Papers on "Three Financial Econometrics Articles" and similar term paper topics
Paper #104576 ::
Three Financial Econometrics Articles
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Reviews three related financial econometrics articles.
Written in 2008; 1,335 words; 3 sources; MLA;
$ 44.95
Paper Summary:
This paper reviews three articles that discuss some form of financial risk modeling methodology. The articles discussed are "Model-Based Stress Test: Linking Stress Tests to VaR for Market Risk" by Carol Alexander and Elizabeth Sheedy, "Risk and Probability Measures" by Phelem Boyle, and "Realized Volatility and Correlation" by Anderson, Torben, et al.
Table of Contents:
Abstract
Article Reviews
Alexander, Carol and Elizabeth Sheedy. "Model-Based Stress Test: Linking Stress Tests to VaR for Market Risk".
Boyle, Phelim. "Risk and Probability Measures."
Anderson, Torben, et al. "Realized Volatility and Correlation."
From the Paper:
"Volatility is the focus of all risk modeling in financial analysis because the greater the volatility the greater the risk of the investment or a portfolio exhibiting a high degree of volatility. Anderson et al, in "Realized Volatility and Correlation" describe how volatility has come to dominate risk modeling literature and that this literature has increasingly focused on "higher-frequency data". Thus begins these researchers' quest to attempt to match actual volatility levels with more accurate forecasting techniques."
Tags:
portfolio skewness methodology value-at-risk, binomial tree model,
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