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Value-at-risk prediction using context modeling
16 references·1 citing·51 second hop
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References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 2001Value at Risk853 cited
  • 1998Beyond Value at Risk: The New Science of Risk Management489 cited
  • 2002Cost and Profit Efficiency of Financial Conglomerates and Universal Banks in Europe467 cited
  • 2002Determinants of required return in venture capital investments: a five-country study397 cited
  • 2000Towards understanding consumer response to stock-outs320 cited
  • 1998Non-Probability Sampling for WWW Surveys: A Comparison of Methods169 cited
  • 2002The impact of new product launch strategies on competitive reaction in industrial markets162 cited
  • 2005Pre-Acquisition Profile of Privately Held Companies Involved in Take-Overs: An Empirical Study64 cited
  • 1999Advertising Content and Irritation59 cited
  • 2001Converging New Public Management Reforms and Diverging Accounting Practices in Flemish Local Governments56 cited
  • 1998Credit classification: a Comparison of Logit Models and Decision trees45 cited
  • 1998Environmental policy and the inward investment position of US “dirty” industries35 cited
  • 1999International Comparison of Failure Prediction Models From Different Countries: An Empirical Analysis32 cited
  • 1996Semi-annual earnings announcements and market reaction: some recent findings for a small capital market

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31 cited
  • 1997An exploratory investigation of industry specialization of large audit firms29 cited
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    • 2002Balanced growth and public capital: an empirical analysis with I(2) trends in capital stock data52 cited