Combining non-constant weights with historical simulation VaR
Riccardo Rebonato; Vasant Shanbhogue
| Year of publication: |
2010
|
|---|---|
| Authors: | Rebonato, Riccardo ; Shanbhogue, Vasant |
| 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. 392-404
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009883674