Modeling and forecasting the Indian Re/US dollar exchange rate using Vector Autoregression technique (A Monetary Model Approach)
EWMA VaR Models
ValueAtRisk_2000.pdf
Applied Quantitative Finance 5
Recent Developments in Monetary Economics Lawrence Christiano Northwestern University.
The VaR Estimation in Historical Simulation Approach Open Issues and Some Practical Proposals Michele Bonollo [email protected] Tommaso Rinaldi.
