An evaluation framework for alternative VaR-models
| Year of publication: |
2005
|
|---|---|
| Authors: | Bams, Dennis ; Lehnert, Thorsten ; Wolff, Christian C.P. |
| Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 24.2005, 6, p. 944-958
|
| Publisher: |
Elsevier |