Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
L. Kalyvas
Information about the author L. Kalyvas will soon be added to the site.
Found
2 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Forecasting the FTSE 100 volatility: information content of historical, implied and implied stochastic volatilities
2006
A prevailing parameter in the ex ante measurement of option value is the volatility of...
Selecting Value-at-Risk methods according to their hidden characteristics
2004
The foremost concern of a modern risk manager is to estimate Value-at-Risk (VaR), that...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
