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The price risk of options positions: measurement and capital requirements
0 references·2 citing·9 second hopsampled
The price risk of options positions: measurement and capital requirements (1994)The price risk of options positions: meas…Measuring Market Risk (2005)Measuring Market RiskAn Overview of Value at Risk (1997)An Overview of Value at RiskThe Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)Coherent Measures of Risk (1999)Value-at-Risk Prediction: A Comparison of Alternative Strategies (2005)Evaluating Value-at-Risk Models via Quantile Regression (2010)Metrics for evaluating the performance of machine learning based automated valuation models (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Modeling and Forecasting Realized Volatility (2003)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
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  • 1997An Overview of Value at Risk1,320 cited
  • 2005Measuring Market Risk489 cited

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