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Value-at-risk models: a systematic review of the literature
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inferred← citeshttps://doi.org/10.2139/ssrn.4670740openalex-extracted
Monte Carlo Simulation Accuracy in Estimating Value-at-Risk: Analyzing Performance Before, During and after a Crisis
inferred← citeshttps://doi.org/10.14254/2071-8330.2026/19-1/12openalex-snapshot
Determinants of value at risk for SET50 index futures contract
inferred← citeshttps://doi.org/10.21203/rs.3.rs-9287691/v1openalex-snapshot
An outlier-robust dynamic semiparametric model for jointly forecasting value-at-risk and expected shortfall
inferred← citeshttps://doi.org/10.5937/ekoizazov2529139oopenalex-snapshot
Market risk assessment using analytical method during the global financial crisis: A case study of the trading portfolio on the Belgrade Stock Exchange
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