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Historical simulation (finance)

Known as: Historical simulation 
Historical simulation in finance's value at risk (VaR) analysis is a procedure for predicting the value at risk by 'simulating' or constructing the… 
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Papers overview

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Highly Cited
2016
Highly Cited
2016
Abstract. Detection and attribution (DA to contribute to the estimation of how historical emissions have altered and are altering… 
Review
2012
Review
2012
AbstractThis paper reviews developments for the Community Land Model, version 4 (CLM4), examines the land surface climate… 
Highly Cited
2011
Highly Cited
2011
Abstract. An earth system model (MIROC-ESM 2010) is fully described in terms of each model component and their interactions… 
Highly Cited
2011
Highly Cited
2011
An earth system model (MIROC-ESM 2010) is fully described in terms of each model component and their interactions. Results for… 
Highly Cited
2010
Highly Cited
2010
We assess the potential impacts of climate change on the hydrology and water resources of the Nile River basin using a macroscale… 
Highly Cited
2008
Highly Cited
2008
This paper introduces biofuels sectors as energy inputs into the GTAP Data Base and to the production and consumption structures… 
Review
1997
Review
1997
T he critics all agree : The Oregon Trail is one of the greatest educational computer games ever produced. In 1992, Prides' Guide… 
Highly Cited
1996
Highly Cited
1996
This paper is a self-contained introduction to the concept and methodology of "value at risk," which is a new tool for measuring…