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Value-at-Risk

Thu, Jul 2, 2009 12:16 AM

Debashis Dutta wrote:

[ ... some interesting stuff ...]

"The Quality of Value at Risk via Univariate GARCH"
http://www.burns-stat.com/pages/Working/varunigar.pdf

Pat

[... more stuff ...]

Thread (14 messages)

Wei-han Liu Value-at-Risk Jul 1 Debashis Dutta Value-at-Risk Jul 1 Murali.MENON at fortisinvestments.com Value-at-Risk Jul 1 Brian G. Peterson Value-at-Risk Jul 1 Brian G. Peterson Value-at-Risk Jul 1 Debashis Dutta Value-at-Risk Jul 1 Patrick Burns Value-at-Risk Jul 1 Debashis Dutta Value-at-Risk Jul 1 Wei-han Liu Value-at-Risk Jul 1 Patrick Burns Value-at-Risk Jul 2 Patrick Burns Value-at-Risk Jul 2 Wei-han Liu Value-at-Risk Jul 2 Patrick Burns Value-at-Risk Jul 2 Eric Zivot Value-at-Risk Jul 2