Evaluation of value-at-risk models using historical data
D Hendricks - Economic policy review, 1996 - papers.ssrn.com
Recent studies have underscored the need for market participants to develop reliable
methods of measuring risk. One increasingly popular technique is the use of" value-at-risk" …
methods of measuring risk. One increasingly popular technique is the use of" value-at-risk" …
[PDF][PDF] Evaluation of Value-at-Risk Models Using Historical Data
D Hendricks - core.ac.uk
Darryll Hendricks esearchers in the field of financial economics have long recognized the
importance of measuring the risk of a portfolio of financial assets or securities. Indeed …
importance of measuring the risk of a portfolio of financial assets or securities. Indeed …
[PDF][PDF] Evaluation of Value-at-Risk Models Using Historical Data
D Hendricks - smartquant.com
Darryll Hendricks esearchers in the field of financial economics have long recognized the
importance of measuring the risk of a portfolio of financial assets or securities. Indeed …
importance of measuring the risk of a portfolio of financial assets or securities. Indeed …
[PDF][PDF] Evaluation of Value-at-Risk Models Using Historical Data
D Hendricks - smartquant.com
Darryll Hendricks esearchers in the field of financial economics have long recognized the
importance of measuring the risk of a portfolio of financial assets or securities. Indeed …
importance of measuring the risk of a portfolio of financial assets or securities. Indeed …
Evaluation of value-at-risk models using historical data
D Hendricks - Economic Policy Review, 1996 - ideas.repec.org
We study the effect of restrictions on dual trading in futures contracts. Previous studies have
found that dual trading restrictions can have a positive, negative, or neutral effect on market …
found that dual trading restrictions can have a positive, negative, or neutral effect on market …
[PDF][PDF] Evaluation of Value-at-Risk Models Using Historical Data
D Hendricks - newyorkfed.org
Darryll Hendricks esearchers in the field of financial economics have long recognized the
importance of measuring the risk of a portfolio of financial assets or securities. Indeed …
importance of measuring the risk of a portfolio of financial assets or securities. Indeed …
Evaluation of Value-at-Risk Models Using Historical Data
D Hendricks - The CFA Digest, 1997 - rpc.cfainstitute.org
Many institutions have adopted value at risk (VAR) as a way to measure portfolio risk.
Hendricks discusses the VAR methodology and the various VAR approaches in use today …
Hendricks discusses the VAR methodology and the various VAR approaches in use today …
[PDF][PDF] Evaluation of Value-at-Risk Models Using Historical Data
D Hendricks - Citeseer
Darryll Hendricks esearchers in the field of financial economics have long recognized the
importance of measuring the risk of a portfolio of financial assets or securities. Indeed …
importance of measuring the risk of a portfolio of financial assets or securities. Indeed …
Evaluation of value-at-risk models using historical data
D Hendricks - Economic Policy Review, 1996 - fedinprint.org
We study the effect of restrictions on dual trading in futures contracts. Previous studies have
found that dual trading restrictions can have a positive, negative, or neutral effect on market …
found that dual trading restrictions can have a positive, negative, or neutral effect on market …
Evaluation of value-at-risk models using historical data
D Hendricks - Economic Policy Review, 1996 - econpapers.repec.org
We study the effect of restrictions on dual trading in futures contracts. Previous studies have
found that dual trading restrictions can have a positive, negative, or neutral effect on market …
found that dual trading restrictions can have a positive, negative, or neutral effect on market …