Browsing Enformasyon Teknolojileri Bölümü / Department of Information Technologies by Subject "Liquidity"
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Comparison of evolutionary techniques for Value-at-Risk calculation
(Springer-Verlag Berlin, 2007)The Value-at-Risk (VaR) approach has been used for measuring and controlling the market risks in financial institutions. Studies show that the t-distribution is more suited to representing the financial asset returns in ...