Sean Ross is a strategic adviser at 1031x.com, Investopedia contributor, and the founder and manager of Free Lances Ltd. Somer G. Anderson is CPA, doctor of accounting, and an accounting and finance ...
This article investigates the performance of time series models considering the jumps, permanent component of volatility, and asymmetric information in predicting value-at-risk (VaR). We use ...
NEW YORK (Reuters) - In 2011, senior executives at JPMorgan Chase & Co told one of the bank's trading and hedging groups to scale back its riskier positions as new regulations would make these bets ...
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