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1.
Comparing different methods estimating value at risk(Var) for actual non linear portfolios: Empirical Evidence by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5632
Availability: Items available for loan: (1).
2.
Empirical distribution of UK and US stock returns by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5542
Availability: Items available for loan: (1).
3.
Do hedge funds have enough capital? a value-at-risk approach by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2005
Other title:
  • J5059
Availability: Items available for loan: (1).
4.
Varying the VaR for unconditional and conditional environments by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
Availability: Items available for loan: (1).
5.
Impact of large changes in asset prices on intra market correlations in the domestic and international markets by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2009
Other title:
Availability: Items available for loan: (1).
6.
Analysis of the distribution of extremes in indices of share returns in the US UK and Japan from 1963 to 2000 by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2006
Other title:
  • J5276
Availability: Items available for loan: (1).
7.
Analysis of the distribution of extremes in indices of share returns in the US UK and Japan from 1963 to 2000 by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2006
Other title:
  • J5276
Availability: No items available.
8.
Bayesian inference for the mixed aconditional heteroskedasticity model by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
  • J8302
Availability: Items available for loan: (1).
9.
Bayesian inference for the mixed aconditional heteroskedasticity model by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
  • J8302
Availability: No items available.
10.
Semiparametric Estimation of Value at Risk by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2003
Other title:
  • J5085
Availability: Items available for loan: (1).
11.
Semiparametric Estimation of Value at Risk by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2003
Other title:
  • J5085
Availability: No items available.
12.
Bayesian inference for the mixed conditional heteroskedasticity model by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
Availability: Items available for loan: (1).
13.
Bayesian inference for the mixed conditional heteroskedasticity model by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
Availability: No items available.
14.
Modified estimators of the expected shortfall by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2009
Other title:
Availability: Items available for loan: (1).
15.
Modified estimators of the expected shortfall by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2009
Other title:
Availability: No items available.
16.
Life after VaR by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2005
Other title:
  • J5781
Availability: Items available for loan: (1).
17.
Life after VaR by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2005
Other title:
  • J5781
Availability: No items available.
18.
Derivatives:Valuation and risk management. by
Material type: Text Text
Publication details: New Delhi Oxford Unversity Press 2003
Availability: Not available: : In transit (1).
19.
Market risk analysis : Value at risk models/ Vol.4 Carol Alexander. by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Chichester, England ; Wiley, c2008
Availability: Items available for loan: (1)Call number: CD921.
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