Value-at-Risk: Implementing a Risk Measurement Standard-Reference-Cited by-同舟云学术

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Value-at-Risk: Implementing a Risk Measurement Standard

Published:1997 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Marshall Christopher,Siegel Michael

Publisher

Elsevier BV

Reference12 articles.

1. The Realities of Marking to Model;T S Beder;Bank Accounting and Finance,1994

2. VaR: Seductive but dangerous;T S Beder;Financial Analysts Journal,1995

3. An Introduction to VaR;R Beckstrom;CATS Software,1995

4. Model Risk. Risk Magazine;E Derman;Derivatives: Practices and Principles. G30,1993

Cited by 10 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Testing bitcoin’s safe-haven property and the correlation between Bitcoin, gold, oil, stock markets, and Google trends;Investment Management and Financial Innovations;2024-04-11

2. Value-at-Risk Analysis for Measuring Stochastic Volatility of Stock Returns: Using GARCH-Based Dynamic Conditional Correlation Model;SAGE Open;2021-01

3. A Practical Guide to Market Risk Model Validations (Part II - VaR Estimation);SSRN Electronic Journal;2017

4. An Application of Risk-Return Metrics on Public-Private Partnerships: The Case of Portuguese Road Sector;SSRN Electronic Journal;2015

5. Empirical Analysis of Risk Measurement of Chinese Mutual Funds;Quantitative Financial Risk Management;2011

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