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Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation

Fuente: arXiv

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Dettagli Bibliografici
Autore principale:	Tian, Xin
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Risk Management Econometrics Computational Finance Applications 91G70, 62P05, 60G10 91G70, 62P05, 60G1091G70, 62P05, 60G10 91G70, 62P05, 60G10
Accesso online:	Acceder al recurso
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