Munich Personal RePEc Archive
metadata only
Violation duration as a better way of VaR model evaluation : evidence from Turkish market portfolio
Financial crisis those we have been experienced during last two decades encouraged the efforts of both academicians and the market participants to develop clear representations of the risk exposure of a �nancial institute. As a useful tool for measuring market risk of a portfolio, Value-at-Risk has
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Screening-Off Information and Conditional Risk in Portfolio Choice#996918
- Jumps versus bursts: distinguishing sources of extreme risk in Financial Markets#467473
- The Impact of Oil Prices in Turkey on Macroeconomics#1278160
- An analysis of the Fama and French Five-Factor models significance pre- and post-COVID-19 on 30 U.S. industry portfolios#275843
- Predictive modeling of corporate financial risk and its implications for health economics and public health efficiency.#275296
Record · ID 1276511
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive