TY  - ADVS
AU  - Sheedy,Elizabeth
TI  - VaR when volatility is changing
T2  - Quantitative financial risk management : fundamentals, models and techniques,
PY  - 2008///
CY  - London
PB  - Henry Stewart Talks
KW  - Financial risk management
N1  - Animated audio-visual presentations with synchronized narration; Title from title frames; Contents: What can we learn from problems with VaR models in late 2007? -- Common patterns in volatility (the clustering effect) -- Forecasting volatility using GARCH -- Implications for VaR, stress testing and capital requirements; Access restricted to subscribers
UR  - https://hstalks.com/bm/856/
UR  - https://hstalks.com/bm/p/5/
ER  -