Historical Simulation Plus Filtered Historical Simulation - An Evaluation of Basel III Revision of Quantitative Standard (d)-Reference-Cited by-同舟云学术

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Historical Simulation Plus Filtered Historical Simulation - An Evaluation of Basel III Revision of Quantitative Standard (d)

Published:2012 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Sharma Meera

Publisher

Elsevier BV

Reference22 articles.

1. International Convergence of Capital Measurement and Capital Standards. Bank for International Settlements;Basel committee on Banking Supervision,2006

2. Revisions to the Basel II market risk framework;Basel Committee on Banking Supervision,2009

3. Evaluating interval forecasts;P Christoffersen;International Economic Review,1998

Cited by 1 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. Assessing the Impact of News on Volatility Using the News Impact Curve of EGARCH;SSRN Electronic Journal;2012

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