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 ...

(Reuters) - JPMorgan Chase & Co's decision to radically change the way risk was measured in its Chief Investment Office is likely to dog the bank in the developing crisis over the big trading losses ...