A new approach to comparing VaR estimation methods
| Data(s) |
2008
|
|---|---|
| Identificador | |
| Publicador |
Institutional Investor Inc. |
| Relação |
Pèrignon, Christoph & Smith, Daniel (2008) A new approach to comparing VaR estimation methods. The Journal of Derivatives, Winter, pp. 54-66. |
| Fonte |
QUT Business School; School of Economics & Finance |
| Palavras-Chave | #140302 Econometric and Statistical Methods #150205 Investment and Risk Management #VaR Estimation methods, Statistical Methods, Risk managment, Investments |
| Tipo |
Journal Article |
