An Extensive Comparison of Some Well‐Established Value at Risk Methods
| Year of publication: |
2020
|
|---|---|
| Authors: | Calmon, Wilson ; Ferioli, Eduardo ; Lettieri, Davi ; Soares, Johann ; Pizzinga, Adrian |
| Published in: |
International Statistical Review. - Wiley, ISSN 1751-5823, ZDB-ID 2045049-7. - Vol. 89.2020, 1 (23.07.), p. 148-166
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/insr.12393 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012282287