Implied volatility indexes and daily Value at Risk models
| Authors: | GIOT, Pierre |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : The Journal of Derivatives, 12(4), 54-64, 2005 Number -1840 |
| Other identifiers: | 10.3905/jod.2005.517186 [DOI] |
| Source: |
Persistent link: https://www.econbiz.de/10010926902