ARTICLES - Principal Component Value at Risk
| Year of publication: |
2002
|
|---|---|
| Authors: | Brummelhuis, R. ; Cordoba, A. ; Quintanilla, M. ; Seco, L. |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 12.2002, 1, p. 23-44
|