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Estimating oil price ‘Value at Risk’ using the historical simulation approach

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Publikováno v: In Energy Economics 2003 25(3):239-253

Implied volatility as a predictor: the case of the Ibex 35 future contract.

Autor: David, Cabedo J.¹ cabedo@cofin.uji.es, Clemente Ismael, Moya² imoya@esp.upv.es

Publikováno v: Estudios de Economía Aplicada. Apr2005, Vol. 23 Issue 1, p67-78. 12p.

RİSKE MARUZ DEĞER YÖNTEMİYLE PORTFÖY RİSKİNİN BELİRLENMESİ.

Autor: KAVRAR, Ömer¹ okavrar@selcuk.edu.tr, YILMAZ, Baki² byilmaz@selcuk.edu.tr

Publikováno v: Journal of Marmara University Social Sciences Institute / Öneri. 2019, Vol. 14 Issue 52, p486-508. 23p.

On the Cognitive Surprise in Risk Management: An Analysis of the Value-at-Risk (VaR) Historical.

Autor: Baccan, Davi, Sbruzzi, Elton, Macedo, Luis

Publikováno v: Progress in Artificial Intelligence: 17th Portuguese Conference on Artificial Intelligence, EPIA 2015, Coimbra, Portugal, September 8-11, 2015. Proceedings; 2015, p402-413, 12p