Journals
Publish with us
Publishing partnerships
About us
Blog
Journal of Probability and Statistics
Journal overview
For authors
For reviewers
For editors
Table of Contents
Special Issues
Journal of Probability and Statistics
/
2010
/
Article
/
Fig 1
/
Research Article
VaR: Exchange Rate Risk and Jump Risk
Figure 1
The impact of volatility on VaR. Note that the symbols “∘”, “*”, and “
▵
” represent the impact of volatilities of domestic assets, foreign assets, and exchange rates on absolute VaRs, respectively.