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Showing 1 - 20 results of 48 for search '"Historical Simulation"', query time: 2.01s Refine Results
  1. 1
    Valor en riesgo mediante simulacioon historica en un entorno de tasas negativas
    by Alejandro Monroy Osorio
    Published 2015-01-01
    Subjects: “...historical simulation...”
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    Article
  2. 2
    Wargaming as a Form of Historical Simulation
    by Artem I. Kharinin, Larisa V. Kharinina
    Published 2020-02-01
    Subjects: “...historical simulation...”
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    Article
  3. 3
    Does the Assumption on Innovation Process Play an Important Role for Filtered Historical Simulation Model?
    Subjects: “...Filtered Historical Simulation Model...”
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    Article
  4. 4
    Validity of historical simulation in EU new member and candidate states
    by Heri Bezić, Saša Živković
    Published 2007-01-01
    Subjects: “...Historical simulation...”
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    Article
  5. 5
    Bootstrap historical simulation
    Subjects: “...historical simulation...”
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    Article
  6. 6
    Geschichte als Theorie der Gelegenheiten oder der Simulationsnexus geschichtswissenschaftlicher Erklärungen
    by Stephan M. Fischer
    Published 2009-04-01
    Subjects: “...historical simulation...”
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    Article
  7. 7
    Comparing Variance/Covariance and Historical Simulation in the Context of the Financial Crisis – Do Extreme Movements Have an Influence onto Portfolio Selection?
    by Svend Reuse
    Published 2010-09-01
    Subjects: “...historical simulation...”
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    Article
  8. 8
    Systemic risk and interconnectedness in Gulf Cooperation Council banking systems
    by Ramzi Nekhili
    Published 2020-03-01
    Subjects: “...filtered historical simulation...”
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    Article
  9. 9
    Historical (1850–2014) Aerosol Evolution and Role on Climate Forcing Using the GISS ModelE2.1 Contribution to CMIP6
    Subjects: “...CMIP6 historical simulation...”
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    Article
  10. 10
    Evaluation of Basel III revision of quantitative standards for implementation of internal models for market risk
    by Meera Sharma
    Published 2012-12-01
    Subjects: “...Historical simulation...”
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    Article
  11. 11
    Hull-White’s value at risk model: case study of Baltic equities market
    Subjects: “...historical simulation...”
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    Article
  12. 12
    Risiko Pasar Saham Perbankan Syariah dengan Metode Standar Deviasi Markowitz dan Value At Risk (Var)
    Subjects: “...var, historical simulation...”
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    Article
  13. 13
    An evaluation and comparison of Value at Risk and Expected Shortfall
    by Tom Burdorf, Gary van Vuuren
    Published 2018-10-01
    Subjects: “...historical simulation...”
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    Article
  14. 14
    Market Volatility of the Three Most Powerful Military Countries during Their Intervention in the Syrian War
    Subjects: “...historical simulation approach...”
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    Article
  15. 15
    Quantifying extreme risks in stock markets: A case of former Yugoslavian states
    by Saša Žiković
    Published 2008-06-01
    Subjects: “...Hybrid historical simulation...”
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    Article
  16. 16
    Use of the Value at Risk Model by Stocks from the Prague Stock Exchange
    by Radim Gottwald
    Published 2019-05-01
    Subjects: “...historical simulation method...”
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    Article
  17. 17
    Measuring the risk of an Iranian banking system using Value at Risk (VaR) Model
    Subjects: “...Historical simulation...”
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    Article
  18. 18
    An empirical evaluation of Value-at-Risk: The case of the Belgrade Stock Exchange index - BELEX15
    Subjects: “...historical simulation...”
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    Article
  19. 19
    Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia
    by Bora Aktan, Saša Žiković
    Published 2009-06-01
    Subjects: “...Hybrid historical simulation...”
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    Article
  20. 20
    Estimation of multi-period VaR based on the simulation and parametric methods
    by Mahsa Gorji, Rasoul Sajjad
    Published 2016-05-01
    Subjects: “...bootstrapped historical simulation model...”
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    Article
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