TY  - ADVS
AU  - Sheedy,Elizabeth
TI  - VaR when volatility is changing
T2  - Quantitative financial risk management : fundamentals, models and techniques
PY  - 2007///
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  - http://hstalks.com/lib.php?t=HST48.1957&c=250
UR  - http://hstalks.com/lib.php?t=HST48&c=250
ER  -