English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

In practice, the value-at-risk (VaR) for a longer holding period is oftenscaled using the 'square root of time rule'. The VaR is determined for ashorter holding period and then scaled up according to the desired holdingperiod. For example, the Basel rules allow banks to scale up the 1-day VaR bythe square root of ten to determine the 10-day VaR. It can be seen from theresults of this thesis that scaling can also provide good and accurateestimates of VaR. However, it is probably much more important to consider that,depending on the methods or data set involved, there may also be significantconsequences for risk provisioning. Particularly, since scaling does not alwaysavoid the occurrence of losses that exceed the VaR estimate on a frequent basisover a period of time. Overall, the permission to use the square root of timerule in the regulatory framework should be reconsidered.

Eine empirische Analyse der Skalierung von Value-at-Risk Schaetzungen