Conditional VaR using EVT – Towards a planned margin scheme
| Year of publication: |
2008
|
|---|---|
| Authors: | Bhattacharyya, Malay ; Ritolia, Gopal |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 17.2008, 2, p. 382-395
|