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 ...

Value at Risk (VaR) and J.P. Morgan have long been intertwined. The bank pioneered this risk model that purports to show how much money a bank stands to lose on any given day. Proponents argue VaR is ...

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. recep-bg / Getty Images Potential risks that ...