Evaluation of value-at-risk models using historical data
Darryll Hendricks
| Year of publication: |
1996
|
|---|---|
| Authors: | Hendricks, Darryll |
| Published in: |
Economic policy review. - New York, NY, ISSN 1932-0426, ZDB-ID 12254368. - Vol. 2.1996, 1, p. 39-69
|
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009921327