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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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Detalles Bibliográficos
Autor principal:	Tian, Xin
Formato:	Preprint
Publicado:	2025
Materias:	Risk Management Econometrics Computational Finance Applications 91G70, 62P05, 60G10 91G70, 62P05, 60G1091G70, 62P05, 60G10 91G70, 62P05, 60G10
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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