Skip to main content
Feedback to SSRN
Feedback
(required)
Email
(required)
Submit
Reem Shayya
Rovira i Virgili University - Business Management Department
Learn more about SSRN Profiles
SCHOLARLY PAPERS
2
DOWNLOADS
232
TOTAL CITATIONS
0
Feedback
Scholarly Papers (2)
Sort by:
Paper Title, A-Z
Paper Title, Z-A
Author Name, A-Z
Author Name, Z-A
Date Posted, Ascending
Date Posted, Descending
Downloads, Ascending
Downloads, Descending
Citations, Ascending
Citations, Descending
Actions:
Email selected abstracts
View:
Selected
Original List
All Versions
Hide All Versions
All Abstracts
Hide All Abstracts
(Rank)
1.
Monte Carlo Simulation Accuracy in Estimating Value-at-Risk: Analyzing Performance Before, During and after the Financial Crisis
Number of pages: 28
Posted: 12 May 2023
Reem Shayya,
Maria Teresa Sorrosal-Forradellas
,
Antonio Terceño
and
Maria Glòria Barberà Mariné
Rovira i Virgili University - Business Management Department, University Rovira i Virgili, Rovira i Virgili University - Department of Business and Rovira i Virgili University
Downloads
157
(485,678)
View PDF
Download
Abstract:
Value-at-Risk, Monte Carlo Simulation, Financial Crisis, Backtesting, Forecast accuracy
2.
Monte Carlo Simulation Accuracy in Estimating Value-at-Risk: Analyzing Performance Before, During and after a Crisis
Number of pages: 26
Posted: 20 Dec 2023
Reem Shayya,
Maria Teresa Sorrosal-Forradellas
,
Antonio Terceño
and
Maria Glòria Barberà Mariné
Rovira i Virgili University - Business Management Department, University Rovira i Virgili, Rovira i Virgili University - Department of Business and Rovira i Virgili University
Downloads
75
(837,727)
View PDF
Download
Abstract:
Value-at-Risk, Monte Carlo Simulation, Financial Crisis, Backtesting, Forecast accuracy
Feedback
