e-learning Library | Accra Metropolitan University

Filter by

Publication Year

To
Availability

On Shelf
Attachment

PDF

Audio

Video
Collection Type

Reference

Books

E-books

Journals and Magazies

Databases

Conference Papers

Datasets

Thesis and Dissertation

Open Research Collections

Open Research Archive
See More
General Material Designation

Management

Makerting

Accounting

Economics

Entrepreneurship

Mathematics

Human Resource management

Communication

Banking And Finance

Nursing

Corporate Governance

Psychology

Organisational Behaviour

Introduction to Business

Strategic Management

Business Policy and Strategy

Leadership

Computer Science

Information Technology

Research Method

WEB DESIGN

WEB Development

Database Management

Cyber Security

Social Science

Energy Management

Law

English Language

Purchasing and Supply Chain Ma

Healthcare Management

Statistic for Business

Public Administration

Nutrition
See More
Location

My Library
Language

English

Found 1 from your keywords: author=Peter Christoffersen†

Sort by

Value-at-Risk Models

In this chapter, we build first a univariate and then a multivariate filtered historical simulation (FHS) model for financial risk management. Both the univariate and multivariate methods simulate future returns from a model using historical return innovations. While the former relies on portfolio returns filtered by a dynamic variance model, the latter uses individual or base asset return …

Edition: -
ISBN/ISSN: -
Collation: -
Series Title: -
Call Number: -

Availability0

Add to basket

MARC Download Cite

Icons made by Freepik from www.flaticon.com