Value at Risk (VaR) Historical Approach: Could It Be More Historical and Representative of the Real Financial Risk Environment?

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Theoretical Economics Letters

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"Value at Risk (VaR) Historical Approach: Could It Be More Historical and Representative of the Real Financial Risk Environment?"
written by Evangelos Vasileiou,
published by Theoretical Economics Letters, Vol.7 No.4, 2017

has been cited by the following article(s):

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[12]	What do the Value at Risk Measure and the Respective Legislative Framework really offer to Financial Stability? Critical views and Procyclicality.
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[4]	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

[5]	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

[6]	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

[7]	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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