A COMPARISON OF CONDITIONAL AND UNCONDITIONAL APPROACHES IN VALUE‐AT‐RISK ESTIMATION
| Year of publication: |
2011
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|---|---|
| Authors: | CHOI, PILSUN ; MIN, INSIK |
| Published in: |
The Japanese Economic Review. - Japanese Economic Association - JEA, ISSN 1352-4739. - Vol. 62.2011, 1, p. 99-115
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| Publisher: |
Japanese Economic Association - JEA |
| Extent: | text/html |
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| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10011034001