Author:
Pérignon Christophe,Smith Daniel R.
Subject
Economics and Econometrics,Finance
Reference40 articles.
1. Developing a stress testing framework based on market risk models;Alexander;Journal of Banking and Finance,2008
2. Answering the skeptics: Yes, standard volatility models do provide accurate forecasts;Andersen;International Economic Review,1998
3. Practical volatility and correlation modeling for financial market risk management;Andersen,2007
4. Value at risk and the cross-section of hedge fund returns;Bali;Journal of Banking and Finance,2007
5. Barth, J.R., Caprio Jr., G., Levine, R., 2001. The regulation and supervision of banks around the world: A new database. World Bank Policy Research Working Paper No. 2588.
Cited by
233 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