Time Series Modeling for Risk of Stock Price With Value at Risk Computation

Applied Mathematical Sciences
doi 10.12988/ams.2015.52144
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Hikari, Ltd.

Related search

Estimating Real Estate Value-At-Risk Using Wavelet Denoising and Time Series Model

Lecture Notes in Computer Science
Computer ScienceTheoretical Computer Science
2008English

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk

Economics: Current and Future Developments (2nd Edition)
2018English

An Evolving Possibilistic Fuzzy Modeling Approach for Value-At-Risk Estimation

Applied Soft Computing Journal
Software
2017English

IT Risk Factor Disclosure and Stock Price Crashes

2020English

Value-At-Risk Modeling and Forecasting With Range-Based Volatility Models: Empirical Evidence

Revista Contabilidade e Financas
AccountingFinance
2017English

Incorporating Event Risk Into Value-At-Risk

Finance and Economics Discussion Series
2001English

Value-At-Risk and Expected Shortfall for Linear Portfolios With Elliptically Distributed Risk Factors

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2005English

Value-At-Risk Analysis for Sukuk Issuance

Advances in Natural and Applied Sciences
2018English

A Review of Backtesting for Value at Risk

Communications in Statistics - Theory and Methods
StatisticsProbability
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy