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Applied Economics Letters Volume 21, 2014 - Issue 17
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Original Articles

Histogram-valued data on value at risk measures: a symbolic approach for risk attribution

Carole ToqueSYROKKO, Roissypôle, FranceCorrespondence[email protected]
&
Virginie TerrazaCenter for Research in Economics and Management, University of Luxembourg, Luxembourg City, Luxembourg
Pages 1243-1251 | Published online: 25 Jun 2014

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Robert J. Powell, Duc H. Vo & Thach N. Pham. (2018) Economic cycles and downside commodities risk. Applied Economics Letters 25:4, pages 258-263.
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Articles from other publishers (3)

Paravee Maneejuk, Nootchanat Pirabun, Suphawit Singjai & Woraphon Yamaka. (2021) Currency Hedging Strategies Using Histogram-Valued Data: Bivariate Markov Switching GARCH Models. Mathematics 9:21, pages 2773.
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Virginie Terraza & Carole Toque. 2021. Financial Risk Management and Modeling. Financial Risk Management and Modeling 163 187 .
Ngoc Phu Tran, Thang Cong Nguyen, Duc Hong Vo & Michael McAleer. (2019) Market Risk Analysis of Energy in Vietnam. Risks 7:4, pages 112.
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