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515.370  Articles
1 of 51.537 pages  |  10  records  |  more records»
It is now widespread the use of Value-at-Risk (VaR) as a canonical measure at risk. Most accurate VaR measures make use of some volatility model such as GARCH-type models. However, the pattern of volatility dynamic of a portfolio follows from the (univari... see more

Value at Risk (VaR) is one of the tools recommended Bank Indonesia to gauge the risk of an investment, the VaR approach tends to be more associated with the conventional assumption of a normal distribution, while contemporary empirical findings indicate t... see more

The most popular methods for dynamic risk measures – Value-at-Risk (VaR) and Conditional VaR (CVaR) estimating were analyzed, description and comparative analysis of the methods were fulfilled, recommendations on the use were given. Results of the researc... see more

The most popular methods for dynamic risk measures – Value-at-Risk (VaR) and Conditional VaR (CVaR) estimating were analyzed, description and comparative analysis of the methods were fulfilled, recommendations on the use were given. Results of the researc... see more

Hedging rules for water supply reservoir operations provide guidelines for balancing the consequences of competing water allocations. When inflow forecast uncertainty is addressed, hedging acts as insurances for offsetting the negative influence of water ... see more

Penelitian ini membahas analisis risiko data runtun waktu dengan model Value at Risk- Asymmetric Power Autoregressive Conditional Heteroscedasticity (VaR-APARCH)dalam pasar modal syariah. Metode yang digunakan dalam penelitian ini adalah penerapan kasus.D... see more

The object of research is a conceptual approach to the process of controlling the dynamics of the financial and economic efficiency of a construction project as a result of engineering has been developed. Acceleration of scientific and technological progr... see more

More integrated financial sector has made market risk arising from volatility of exchange rate critical for banking industry. In attempt to mitigate such risk, this study aims to measure risk from IDR/USD exchange rate movement using value-at-risk method ... see more

The object of research is a conceptual approach to the process of controlling the dynamics of the financial and economic efficiency of a construction project as a result of engineering has been developed. Acceleration of scientific and technological progr... see more

1 of 51.537 pages  |  10  records  |  more records»