RiskMetrics

The RiskMetrics variance model (also known as exponential smoother) was first established in 1989, when Sir Dennis Weatherstone, the new chairman of… (More)
Wikipedia

Topic mentions per year

Topic mentions per year

1995-2017
051019952017

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2017
2017
We consider continuous-time stochastic optimal control problems featuring Conditional Valueat-Risk (CVaR) in the objective. The… (More)
  • figure 1
  • figure 2
  • figure 3
  • figure 4
  • figure 5
Is this relevant?
2014
2014
Cloud computing is a distributed computing model that still faces problems. New ideas emerge to take advantage of its features… (More)
  • figure 1
  • figure 2
  • figure 3
  • table I
  • table II
Is this relevant?
Highly Cited
2010
Highly Cited
2010
OBJECTIVE Many healthcare organizations follow data protection policies that specify which patient identifiers must be suppressed… (More)
  • figure 1
  • figure 2
  • figure 3
  • figure 4
  • figure 5
Is this relevant?
2009
2009
[1] Risk-based planning offers a robust way to identify strategies that permit adaptive water resources management under climate… (More)
  • figure 1
  • figure 2
  • table 1
  • figure 3
  • figure 4
Is this relevant?
2007
2007
Using different loss functions in estimation and forecast evaluation of econometric models can cause suboptimal parameter… (More)
  • table 1
  • table 2
Is this relevant?
2002
2002
It is well established that the volatility of asset prices displays considerable persistence. That is, large movements in prices… (More)
  • figure 1
  • table 1
  • table 2
  • figure 2
  • table 3
Is this relevant?
2001
2001
We analyze the performance of RiskMetrics, a widely used methodology for measuring market risk. Based on the assumption of… (More)
  • figure 1
Is this relevant?
2001
2001
of such content or methodology. Such content and methodology are based on historical observations and should not be relied upon… (More)
  • figure 2.1
  • table 3.1
  • table 3.3
  • table 4.1
  • table 4.4
Is this relevant?
Highly Cited
2000
Highly Cited
2000
Time varying correlations are often estimated with Multivariate Garch models that are linear in squares and cross products of the… (More)
  • figure 1
  • table I
  • table II
  • table III
  • table IV
Is this relevant?
1999
1999
  • Mark R. Manfredo, Raymond M. Leuthold
  • 1999
Value-at-Risk, known as VaR, gives a prediction of potential portfolio losses, with a certain level of confidence, that may be… (More)
  • figure 1
  • table 2
  • table 3
  • table 4
Is this relevant?