Skip to Main Content
Keywords: Value-at-risk
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Journal: Kybernetes
Kybernetes (2023)
Published: 29 August 2023
...Lili Wu; Shulin Xu Purpose Financial asset return series usually exhibit nonnormal characteristics such as high peaks, heavy tails and asymmetry. Traditional risk measures like standard deviation or variance are inadequate for nonnormal distributions. Value at Risk (VaR) is consistent...

or Create an Account

Close Modal
Close Modal