Value-at-Risk and Extreme Returns-Reference-Cited by-同舟云学术

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Value-at-Risk and Extreme Returns

Published:2000 Issue:60 Volume: Page:239
ISSN:0769-489X
Container-title:Annales d'Économie et de Statistique
language:
Short-container-title:Annales d'Économie et de Statistique

Author:

Danielsson ,De Vries

Publisher

JSTOR

Subject

General Medicine

Cited by 126 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. Forecasting the effect of extreme sea-level rise on financial market risk;International Review of Economics & Finance;2024-06

2. A Wavelet-Decomposed GARCH approach to estimating currency risk;Journal of Economic and Financial Sciences;2024-01-15

3. Risk modelling of ESG (environmental, social, and governance), healthcare, and financial sectors;Risk Analysis;2023-07-21

4. How much does volatility influence stock market returns? Empirical evidence from India;IIMB Management Review;2023-06

5. RiskMetrics method for estimating Value at Risk to compare the riskiness of BitCoin and Rand;Investment Management and Financial Innovations;2023-03-01

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