Value at Risk (VaR) Historical Approach: Could It Be More Historical and Representative of the Real Financial Risk Environment?

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ISSN Print: 2162-2078
ISSN Online: 2162-2086
www.scirp.org/journal/tel
E-mail: tel@scirp.org

"Value at Risk (VaR) Historical Approach: Could It Be More Historical and Representative of the Real Financial Risk Environment?"
written by Evangelos Vasileiou,
published by Theoretical Economics Letters, Vol.7 No.4, 2017

has been cited by the following article(s):

[1]	Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?
	2021

[2]	Does the Value-at-Risk legal framework lead to inaccurate and procyclical risk estimations? Empirical Evidence from the EU countries.
	… Evidence from the …, 2021

[3]	Effect of asset-liability management on credit risk
	Journal of Investment …, 2021

[4]	Do Not Torture the Data, Just… Listen to Them: An Alternative Value at Risk Approach
	2020

[5]	What do the value-at-risk measure and the respective legislative framework really offer to financial stability? Critical views and pro-cyclicality
	2019

[6]	ACCURACY VERSUS COMPLEXITY TRADE-OFF IN VaR MODELING: COULD TECHNICAL ANALYSIS BE A SOLUTION?
	2019

[7]	How Accurate are Value at Risk Model at Islamic Banks? An Approach of Berkowitz Model
	2019

[8]	Value at Risk, Legislative Framework, Crises, and Procyclicality: What Goes Wrong?
	2019

[9]	What do the Value at Risk Measure and the Respective Legislative Framework really offer to Financial Stability? Critical views and Procyclicality.
	2018

[10]	Analisis Pembentukan Portofolio Optimal Dan Pengukuran Kinerja Saham Perusahaan Indeks Sri Kehati Dan Jakarta Islamic Index (Periode 2013-2017)
	2018

[11]	What Do the Value at Risk Measure and the Respective Legislative Framework Really Offer to Financial Stability? Critical Views and Procyclicality
	2017

[1]	Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data? Computational Economics, 2022 DOI:10.1007/s10614-021-10123-8

[2]	Does the Value-at-Risk legal framework lead to inaccurate and procyclical risk estimations? Empirical Evidence from the EU countries. SSRN Electronic Journal , 2021 DOI:10.2139/ssrn.3926785

[3]	What do the value-at-risk measure and the respective legislative framework really offer to financial stability? Critical views and pro-cyclicality European Journal of Economics and Economic Policies: Intervention, 2020 DOI:10.4337/ejeep.2019.0040

[4]	ACCURACY VERSUS COMPLEXITY TRADE-OFF IN VaR MODELING: COULD TECHNICAL ANALYSIS BE A SOLUTION? Journal of Financial Management, Markets and Institutions, 2019 DOI:10.1142/S2282717X19500038

[5]	What Do the Value at Risk Measure and the Respective Legislation Framework Really Offer to Financial Stability? Critical Views, Empirical Evidence and the Overreaction Issue SSRN Electronic Journal , 2017 DOI:10.2139/ssrn.3090019

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