id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
dem-4203	Górka, Joanna	Application of the Family of Sign RCA Models for Obtaining the Selected Risk Measures	2009	12	.pdf	application/pdf	3602	156	65	For mod- els from the family of Sign RCA models and AR-GARCH model the one-step forecasts of VaR were calculated based on rolling estimates from the given model using different window sizes. The aim of this paper is to apply the family of Sign RCA models to obtain the selected risk measures for daily and weekly data.	cache/dem-4203.pdf	txt/dem-4203.txt