Quantifying the uncertainty in VaR and expected shortfall estimates

von Stanescu, Silvia
Veröffentlicht in Handbook of research methods and applications in empirical finance (2013)

Forecasting VaR using analytic higher moments for GARCH processes

von Alexander, Carol
Veröffentlicht in International review of financial analysis (2013)

Analytic moments for GJR-GARCH (1, 1) processes

von Alexander, Carol
Veröffentlicht in International journal of forecasting (2021)

Forward-futures price differences in the UK commercial property market : arbitrage and marking-to-model explanations

von Stanescu, Silvia
Veröffentlicht in International review of financial analysis (2014)

Finite sample weighting of recursive forecast errors

von Brooks, Chris
Veröffentlicht in International journal of forecasting (-2016)

Commercial real estate risk management with derivatives

von Fabozzi, Frank J.
Veröffentlicht in The journal of portfolio management (2013)

An improved method for pricing and hedging long dated American options

von Fabozzi, Frank J.
Veröffentlicht in European journal of operational research (162016)