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Results for value-at-risk

Publications & Outputs

  1. Measuring the market risk of freight rates: A forecast combination approach

    Argyropoulos, C. & Panopoulou, E., 1/03/2018, In : Journal of Forecasting. 37, 2, p. 201-224 24 p.

    Research output: Contribution to journalJournal article

  2. A study of Value-at-Risk based on M-estimators of the conditional heteroscedastic models

    Mukherjee, K. & Iqbal, F., 08/2012, In : Journal of Forecasting. 31, 5, p. 377-390 14 p.

    Research output: Contribution to journalJournal article

  3. Value-At-Risk Optimal Policies for Revenue Management Problems

    Koenig, M. & Meissner, J., 2010, Lancaster University: The Department of Management Science, (Management Science Working Paper Series).

    Research output: Working paper