2

Are news important to predict the Value-at-Risk?

Year:
2016
Language:
english
File:
PDF, 654 KB
english, 2016
3

Comparison of Value-at-Risk models using the MCS approach

Year:
2016
Language:
english
File:
PDF, 618 KB
english, 2016
4

Portfolio optimisation under flexible dynamic dependence modelling

Year:
2018
Language:
english
File:
PDF, 1.32 MB
english, 2018