Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-14T15:32:49.577266Z
Paper Citation Record · LEDGER
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty
As of 16 August 2026, this Paper Citation Record lists 48 of 48 outbound references and 0 inbound Pith citation observations for arXiv:1908.00982.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
48 of 48 outbound references displayed
- verified exact1
- verified fuzzy40
- unresolved7
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External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 968432be-6811-419c-a438-a7edf16518e4 · outbound
This paper cites An overview of value at risk.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty An overview of value at risk
Reference 1
- Resolution
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Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 09ea8170-70c5-4b05-a010-2d80cfe62624 · outbound
This paper cites Techniques for verifying the accuracy of risk measurement models.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Techniques for verifying the accuracy of risk measurement models
Reference 2
- Resolution
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Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 9f086823-de43-4704-9548-0c692c84f8cb · outbound
This paper cites Evaluating interval forecasts.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Evaluating interval forecasts
Reference 3
- Resolution
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Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 49c31d21-7bad-4359-b98e-f726e76b1393 · outbound
This paper cites Risk Management and Financial Institutions (3rd Edition).
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Risk Management and Financial Institutions (3rd Edition)
Reference 4
- Resolution
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Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation eaacf8d4-7a2e-463f-b640-491d9faa855f · outbound
This paper cites Craig Mackinlay.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Craig Mackinlay
Reference 5
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 160493fd-ef58-406d-9e56-ac41d58eb8d4 · outbound
This paper cites The impact of stationarity assessment on studies of volatility and value-at-risk.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty The impact of stationarity assessment on studies of volatility and value-at-risk
Reference 6
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 771f8cd1-3e76-42b1-accb-1896e824ef2b · outbound
This paper cites An improved methodology for measuring var.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty An improved methodology for measuring var
Reference 7
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 272e41c1-8fad-403d-815e-e2ad84fabe76 · outbound
This paper cites Value at risk for a mixture of normal distributions: the use of quasi-bayesian estimation techniques.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Value at risk for a mixture of normal distributions: the use of quasi-bayesian estimation techniques
Reference 8
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation a68f0096-083d-48ce-b774-0acf04e28909 · outbound
This paper cites Measuring risk in value-at-risk based on students t-distribution.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Measuring risk in value-at-risk based on students t-distribution
Reference 9
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 019db072-b873-4d60-8181-ce827c6daebc · outbound
This paper cites Portfolio valueatrisk with heavytailed risk factors.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Portfolio valueatrisk with heavytailed risk factors
Reference 10
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1d6ee505-d20e-45e4-804c-4431dfbedc0b · outbound
This paper cites Can the student-t distribution provide accurate value at risk? Journal of Risk Finance, 7(3):292–300, 2006.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Can the student-t distribution provide accurate value at risk? Journal of Risk Finance, 7(3):292–300, 2006
Reference 11
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 0c1938c9-f74a-480b-b457-051d03aa7898 · outbound
This paper cites Value at risk based on the volatility, skewness and kurtosis.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Value at risk based on the volatility, skewness and kurtosis
Reference 12
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.924906Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation e56beb42-a50b-48c1-b892-358909062fc7 · outbound
This paper cites Value at risk with time varying variance, skewness and kurtosis-the nig-acd model.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Value at risk with time varying variance, skewness and kurtosis-the nig-acd model
Reference 13
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1cb15cc0-023a-4578-ac02-b6b422577391 · outbound
This paper cites Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
Reference 14
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 15a90f79-116b-4cb2-ae44-38aa84398792 · outbound
This paper cites Forecasting value-at-risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Forecasting value-at-risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework
Reference 15
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation bd51db40-d6b7-450b-9c68-30d8673d6b7c · outbound
This paper cites Improved duration-based backtesting of value-at-risk.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Improved duration-based backtesting of value-at-risk
Reference 16
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.792450Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 383feddb-fb62-4fd3-a0a4-44b0e2dd1b8c · outbound
This paper cites Comparison of certain value-at-risk estimation methods for the two-parameter weibull loss distribution.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Comparison of certain value-at-risk estimation methods for the two-parameter weibull loss distribution
Reference 17
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 3fa34e23-6c4b-4572-9918-daaf39b5ad5f · outbound
This paper cites Value at risk when daily changes in market variables are not normally distributed.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Value at risk when daily changes in market variables are not normally distributed
Reference 18
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.728327Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation d1bd5eaa-7fd6-4a69-b15f-00fe0270c06d · outbound
This paper cites An approach to var for capital markets with gaussian mixture.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty An approach to var for capital markets with gaussian mixture
Reference 19
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.687271Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 6f3988c5-1138-4697-ba36-78a46202a71c · outbound
This paper cites Value-at-risk: a multivariate switching regime approach.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Value-at-risk: a multivariate switching regime approach
Reference 20
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation a56c3974-d5b7-40b4-b914-94ee9734d878 · outbound
This paper cites Value-at-risk in a market subject to regime switching.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Value-at-risk in a market subject to regime switching
Reference 21
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 29abcdd9-c325-439f-96af-a2f472d1b466 · outbound
This paper cites Value-at-risk prediction: A comparison of alternative strategies.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Value-at-risk prediction: A comparison of alternative strategies
Reference 22
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.579444Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 9dc6881d-8bca-42af-b9f6-e74af1a92e6a · outbound
This paper cites Risk management.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Risk management
Reference 23
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.535437Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 2c8905bb-b029-4e08-ab1c-d7ee82043cca · outbound
This paper cites A comprehensive review of value at risk methodologies.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty A comprehensive review of value at risk methodologies
Reference 24
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.497285Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation f3a17f23-3e54-4551-8621-f563b91010c1 · outbound
This paper cites A review of backtesting for value at risk.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty A review of backtesting for value at risk
Reference 25
