Evaluating Value-at-Risk Models: a comparison between traditional models and conditional variance models.
| Year of publication: |
2001-10
|
|---|---|
| Authors: | Mollica, M ; Pereira, Pedro L. Valls |
| Institutions: | Insper Instituto de Ensino e Pesquisa |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005086218