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Agricultural Applications of Value-at-Risk Analysis: A Perspective · Study

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PreprintAgricultural Applications of Value-at-Risk Analysis: A Perspective

Mark Ronald Manfredo1998

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Preprintgreen1998

Agricultural Applications of Value-at-Risk Analysis: A Perspective

Mark Ronald Manfredo · Raymond M. Leuthold

20 citations·0/0 files stored·SSRN Electronic Journal

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Financial Risk and Volatility Modeling Risk Management in Financial Firms Risk and Portfolio Optimization

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References

1992ARCH modeling in finance 1997An Overview of Value at Risk 1996Value at risk: the new benchmark for controlling market risk 1995VAR: Seductive but Dangerous 1996Risk 2 : Measuring the Risk in Value at Risk 1997Forecasting Volatility 2007Evaluation of Value-at-Risk Models Using Historical Data 1996Risk measurement: an introduction to value at risk

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2015VOLATILIDADE DOS RETORNOS ECONÔMICOS ASSOCIADOS À INTEGRAÇÃO LAVOURA-PECUÁRIA NO ESTADO DO PARANÁ.

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1999Value‐at‐Risk Analysis: A Review and the Potential for Agricultural Applicationsarticle · 15 shared references 2001Market risk and the cattle feeding margin: An application of Value‐at‐Riskarticle · 11 shared references 2000Forecasting Cash Price Volatility of Fed Cattle, Feeder Cattle, and Corn: Time Series, Implied Volatility, and Composite Approachespreprint · 9 shared references 2006Asian Pacific Stock Market Volatility Modeling and Value at Risk Analysisarticle · 6 shared references 2010Value at Riskchapter · 6 shared references 2001Forecasting Fed Cattle, Feeder Cattle, and Corn Cash Price Volatility: The Accuracy of Time Series, Implied Volatility, and Composite Approachesarticle · 6 shared references

Details

Year1998

Typepreprint

Published1998-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations20

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.2139/ssrn.127008

openalex_workW2092648020

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