Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A Gentle Introduction to the RM2006 Methodology

2 references·7 citing·31 second hop

FromToDepth

this work references cited by second hop

References

2004Volatility processes and volatility forecast with long memory104 cited
2009The Riskmetrics 2006 Methodology93 cited

Cited by

2012International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord32 cited
2013GFC-Robust Risk Management Under the Basel Accord32 cited
2020Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection27 cited
2011On the Expected Performance of Market Timing Strategies25 cited
2010Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?24 cited
2007Backtesting risk methodologies from one day to one year20 cited
2021Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach20 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work