A robust VaR model under different time periods and weighting schemes
| Year of publication: |
2007
|
|---|---|
| Authors: | Angelidis, Timotheos ; Benos, Alexandros ; Degiannakis, Stavros |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 28.2007, 2, p. 187-202
|