Forecast biases in value at risk estimations : evidence from foreign exchange and global equity portfolios
James M. Mahoney
| Year of publication: |
1996
|
|---|---|
| Authors: | Mahoney, James M. |
| Publisher: |
New York : Fed. Reserve Bank of New York |
| Extent: | 29 Bl. |
|---|---|
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10004321578