Comparing different methods for estimating Value-at-Risk (VaR) for actual non-linear portfolios : empirical evidence
María Coronado
| Year of publication: |
2001
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|---|---|
| Authors: | Coronado, María |
| Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Delhi, ISSN 0970-3772, ZDB-ID 11308175. - Vol. 15.2001, 2, p. 503-531
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| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | In: Finance India |
| Source: |
Persistent link: https://www.econbiz.de/10009920451