Browsing Department of Economics (MU) by Title "Econometric methods for improved measures of financial risk"
Now showing items 1-1 of 1
-
Econometric methods for improved measures of financial risk
(University of Missouri--Columbia, 2011)Faced with the current financial crisis, several US and foreign banks and investment firms have failed due to excessive losses. The Value-at-Risk (VaR) was a widely-used risk model that was problematic. We evaluate competing ...