Portfolio Index GARCH model.pdf

大小:902.62 KB

只需: 2 个论坛币马上下载

Comparison of historically simulated VaR.pdf

大小:552.52 KB

只需: 2 个论坛币马上下载

Estimating ‘Value at Risk’ of crude oil price and its spillover.pdf

大小:884.37 KB

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Value-at-riskestimationsofenergycommoditiesvialong-memory.pdf

大小:637.4 KB

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2010-5-7 10:25:17

1# icicle01

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Volatility of stock price as predicted by patent data.pdf

大小:662.27 KB

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2010-5-7 10:26:55

3# czshhh

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MaxVaR with non-Gaussian distributed returns.pdf

大小:212.27 KB

只需: 3 个论坛币马上下载

The dynamics of the volatility skew A Kalman filter approach .pdf

大小:503.95 KB

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2010-5-7 10:28:38

4# czshhh

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Conditional VaR using EVT.pdf

大小:406.9 KB

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The performance of composite forecast models of .pdf

大小:215.51 KB

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2010-5-7 10:29:50

5# czshhh

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Applying VaR to REITs A comparison of alternative methods.pdf

大小:147.71 KB

只需: 3 个论坛币马上下载

Interpreting Value at Risk (VaR) forecasts .pdf

大小:114.62 KB

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