has been cited by the following article(s):
[1]
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Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?
Computational Economics,
2022
DOI:10.1007/s10614-021-10123-8
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[2]
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Does the Value-at-Risk legal framework lead to inaccurate and procyclical risk estimations? Empirical Evidence from the EU countries.
SSRN Electronic Journal ,
2021
DOI:10.2139/ssrn.3926785
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[3]
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What do the value-at-risk measure and the respective legislative framework really offer to financial stability? Critical views and pro-cyclicality
European Journal of Economics and Economic Policies: Intervention,
2020
DOI:10.4337/ejeep.2019.0040
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[4]
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ACCURACY VERSUS COMPLEXITY TRADE-OFF IN VaR MODELING: COULD TECHNICAL ANALYSIS BE A SOLUTION?
Journal of Financial Management, Markets and Institutions,
2019
DOI:10.1142/S2282717X19500038
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[5]
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What Do the Value at Risk Measure and the Respective Legislation Framework Really Offer to Financial Stability? Critical Views, Empirical Evidence and the Overreaction Issue
SSRN Electronic Journal ,
2017
DOI:10.2139/ssrn.3090019
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