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Value-at-risk systems and their application in integrated risk management ABSTRACT Value-at-Risk (VAR) has become a standard benchmark for measuring financial risks. VAR systems and models identify a first-order magnitude ...
Risk management: an analysis of the low-tail behavior of high frequency data for computing value at risk ABSTRACT This paper deals with the analysis of the low-tail behaviour of a sample. This issue is very important in the financial field, where the fat-tailedness characterizes many series. In part
Shock treatment: shock value may grab attention, but it can put your company's image at risk. Science has a better way - Marketing: Tactics WHAT'S OFFENSIVE MARKETING? Like pornography, it's hard to define, but we usually know it when we see it. In the race to grab audience' attention, some ...
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