This article investigates the performance of time series models considering the jumps, permanent component of volatility, and asymmetric information in predicting value-at-risk (VaR). We use ...

Risk-management practices at financial institutions have undergone a quantitative revolution over the past decade or so. Increasingly, financial firms rely on statistical models to measure and manage ...

Accurate valuations are paramount in financial analysis, influencing corporate strategies, as well as investment decisions and market perceptions. Among various valuation methods, the discounted cash ...

Over the past several years, there has been a steady march toward financial integration across product lines among larger financial firms. The trend is in part due to the increasing globalization of ...

Join us for a deep dive into the world of factor risk models, the essential tools for predicting portfolio volatility, optimising your investments, and understanding risk and return. This webinar will ...

May 18 (Reuters) - JPMorgan Chase & Co's decision to radically change the way risk was measured in its Chief Investment Office is likely to dog the bank in the developing crisis over the big trading ...