Evaluation of value-at-risk models using historical data
| Year of publication: |
1996
|
|---|---|
| Authors: | Hendricks, Darryll |
| Institutions: | Federal Reserve Bank of Chicago |
| Subject: | Risk |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Published in Conference on Bank Structure and Competition (1996 : 32rd) ; Risk measurement and systemic risk: joint central bank research conference (1995: November 16-17) Number 512 334 pages long362 |
| Source: |
Persistent link: https://www.econbiz.de/10010724702