Empirical issues in value at risk estimation : Time varying volatility, fat tails and parameter uncertainty
| Year of publication: |
2000
|
|---|---|
| Authors: | Bams, D. ; Wielhouwer, J.L. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10011089748