Coherent risk measures under filtered historical simulation
| Year of publication: |
2005
|
|---|---|
| Authors: | Giannopoulos, Kostas ; Tunaru, Radu |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 29.2005, 4, p. 979-996
|