Evaluating value-at-risk models before and after the financial crisis of 2008: international evidence

Social Sciences

• Alternative 8%
• Approach 16%
• Contribution 8%
• Design Methodology 8%
• Evidence 25%
• Financial Risk 16%
• Germany 8%
• Greece 8%
• Innovation 16%
• Knowledge 16%
• Managers 8%
• Market 16%
• Measure 16%
• Paper 8%
• Performance 16%
• Purpose 16%
• Quantitative 25%
• Research 8%
• Skills 8%
• Stock Market 8%
• Students 8%
• Time Period 8%
• Turkey 8%
• UK 8%
• USA 8%
• Value at Risk 58%

INIS

• asymmetry 8%
• data 16%
• design 8%
• forecasting 8%
• germany 8%
• greece 8%
• management 8%
• market 33%
• performance 16%
• risks 100%
• stocks 16%
• tools 8%
• turbulence 8%
• turkey 8%
• usa 8%
• values 66%
• volatility 8%

Economics, Econometrics and Finance

• Finance 16%
• Financial Crisis 50%
• Managers 8%
• Measure of Dispersion 8%
• Return 16%
• Risk Management 8%
• Stock Index 8%
• Volatility 16%