Comparison of Certain Dynamic Estimation Methods of Value at Risk on Polish Gas Market

Dynamic Econometric Models
doi 10.12775/dem.2017.005
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Uniwersytet Mikolaja Kopernika/Nicolaus Copernicus University

Related search

Comparison of Value at Risk Methods: Application of ISE 30

Pressacademia
2017English

Comparison of Methods for Estimating the Uncertainty of Value at Risk

2016English

Interval Estimation of Value-At-Risk Based on Nonparametric Models

Econometrics
EconomicsEconometrics
2018English

Value at Risk Estimation Using Extreme Value Theory

2011English

Estimating Value-At-Risk in Electricity Market Based on Grey Extreme Value Theory

Open Cybernetics and Systemics Journal
ControlSystems EngineeringMathematics
2014English

Value at Risk Incorporating Dynamic Portfolio Management

SSRN Electronic Journal
2000English

A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions

SSRN Electronic Journal
2003English

An Estimation of Value at Risk Using GARCH Models for the Conventional and Islamic Stock Market in Malaysia

International Journal of Academic Research in Business and Social Sciences
2018English

Value-At-Risk Prediction: A Comparison of Alternative Strategies

Journal of Financial Econometrics
EconomicsEconometricsFinance
2005English

Amanote Research

Note-taking for researchers

Follow Amanote

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

Privacy PolicyRefund Policy