How valuable is your VaR? : large sample confidence intervals for normal VaR
Franck Moraux
| Year of publication: |
2011
|
|---|---|
| Authors: | Moraux, Franck |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 24167885. - Vol. 4.2010/11, 2, p. 189-200
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009883688