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Publications by Brice Hakwa

Analysing Systemic Risk Contribution Using a Closed Formula for Conditional Value at Risk Through Copula

Communications on Stochastic Analysis

English

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Estimasi Nilai Conditional Value at Risk Menggunakan Fungsi Gaussian Copula

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A Non-Parametric Method for Calculating Conditional Stressed Value at Risk

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Routing Hazardous Materials on Time-Dependent Networks Using Conditional Value-At-Risk

Transportation Research, Part C: Emerging Technologies

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An Online Risk Based Security Assessment via Conditional Value-At-Risk in Uncertain Environment

DEStech Transactions on Engineering and Technology Research

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Penerapan Metode GARCH-Vine Copula Untuk Estimasi Value at Risk (VaR) Pada Portofolio

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Value at Risk Estimation Using Extreme Value Theory

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Managing Value-At-Risk for a Bond Using Bond Put Options

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Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads

Journal of Business and Economic Statistics

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A Review of Backtesting for Value at Risk

Communications in Statistics - Theory and Methods

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