A simple method for time scaling value-at-risk : let the data speak for themselves
Kamal Hamidieh; Kathrine Bennett Ensor
| Year of publication: |
2010
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|---|---|
| Authors: | Hamidieh, Kamal ; Ensor, Katherine Bennett |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 24167885. - Vol. 3.2009/10, 4, p. 380-391
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009883675