A New Approach to Comparing VaR Estimation Methods
| Year of publication: |
2008
|
|---|---|
| Authors: | Pérignon, Christophe ; Smith, Daniel R. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 16.2008, 2, p. 54-66
|