Publication date
March 2021
DOIAbstract
This dataset contains all variables used to estimate and backtest VaR models in TUNINDEX stock index
This dataset contains all variables used to estimate and backtest VaR models in TUNINDEX stock index
The relationship between stock returns and systematic risk before and during the COVID-19 epidemic i...
The objective of this report is to estimate Value-at-Risk (VAR) for Bombay Stock Exchange (BSE) Inde...
The aim of this thesis is to analyse the volatility of 11 sectorial stock return data of S&P 500...
This dissertation aims to examine the performance of different risk measures with three internationa...
Multivariable regression model analyzing potential risk factors for post-COVID-19 syndrome.</p
The data set include COVID-19 data, government policy data and stock indices for different countries...
International audiencePurpose The paper analyzes downside and upside risk spillovers between stock m...
This paper studies the model risk; the risk of selecting a model for estimating the Value-at-Risk (V...
This study aims to determine which stock valuation model is the most appropriate and to find the int...
This study forms an optimal portfolio using a single index model on LQ45 index stocks and compares ...
This study investigates various conditional mean and variance models to account for the impact of CO...
Market risk is the risk of capital loss due to unexpected changes in market prices. One risk measure...
Risk management methods in finance have put a lot of weight on the Value-at-Risk, making it the mos...
The motivation for the research was the suddenness of the COVID-19 pandemic and the unavailability o...
The aim of our research was to compare the intensity of decline and then increase in the value of ba...
The relationship between stock returns and systematic risk before and during the COVID-19 epidemic i...
The objective of this report is to estimate Value-at-Risk (VAR) for Bombay Stock Exchange (BSE) Inde...
The aim of this thesis is to analyse the volatility of 11 sectorial stock return data of S&P 500...
This dissertation aims to examine the performance of different risk measures with three internationa...
Multivariable regression model analyzing potential risk factors for post-COVID-19 syndrome.</p
The data set include COVID-19 data, government policy data and stock indices for different countries...
International audiencePurpose The paper analyzes downside and upside risk spillovers between stock m...
This paper studies the model risk; the risk of selecting a model for estimating the Value-at-Risk (V...
This study aims to determine which stock valuation model is the most appropriate and to find the int...
This study forms an optimal portfolio using a single index model on LQ45 index stocks and compares ...
This study investigates various conditional mean and variance models to account for the impact of CO...
Market risk is the risk of capital loss due to unexpected changes in market prices. One risk measure...
Risk management methods in finance have put a lot of weight on the Value-at-Risk, making it the mos...
The motivation for the research was the suddenness of the COVID-19 pandemic and the unavailability o...
The aim of our research was to compare the intensity of decline and then increase in the value of ba...
The relationship between stock returns and systematic risk before and during the COVID-19 epidemic i...
The objective of this report is to estimate Value-at-Risk (VAR) for Bombay Stock Exchange (BSE) Inde...
The aim of this thesis is to analyse the volatility of 11 sectorial stock return data of S&P 500...
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