00000caa a22000003i 4500 UP-1685594773862369522 Buklod 20210205090201.0 m | | ta 210524s2008 xx r |||| u|eng d 16551516 (iLib)UPBAG-00039181531 BAG rda eng ARTICLE-1893 Beronilla, Nikkin L. author. Range-based models in estimating value-at-risk (VaR) Nikkin L. Beronilla and Dennis S. Mapa. [Quezon City] School of Economics, University of the Philippines 2008. pages 87-99 23 cm text rdacontent unmediated rdamedia volume rdacarrier Title was 'Philippine Review of Business and Economics' until 1979. Title changed to 'Philippine Review of Economics and Business' from 1980-2000, and again changed to 'Philippine Review of Economics' since 2001. Includes bibliographical references (page 99) This paper introduces new methods of estimating Value-at-Risk (VaR) using range-based GARCH (general autoregressive conditional heteroskedasticity) models. This paper finds that range-based GARCH models are good alternatives in modeling volatility and in estimating VaR. Business Mathematical models. Business mathematics. Financial risk management. Mapa, Dennis S. author. The Philippine Review of Economics Vol. 45, no. 2 (December 2008), p. 87-99. Request full-text access via UPB University Library through https://forms.gle/KZjBv7aRtY6jiL5E9 FI UPBAG UPBAG-MAIN ARTICLE-1893 Analytics