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.461615Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 5727942a-610e-4692-8f74-c47509562e03 · outbound
This paper cites Bayesian Inference: Kendall’s Advanced Theory of Statistics.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Bayesian Inference: Kendall’s Advanced Theory of Statistics
Reference 26
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.433848Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 3c58603d-4996-4196-880c-40c877480b47 · outbound
This paper cites BayesianTheory.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty BayesianTheory
Reference 27
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation a4a9b69c-7894-467d-a9ff-a6831e52b2cf · outbound
This paper cites Quantile uncertainty and value-at-risk model risk.Risk Analysis, 32(8):1293–1308, 2012.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Quantile uncertainty and value-at-risk model risk.Risk Analysis, 32(8):1293–1308, 2012
Reference 28
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 7131aa5c-e7f2-4681-bbdd-6a508101e80f · outbound
This paper cites Estimation of upper quantiles under model and parameter uncertainty.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Estimation of upper quantiles under model and parameter uncertainty
Reference 29
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.344610Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation c6a675f6-ac94-4f55-a34d-c697811ad677 · outbound
This paper cites Uncertainty of quantile estimates in the measurement of self-similar processes.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Uncertainty of quantile estimates in the measurement of self-similar processes
Reference 30
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.319281Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 7a1e9f60-cccb-4cf9-9d2b-3e1cb6b5b2c9 · outbound
This paper cites Estimation error in the assessment of financial risk exposure.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Estimation error in the assessment of financial risk exposure
Reference 31
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.289046Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 6ec52019-4de2-4331-b85d-615474269e74 · outbound
This paper cites Measuring the risk in value at risk.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Measuring the risk in value at risk
Reference 32
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.263645Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 744a038d-dd31-4177-8d41-b1e875d9caa5 · outbound
This paper cites Worst case model risk management.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Worst case model risk management
Reference 33
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.224011Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation ee141068-947d-4108-b1ce-9816a11a7664 · outbound
This paper cites Model uncertainty and its impact on the pricing of derivative instruments.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Model uncertainty and its impact on the pricing of derivative instruments
Reference 34
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.169625Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation fce4e961-1ed2-4d45-88c9-cb9e3f1b30b4 · outbound
This paper cites Bounds on a distribution function when its first n moments are given.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Bounds on a distribution function when its first n moments are given
Reference 35
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.140818Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 2f1e9146-e1dc-4f82-b9a4-4a3b295a49dd · outbound
This paper cites Best bounds for positive distribution with fixed moments.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Best bounds for positive distribution with fixed moments
Reference 36
- Resolution
- verified fuzzy
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Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 82275dcc-0f47-4d14-85d0-3f568353847a · outbound
This paper cites How to estimate the value at risk under incomplete information.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty How to estimate the value at risk under incomplete information
Reference 37
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.055805Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation dbad9012-8fa5-4c6a-88f1-86965638cf9b · outbound
This paper cites A semidefinite programming approach to optimal-moment bounds for convex classes of distributions.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty A semidefinite programming approach to optimal-moment bounds for convex classes of distributions
Reference 38
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:50.022605Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 16510083-341f-4e74-b2ca-2972cd2ecf2a · outbound
This paper cites Bounding probability of small deviation: A fourth moment approach.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Bounding probability of small deviation: A fourth moment approach
Reference 39
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:49.987069Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 464403de-49ef-4922-9524-aa169965faad · outbound
This paper cites Filtration consistent nonlinear expectations and evaluations of contingent claims.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Filtration consistent nonlinear expectations and evaluations of contingent claims
Reference 40
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:49.955618Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1bd1954a-d10e-4f4a-a4ce-6f8a676f498d · outbound
This paper cites g- expectation, g-brownian motion and related stochastic calculus of ito type.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty g- expectation, g-brownian motion and related stochastic calculus of ito type
Reference 41
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:49.924646Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation cd94a75c-ae47-486c-9289-7c0d7bcbc1ce · outbound
This paper cites Multi-dimensional g-brownian motion and related stochastic calculus under g- expectation.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Multi-dimensional g-brownian motion and related stochastic calculus under g- expectation
Reference 42
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:49.899183Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 80c5a718-3716-4d33-b0b6-f4b6677d1dae · outbound
This paper cites Nonlinear Expectations and Stochastic Calculus under Uncertainty.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Nonlinear Expectations and Stochastic Calculus under Uncertainty
Reference 43
- Resolution
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Source-reported events for the cited work
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Observation 1400fcea-5b80-422c-84eb-8ec0ae14e5e3 · outbound
This paper cites Coherent measures of risk.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Coherent measures of risk
Reference 44
- Resolution
- unresolved
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Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 512f4394-2055-4cd5-9795-21259fd3ffff · outbound
This paper cites Improving Value-at-Risk prediction under model uncertainty.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Improving Value-at-Risk prediction under model uncertainty
Reference 45
- Resolution
- verified exact
- local_arxiv, observed 2026-08-14T15:32:49.717912Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation a7eabc57-26d6-40ca-8430-36620b42c7c9 · outbound
This paper cites Retrospective mutiple change point estimation with kernels.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Retrospective mutiple change point estimation with kernels
Reference 46
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:49.850227Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 62e234b2-f36d-4644-b88e-d60fa6221de1 · outbound
This paper cites Selective review of offline change point detection methods.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty Selective review of offline change point detection methods
Reference 47
- Resolution
- unresolved
- no resolver link, observed 2026-08-14T15:32:49.565008Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 85ce5b8b-8b6a-464e-868b-60407f15baa1 · outbound
This paper cites ruptures: change point detection in python.
calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty ruptures: change point detection in python
Reference 48
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T15:32:49.809048Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Pith citing papers
No inbound Pith citation observations are available.