In this paper, a new method for computing the standard errors (SEs) of returns-based risk and performance estimators for serially dependent returns is developed.
Jim Carrey is two times as good as usual, playing dual roles in this prime psychological thriller. He stars as a dogcatcher who becomes obsessed with the titular digits after reading a book about ...
This issue of the Journal of Risk concerns credit risk, particularly the modeling of loss given default; regulatory capital for banks in view of cyclical macroeconomic factors; the impact of monetary ...
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