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Richard Gerlach ◽  
Zudi Lu ◽  
Hai Huang
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At Risk ◽  
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Risk Forecasting

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2019 ◽  
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pp. 4988-4995 ◽  
Author(s):  
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Alex Paseka ◽  
Julieta Frank
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At Risk ◽  
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Risk Forecasting

Accurate value-at-risk forecasting based on the normal-GARCH model

2006 ◽  
Vol 51 (4) ◽  
pp. 2295-2312 ◽  
Author(s):  
Christoph Hartz ◽  
Stefan Mittnik ◽  
Marc Paolella
Keyword(s):  
At Risk ◽  
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Generalized Value at Risk Forecasting

2018 ◽  
Author(s):  
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Julieta Frank
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Risk Forecasting

Multifractality and value-at-risk forecasting of exchange rates

2014 ◽  
Vol 401 ◽  
pp. 71-81 ◽  
Author(s):  
Jonathan A. Batten ◽  
Harald Kinateder ◽  
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Keyword(s):  
At Risk ◽  
Exchange Rates ◽  
Value At Risk ◽  
Risk Forecasting
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