Historical simulation (finance) (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Historical simulation (finance)" in English language version.

refsWebsite

Global rank English rank

1filteredhistoricalsimulation.com

low place

low place

222^nd place

297^th place

1,174^th place

773^rd place

filteredhistoricalsimulation.com (Global: low place; English: low place)

Giovanni Barone-Adesi and Kostas Giannopoulos (1996), A simplified approach to the conditional estimation of Values-at-Risk

nyu.edu (Global: 1,174^th place; English: 773^rd place)

pages.stern.nyu.edu

Boudoukh, J.; Richardson, M.; Whitelaw, R. (1998). "The Best of Both Worlds" (PDF). Risk. 11: 64–67.

wiley.com (Global: 222^nd place; English: 297^th place)

onlinelibrary.wiley.com

Giovanni Barone-Adesi, Kostas Giannopoulos & Les Vosper (1999), VaR without correlations for portfolios of derivative securities