"Value at Risk (VaR) Historical Approach: Could It Be More Historical and Representative of the Real Financial Risk Environment?"
written by Anatole A. Klyosov, Igor L. Rozhanskii,
published by Theoretical Economics Letters, Vol.7 No.4, 2017
has been cited by the following article(s)：
What do the Value at Risk Measure and the Respective Legislative Framework really offer to Financial Stability? Critical views and Procyclicality.
Analisis Pembentukan Portofolio Optimal Dan Pengukuran Kinerja Saham Perusahaan Indeks Sri Kehati Dan Jakarta Islamic Index (Periode 2013-2017)
What Do the Value at Risk Measure and the Respective Legislative Framework Really Offer to Financial Stability? Critical Views and Procyclicality
What do the value-at-risk measure and the respective legislative framework really offer to financial stability? Critical views and pro-cyclicality
ACCURACY VERSUS COMPLEXITY TRADE-OFF IN VaR MODELING: COULD TECHNICAL ANALYSIS BE A SOLUTION?