References

No references inside the corpus for this window.

Cited by

• 2005Measuring Market Risk489 cited
• 2004Extreme value theory and Value-at-Risk: Relative performance in emerging markets420 cited
• 2000Sensitivity analysis of Values at Risk400 cited
• 2002Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis330 cited
• 2000Density forecasting: a survey318 cited
• 2004The use of GARCH models in VaR estimation291 cited
• 2000NPV-at-Risk Method in Infrastructure Project Investment Evaluation250 cited
• 2011Evaluating sustainable retrofits in existing buildings under uncertainty228 cited
• 2006Evaluating predictive performance of value-at-risk models in emerging markets: a reality check218 cited
• 1999Application of Coherent Risk Measures to Capital Requirements in Insurance214 cited
• 2001Testing and comparing Value-at-Risk measures211 cited
• 2002Volatility forecasting for risk management188 cited
• 2000Adjusting for risk:178 cited
• 2006Using extreme value theory to measure value-at-risk for daily electricity spot prices166 cited
• 2003High volatility, thick tails and extreme value theory in value-at-risk estimation